Pre-launch hardening: KOL module, Telegram, scanners, WS resilience
Big-picture changes since b941223:
KOL pipeline (new) — Substack/podcast/blog RSS → AI ticker extraction →
on-chain wallet diff → talks-vs-trades divergence detection. Daily polls,
19 feeds, divergence emits Post + Telegram fan-out.
Telegram push (new) — walletless free tier + wallet-linked Pro upgrade,
in-bot preference commands (/trump /btc /funding /kol /conf /quiet),
signed-envelope API for dashboard. Disconnect-wallet keeps free
subscription.
BTC funding-rate reversal scanner (new) — hourly cron, 30d cumulative
funding threshold + mean-revert + 7d price confirm, emits via
/api/signals/ingest. BTC bottom-reversal scanner promoted to System 2.
WS broadcast rewrite — per-client send timeout + parallel fan-out
(asyncio.gather). Fixes "Binance WS no close frame" reconnect storms +
APScheduler 11-min job misses, both caused by one slow client stalling
the kline loop.
Error visibility — three silent-error sites (trumpstruth/truth_social
fetchers, funding_reversal scanner) now include exception type name so
httpx ConnectError-style empty-message errors stop logging blank lines.
Telegram bot loop now classifies ReadTimeout vs network vs unknown +
logger.exception for the unknown bucket.
Security hygiene — trumpsignal.db untracked from git (held subscriber
wallets + encrypted HL keys + 22 bot trades); .gitignore now blocks
*.db/.next/backups. CORS only allows FRONTEND_URL in production.
New ops scripts —
- scripts/preflight.py: env/DB/Telegram/AI auth verification gate
- scripts/backup_db.sh: cron-friendly daily DB backup (SQLite + Postgres)
- scripts/seed_kol_wallets.py: idempotent KOL on-chain wallet seeder
15 new Alembic migrations (007-021) covering convex strategy fields,
phase-1 safety, two-system frozen exits, invalidation prices, dynamic
SYS2 leverage, staged de-risk + pyramiding, peak gain tracking, risk
mode, auto-trade + grow flags, KOL module, KOL on-chain, KOL divergence,
Telegram bindings + walletless.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
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"""
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Weekly RSI extreme + recovery scanner.
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What it catches:
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Severe weekly oversold conditions that flush capitulating holders, followed
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by the first sign of strength. Historical examples this would have hit:
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BTC 2022-11 ($15.5k bottom)
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ETH 2022-06 ($900 bottom)
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SOL 2022-12 ($8 bottom)
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AAVE 2022-06 ($45 bottom)
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Trigger logic (intentionally strict):
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PRE-CONDITION: ≥ 4 consecutive completed weekly bars with RSI(14) < 30
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(this is the capitulation phase — sustained extreme weakness)
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TRIGGER: current completed week's RSI(14) >= 35
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(i.e. the FIRST recovery week — RSI has lifted off the floor)
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COOLDOWN: 60 days — these events happen ~once per year per asset.
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No re-firing on the same setup.
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Companion exit parameters (passed to the bot via signal payload — wider stops
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to match the longer holding period and higher single-trade conviction):
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SL = 8%
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TRAILING_ACTIVATE = 15%
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TRAILING_STOP = 6%
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MAX_HOLD = 60 days
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This is a high-conviction, low-frequency signal. Expect 0-3 fires per asset
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per year. Don't tune it for higher frequency — that defeats the point.
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"""
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from __future__ import annotations
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import logging
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from datetime import datetime, timedelta, timezone
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from typing import Optional
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import httpx
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from app.config import settings
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from app.services.market_data import REVERSAL_BASKET, for_asset, drop_in_progress_bar
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from app.services import scanner_state
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SCANNER_NAME = "weekly_rsi_reversal"
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scanner_state.register(SCANNER_NAME)
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logger = logging.getLogger(__name__)
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# ─── Tunables ───────────────────────────────────────────────────────────────
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RSI_PERIOD = 14
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RSI_OVERSOLD = 30 # "deeply oversold" floor (long setup)
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RSI_RECOVERY_TRIGGER = 35 # bounce-off line for the long
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RSI_OVERBOUGHT = 70 # "euphoric" ceiling (short setup)
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RSI_ROLLOVER_TRIGGER = 65 # roll-off line for the short
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WEEKS_OF_OVERSOLD = 4 # consecutive extreme weeks required (both sides)
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WEEKS_TO_FETCH = 40 # enough history for stable Wilder's RSI
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COOLDOWN_DAYS = 60
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# Exit profile passed to /signals/ingest. Caller can override on the bot side.
