Add GTL price-traffic chart diagnostic

This commit is contained in:
2026-07-13 12:08:10 +02:00
parent dc1570877c
commit 4730d19694
14 changed files with 433 additions and 44 deletions
+57 -2
View File
@@ -5,13 +5,68 @@ from sqlalchemy.ext.asyncio import AsyncSession
from app.dependencies import get_db, require_access
from app.schemas.common import APIEnvelope
from app.schemas.sr_level import SRLevelResponse, SRLevelResult, SRZoneResult
from app.schemas.sr_level import (
GateTargetLadderResponse,
GateTargetLevelResult,
SRLevelResponse,
SRLevelResult,
SRZoneResult,
)
from app.services.price_service import query_ohlcv
from app.services.sr_service import cluster_sr_zones, get_sr_levels
from app.services.sr_service import (
cluster_sr_zones,
detect_gate_target_ladder,
get_sr_levels,
)
router = APIRouter(tags=["sr-levels"])
@router.get("/gate-target-ladder/{symbol}", response_model=APIEnvelope)
async def read_gate_target_ladder(
symbol: str,
_user=Depends(require_access),
db: AsyncSession = Depends(get_db),
) -> APIEnvelope:
"""Return the transient, volume-free GTL for chart diagnostics.
These proposals are not persisted ``SRLevel`` rows and must not be
presented as structural support/resistance.
"""
records = await query_ohlcv(db, symbol)
if not records:
data = GateTargetLadderResponse(
symbol=symbol.upper(),
levels=[],
count=0,
lookback_bars=0,
)
return APIEnvelope(status="success", data=data.model_dump())
highs = [float(record.high) for record in records]
lows = [float(record.low) for record in records]
closes = [float(record.close) for record in records]
detected = detect_gate_target_ladder(highs, lows, closes)
levels = [
GateTargetLevelResult(
price_level=float(level["price_level"]),
type=level["type"],
strength=int(level["strength"]),
detection_method=str(level.get("detection_method", "unknown")),
sources=list(level.get("sources") or []),
traffic_count=int(level.get("rejection_count", 0) or 0),
)
for level in sorted(detected, key=lambda row: float(row["price_level"]))
]
data = GateTargetLadderResponse(
symbol=symbol.upper(),
levels=levels,
count=len(levels),
lookback_bars=len(records),
)
return APIEnvelope(status="success", data=data.model_dump())
@router.get("/sr-levels/{symbol}", response_model=APIEnvelope)
async def read_sr_levels(
symbol: str,