This commit is contained in:
k
2026-04-21 19:33:24 +08:00
parent 9a72566753
commit 3268080401
26 changed files with 1816 additions and 318 deletions
+63 -6
View File
@@ -6,35 +6,47 @@ from sqlalchemy import select
from sqlalchemy.ext.asyncio import AsyncSession
from app.database import get_db
from app.models import Post
from app.models import Post, iso_utc
from app.schemas import PriceImpact, TrumpPost
router = APIRouter()
logger = logging.getLogger(__name__)
def _direction_correct(signal: Optional[str], pct: Optional[float]) -> Optional[bool]:
if pct is None or signal is None:
return None
if signal == "buy":
return pct > 0
if signal in ("short", "sell"):
return pct < 0
return None # hold has no direction
def _post_to_schema(post: Post) -> TrumpPost:
price_impact: Optional[PriceImpact] = None
if (
post.price_impact_asset
and post.price_at_post is not None
):
if post.price_impact_asset and post.price_at_post is not None:
price_impact = PriceImpact(
asset=post.price_impact_asset,
m5=post.price_impact_m5 or 0.0,
m15=post.price_impact_m15 or 0.0,
m1h=post.price_impact_m1h or 0.0,
price_at_post=post.price_at_post,
correct_m5=_direction_correct(post.signal, post.price_impact_m5),
correct_m15=_direction_correct(post.signal, post.price_impact_m15),
correct_m1h=_direction_correct(post.signal, post.price_impact_m1h),
)
return TrumpPost(
id=post.id,
text=post.text,
source=post.source,
published_at=post.published_at.isoformat(),
published_at=iso_utc(post.published_at),
sentiment=post.sentiment,
signal=post.signal,
ai_confidence=post.ai_confidence,
ai_reasoning=post.ai_reasoning,
prefilter_reason=post.prefilter_reason,
analysis_version=post.analysis_version,
relevant=post.relevant,
price_impact=price_impact,
)
@@ -54,6 +66,51 @@ async def get_posts(
return [_post_to_schema(p) for p in posts]
@router.get("/signals/accuracy")
async def signal_accuracy(db: AsyncSession = Depends(get_db)):
"""Aggregate accuracy of directional signals (buy/sell/short) against realised price moves."""
result = await db.execute(
select(Post).where(Post.signal.in_(["buy", "sell", "short"]))
)
posts = result.scalars().all()
def bucket():
return {"checked": 0, "correct": 0}
stats = {"m5": bucket(), "m15": bucket(), "m1h": bucket()}
by_signal: dict[str, dict] = {}
for p in posts:
sig = p.signal
if sig not in by_signal:
by_signal[sig] = {"m5": bucket(), "m15": bucket(), "m1h": bucket(), "count": 0}
by_signal[sig]["count"] += 1
for win, val in (("m5", p.price_impact_m5), ("m15", p.price_impact_m15), ("m1h", p.price_impact_m1h)):
ok = _direction_correct(sig, val)
if ok is None:
continue
stats[win]["checked"] += 1
stats[win]["correct"] += int(ok)
by_signal[sig][win]["checked"] += 1
by_signal[sig][win]["correct"] += int(ok)
def pct(b): return round(b["correct"] / b["checked"] * 100, 1) if b["checked"] else None
return {
"overall": {k: {**v, "accuracy_pct": pct(v)} for k, v in stats.items()},
"by_signal": {
s: {
"count": d["count"],
"m5": {**d["m5"], "accuracy_pct": pct(d["m5"])},
"m15": {**d["m15"], "accuracy_pct": pct(d["m15"])},
"m1h": {**d["m1h"], "accuracy_pct": pct(d["m1h"])},
}
for s, d in by_signal.items()
},
"total_directional_signals": len(posts),
}
@router.get("/posts/{post_id}", response_model=TrumpPost)
async def get_post(post_id: int, db: AsyncSession = Depends(get_db)):
result = await db.execute(select(Post).where(Post.id == post_id))