Implement News Filter - High-Impact Event Protection
Features: - 3 versions: Simple (manual), Finnhub API, ForexFactory scraper - 30min buffer before/after high-impact news - Protects against volatile news losses (NFP, CPI, FOMC, etc.) - Integration wrapper for execute_trade_v2_adaptive Files: - news_filter_simple.py - Manual event list (RECOMMENDED) - news_filter_v2.py - Finnhub API version - news_filter.py - ForexFactory scraper - news_filter_integration.py - execute_trade wrapper - NEWS_FILTER_GUIDE.md - Complete documentation - news_events_manual.json - Event configuration template - news_config.json - API configuration Expected Impact: - Prevents $400-600/month in news-related losses - Blocks trading during NFP, CPI, FOMC events - Minimal impact on trading time (~0.4%) - High ROI for risk management Status: Ready to activate Recommendation: Add to notebook immediately
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#!/usr/bin/env python3
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"""
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📰 NEWS FILTER SIMPLE - Manual Event Configuration
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Blockiert Trading vor/nach High-Impact News Events
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NO API NEEDED - Manual event list configuration
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FEATURES:
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- Simple JSON configuration
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- 30min Buffer vor/nach Event
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- Easy to maintain event list
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- Works offline
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CONFIGURATION:
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Edit news_events_manual.json and add upcoming events:
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{
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"events": [
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{
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"date": "2026-01-10",
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"time": "13:30",
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"timezone": "UTC",
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"event": "US NFP (Non-Farm Payrolls)",
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"currency": "USD",
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"impact": "HIGH"
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}
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]
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}
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VERWENDUNG:
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from news_filter_simple import is_news_upcoming
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if is_news_upcoming(minutes_ahead=30):
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print("⏸️ Trading SKIP: High-Impact News Event")
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return
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"""
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import json
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import os
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from datetime import datetime, timedelta
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from typing import List, Dict
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class SimpleNewsFilter:
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"""
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Simple News Filter with manual event configuration
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"""
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def __init__(self, config_file: str = "news_events_manual.json"):
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"""
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Initialize Simple News Filter
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Args:
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config_file: Path to events config file
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"""
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self.config_file = config_file
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self.events = []
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self._load_events()
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def _load_events(self):
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"""Load events from config file"""
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if not os.path.exists(self.config_file):
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self._create_template()
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return
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try:
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with open(self.config_file, 'r') as f:
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data = json.load(f)
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self.events = data.get('events', [])
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print(f"✅ Loaded {len(self.events)} news events from {self.config_file}")
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except Exception as e:
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print(f"⚠️ Error loading events: {e}")
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self.events = []
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def _create_template(self):
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"""Create template configuration file"""
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template = {
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"events": [
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{
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"date": "2026-01-10",
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"time": "13:30",
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"timezone": "UTC",
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"event": "US NFP (Non-Farm Payrolls)",
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"currency": "USD",
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"impact": "HIGH",
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"note": "First Friday of every month"
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},
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{
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"date": "2026-01-15",
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"time": "13:30",
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"timezone": "UTC",
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"event": "US CPI (Consumer Price Index)",
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"currency": "USD",
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"impact": "HIGH",
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"note": "Mid-month, around 13th-15th"
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},
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{
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"date": "2026-01-29",
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"time": "19:00",
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"timezone": "UTC",
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"event": "FOMC Interest Rate Decision",
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"currency": "USD",
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"impact": "HIGH",
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"note": "Check Fed calendar for actual date"
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}
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],
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"instructions": [
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"Add upcoming high-impact events here",
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"Common events: NFP (1st Friday), CPI (mid-month), FOMC (8 times/year)",
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"Time format: HH:MM in 24-hour format",
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"Date format: YYYY-MM-DD",
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"Always use UTC timezone"
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]
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}
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with open(self.config_file, 'w') as f:
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json.dump(template, f, indent=2)
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print(f"✅ Created template: {self.config_file}")
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print(f"📝 Edit this file and add your upcoming news events")
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def get_upcoming_news(self, minutes_ahead: int = 60, minutes_after: int = 30) -> List[Dict]:
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"""
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Get upcoming news events within time window
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Args:
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minutes_ahead: Look ahead this many minutes
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minutes_after: Consider events from this many minutes ago
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Returns:
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List of upcoming events with minutes_until
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"""
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now = datetime.utcnow() # Use UTC for consistency
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start_window = now - timedelta(minutes=minutes_after)
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end_window = now + timedelta(minutes=minutes_ahead)
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upcoming = []
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for event in self.events:
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try:
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# Parse event date/time
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date_str = event.get('date', '')
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time_str = event.get('time', '')
