jihoson/The-Ouroboros
0
0
Fork 0
Code Issues 5 Pull Requests 1 Actions Packages Projects Releases Wiki Activity

ci: fix lint baseline and stabilize failing main tests
Some checks failed
Gitea CI / test (push) Failing after 5s
Details
Gitea CI / test (pull_request) Failing after 5s
Details

Browse Source
This commit is contained in:
agentson
2026-03-01 20:17:13 +09:00
parent 6f047a6daf
commit 5730f0db2a
64 changed files with 1041 additions and 1380 deletions
Download Patch File Download Diff File Expand all files Collapse all files

26
src/analysis/volatility.py
View File

@@ -92,9 +92,7 @@ class VolatilityAnalyzer:
recent_tr = true_ranges[-period:]
return sum(recent_tr) / len(recent_tr)
def calculate_price_change(
self, current_price: float, past_price: float
) -> float:
def calculate_price_change(self, current_price: float, past_price: float) -> float:
"""Calculate price change percentage.
Args:
@@ -108,9 +106,7 @@ class VolatilityAnalyzer:
return 0.0
return ((current_price - past_price) / past_price) * 100
def calculate_volume_surge(
self, current_volume: float, avg_volume: float
) -> float:
def calculate_volume_surge(self, current_volume: float, avg_volume: float) -> float:
"""Calculate volume surge ratio.
Args:
@@ -240,11 +236,7 @@ class VolatilityAnalyzer:
Momentum score (0-100)
"""
# Weight recent changes more heavily
weighted_change = (
price_change_1m * 0.4 +
price_change_5m * 0.3 +
price_change_15m * 0.2
)
weighted_change = price_change_1m * 0.4 + price_change_5m * 0.3 + price_change_15m * 0.2
# Volume contribution (normalized to 0-10 scale)
volume_contribution = min(10.0, (volume_surge - 1.0) * 5.0)
@@ -301,17 +293,11 @@ class VolatilityAnalyzer:
if len(close_prices) > 0:
if len(close_prices) >= 1:
price_change_1m = self.calculate_price_change(
current_price, close_prices[-1]
)
price_change_1m = self.calculate_price_change(current_price, close_prices[-1])
if len(close_prices) >= 5:
price_change_5m = self.calculate_price_change(
current_price, close_prices[-5]
)
price_change_5m = self.calculate_price_change(current_price, close_prices[-5])
if len(close_prices) >= 15:
price_change_15m = self.calculate_price_change(
current_price, close_prices[-15]
)
price_change_15m = self.calculate_price_change(current_price, close_prices[-15])
# Calculate volume surge
avg_volume = sum(volumes) / len(volumes) if volumes else current_volume