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PAYLOAD_CONFIDENCE = 88 # high conviction — top of the regime-filter score
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PAYLOAD_EXPECTED_MOVE = 30.0 # historical median move after capitulation
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# Cooldown is now DB-backed via scanner_state.in_cooldown() — survives
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# restart. No more in-memory _last_signal_at dict.
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# ─── RSI math (Wilder's smoothed) ───────────────────────────────────────────
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def calculate_rsi(closes: list[float], period: int = 14) -> list[Optional[float]]:
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"""Wilder's RSI. Returns a list aligned with `closes` where the first
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`period` entries are None (not enough history yet).
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Implementation note: the first valid RSI uses a SIMPLE mean of the first
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`period` gains/losses, subsequent values use exponential smoothing with
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alpha = 1/period. This matches TradingView, Binance UI, and most charting
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tools — the "Cutler's RSI" (pure SMA) variant would give different results.
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"""
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n = len(closes)
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rsi: list[Optional[float]] = [None] * n
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if n < period + 1:
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return rsi
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gains = [max(closes[i] - closes[i - 1], 0) for i in range(1, n)]
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losses = [max(closes[i - 1] - closes[i], 0) for i in range(1, n)]
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# First valid RSI = simple mean over first `period` deltas
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avg_gain = sum(gains[:period]) / period
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avg_loss = sum(losses[:period]) / period
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if avg_loss == 0:
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rsi[period] = 100.0
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else:
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rs = avg_gain / avg_loss
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rsi[period] = 100 - 100 / (1 + rs)
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# Subsequent values use Wilder's smoothing
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for i in range(period + 1, n):
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avg_gain = (avg_gain * (period - 1) + gains[i - 1]) / period
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avg_loss = (avg_loss * (period - 1) + losses[i - 1]) / period
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if avg_loss == 0:
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rsi[i] = 100.0
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else:
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rs = avg_gain / avg_loss
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rsi[i] = 100 - 100 / (1 + rs)
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return rsi
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# ─── Signal logic ───────────────────────────────────────────────────────────
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def evaluate_rsi_reversal(weekly_candles: list[dict]) -> tuple[bool, dict]:
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"""Pure function — no side effects, fully testable.
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Returns (is_signal, debug_info).
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"""
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if len(weekly_candles) < RSI_PERIOD + WEEKS_OF_OVERSOLD + 2:
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return False, {"reason": "insufficient_data", "bars": len(weekly_candles)}
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closes = [c["close"] for c in weekly_candles]
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rsi = calculate_rsi(closes, RSI_PERIOD)
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# The MOST RECENT weekly bar is `closes[-1]`. We treat it as the "current"
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# recovery candidate. Look BACKWARDS for WEEKS_OF_OVERSOLD prior bars all
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# with RSI < RSI_OVERSOLD.
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current_rsi = rsi[-1]
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if current_rsi is None:
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return False, {"reason": "rsi_not_computable"}
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window = rsi[-(WEEKS_OF_OVERSOLD + 1):-1] # the N weeks before current
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if any(r is None for r in window):
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return False, {"reason": "history_gaps_in_window"}
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this_close = weekly_candles[-1]["close"]
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prev_close = weekly_candles[-2]["close"]
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# ── LONG: capitulation bottom ──────────────────────────────────────────
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# Sustained RSI<30, now lifting ≥35, price turning up.
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if (current_rsi >= RSI_RECOVERY_TRIGGER
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and all(r < RSI_OVERSOLD for r in window)
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and this_close > prev_close):
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low_w = min(c["low"] for c in weekly_candles[-(WEEKS_OF_OVERSOLD + 1):])
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return True, {
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"direction": "buy",
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"current_rsi": round(current_rsi, 1),
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"window_rsi": [round(r, 1) for r in window],
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"move_pct": round((this_close - low_w) / low_w * 100, 2) if low_w > 0 else 0.0,
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"trigger_close": round(this_close, 4),
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}
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# ── SHORT: euphoric top ────────────────────────────────────────────────
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# Sustained RSI>70, now rolling ≤65, price turning down. Symmetric mirror.
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if (current_rsi <= RSI_ROLLOVER_TRIGGER
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and all(r > RSI_OVERBOUGHT for r in window)
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and this_close < prev_close):
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high_w = max(c["high"] for c in weekly_candles[-(WEEKS_OF_OVERSOLD + 1):])
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return True, {
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"direction": "short",
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"current_rsi": round(current_rsi, 1),
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"window_rsi": [round(r, 1) for r in window],
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"move_pct": round((high_w - this_close) / high_w * 100, 2) if high_w > 0 else 0.0,
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"trigger_close": round(this_close, 4),
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}
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# Neither side qualified — report the closest miss for the log.
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return False, {
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"reason": "no_setup",
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"current_rsi": round(current_rsi, 1),
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"window_rsi": [round(r, 1) for r in window],
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}
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# ─── Ingest emission ────────────────────────────────────────────────────────
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async def _emit_signal(asset: str, debug: dict) -> None:
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if not settings.ingest_api_key:
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logger.warning("RSI-reversal would fire on %s but INGEST_API_KEY empty", asset)
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return
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direction = debug["direction"]
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side_word = "capitulation bottom" if direction == "buy" else "euphoric top"
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payload = {
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"source": "rsi_reversal",
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"external_id": f"rsi-{asset}-{direction}-{datetime.now(timezone.utc).strftime('%Y%W')}",
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"text": (
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f"Weekly RSI {side_word} on {asset}: RSI {debug['current_rsi']} after "
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f"{WEEKS_OF_OVERSOLD}wk extreme (window: {debug['window_rsi']}). "
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f"{debug['move_pct']}% move off the extreme @ ${debug['trigger_close']}."
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),
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"signal": direction,
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"target_asset": asset,
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"confidence": PAYLOAD_CONFIDENCE,
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"category": "rsi_extreme_reversal",
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"expected_move_pct": PAYLOAD_EXPECTED_MOVE,
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}
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async with httpx.AsyncClient(timeout=10) as client:
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resp = await client.post(
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"http://localhost:8000/api/signals/ingest",
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json=payload,
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headers={"X-Ingest-Key": settings.ingest_api_key},
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)
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if resp.status_code >= 400:
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logger.error("RSI-reversal ingest failed (%d): %s", resp.status_code, resp.text[:200])
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else:
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logger.info("RSI-reversal signal emitted for %s: %s", asset, resp.json())
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# ─── Scheduler entry point ──────────────────────────────────────────────────
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async def scan_once() -> None:
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"""One scan pass over REVERSAL_BASKET. Called by APScheduler.
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Kill-switch aware: short-circuits if the operator disabled this scanner.
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Cooldown is DB-backed (queries posts table), so restarts don't reset
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state.
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"""
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if not scanner_state.is_enabled(SCANNER_NAME):
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logger.debug("RSI-reversal scanner disabled — skipping run")
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return
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fired_any = False
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error_msg: Optional[str] = None
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for asset in REVERSAL_BASKET:
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# Cooldown — DB-backed.
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if await scanner_state.in_cooldown("rsi_reversal", asset, COOLDOWN_DAYS):
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continue
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provider = for_asset(asset)
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try:
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candles = await provider.fetch_1w(asset, weeks=WEEKS_TO_FETCH)
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except Exception as exc:
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error_msg = f"{asset}: {exc}"
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logger.error("RSI-reversal fetch failed for %s via %s: %s",
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asset, provider.name, exc)
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continue
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candles = drop_in_progress_bar(candles, "1w")
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if not candles:
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logger.warning("RSI-reversal: %s returned 0 weekly bars from %s",
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asset, provider.name)
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continue
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is_signal, debug = evaluate_rsi_reversal(candles)
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if is_signal:
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logger.info("RSI-reversal scan %s [%s]: FIRE — %s", asset, provider.name, debug)
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await _emit_signal(asset, debug)
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fired_any = True
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else:
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logger.debug("RSI-reversal scan %s [%s]: no — %s", asset, provider.name, debug)
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if error_msg:
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scanner_state.record_run(SCANNER_NAME, "error", error_msg)
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elif fired_any:
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scanner_state.record_run(SCANNER_NAME, "fired")
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else:
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scanner_state.record_run(SCANNER_NAME, "ok")
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