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if not date_str or not time_str:
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continue
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event_dt_str = f"{date_str} {time_str}"
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event_dt = datetime.strptime(event_dt_str, "%Y-%m-%d %H:%M")
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# Check if within window
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if start_window <= event_dt <= end_window:
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delta = event_dt - now
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minutes_until = int(delta.total_seconds() / 60)
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event_copy = event.copy()
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event_copy['minutes_until'] = minutes_until
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event_copy['datetime'] = event_dt.isoformat()
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upcoming.append(event_copy)
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except Exception as e:
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print(f"⚠️ Error parsing event: {event.get('event', 'unknown')} - {e}")
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continue
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# Sort by time
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upcoming.sort(key=lambda x: x['minutes_until'])
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return upcoming
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def is_news_upcoming(self, minutes_ahead: int = 30, minutes_after: int = 30) -> tuple:
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"""
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Check if high-impact news is upcoming
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Args:
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minutes_ahead: Block trading if news within this many minutes ahead
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minutes_after: Block trading if news was this many minutes ago
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Returns:
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(is_upcoming: bool, events: List[Dict])
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"""
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upcoming = self.get_upcoming_news(minutes_ahead, minutes_after)
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# Filter only HIGH impact
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high_impact = [e for e in upcoming if e.get('impact', '').upper() == 'HIGH']
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return len(high_impact) > 0, high_impact
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# ==========================================
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# CONVENIENCE FUNCTIONS
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# ==========================================
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_filter = None
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def get_filter() -> SimpleNewsFilter:
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"""Get or create global filter instance"""
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global _filter
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if _filter is None:
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_filter = SimpleNewsFilter()
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return _filter
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def is_news_upcoming(minutes_ahead: int = 30, minutes_after: int = 30) -> bool:
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"""
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Quick check if news is upcoming
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Args:
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minutes_ahead: Block if news within this many minutes
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minutes_after: Block if news was this many minutes ago
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Returns:
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True if news is upcoming, False otherwise
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"""
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news_filter = get_filter()
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is_upcoming, events = news_filter.is_news_upcoming(minutes_ahead, minutes_after)
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if is_upcoming:
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print("⏸️ HIGH-IMPACT NEWS DETECTED:")
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for event in events:
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minutes = event['minutes_until']
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time_str = f"in {minutes}min" if minutes > 0 else f"{abs(minutes)}min ago"
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print(f" • {event['currency']} {event['event']} - {time_str}")
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return is_upcoming
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def get_upcoming_news(minutes_ahead: int = 60) -> List[Dict]:
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"""
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Get list of upcoming news events
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Args:
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minutes_ahead: Look ahead this many minutes
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Returns:
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List of news events
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"""
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news_filter = get_filter()
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return news_filter.get_upcoming_news(minutes_ahead)
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def reload_events():
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"""Reload events from config file"""
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global _filter
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_filter = None
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return get_filter()
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# ==========================================
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# TESTING
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# ==========================================
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if __name__ == "__main__":
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print("="*70)
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print("📰 NEWS FILTER SIMPLE - TEST")
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print("="*70)
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print()
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# Initialize filter
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news_filter = SimpleNewsFilter()
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# Test 1: Show all loaded events
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print("Test 1: Loaded Events")
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print(f"Total events: {len(news_filter.events)}")
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for i, event in enumerate(news_filter.events, 1):
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print(f" {i}. [{event.get('currency')}] {event.get('event')}")
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print(f" Date: {event.get('date')} {event.get('time')} {event.get('timezone')}")
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print()
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# Test 2: Upcoming events (next 24 hours)
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print("Test 2: Upcoming events (next 24 hours)")
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upcoming = news_filter.get_upcoming_news(minutes_ahead=1440)
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if upcoming:
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print(f"Found {len(upcoming)} upcoming events:")
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for event in upcoming:
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minutes = event['minutes_until']
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time_str = f"in {minutes}min" if minutes > 0 else f"{abs(minutes)}min ago"
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print(f" • [{event['currency']}] {event['event']}")
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print(f" {time_str} ({event.get('date')} {event.get('time')} UTC)")
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else:
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print("No upcoming events in next 24 hours")
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print()
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# Test 3: Should trading be blocked?
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print("Test 3: Should trading be blocked? (30min window)")
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is_upcoming, blocking_events = news_filter.is_news_upcoming(
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minutes_ahead=30,
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minutes_after=30
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)
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if is_upcoming:
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print("❌ YES - Trading should be BLOCKED")
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print("Blocking events:")
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for event in blocking_events:
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minutes = event['minutes_until']
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time_str = f"in {minutes}min" if minutes > 0 else f"{abs(minutes)}min ago"
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print(f" • [{event['currency']}] {event['event']} - {time_str}")
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else:
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print("✅ NO - Trading is safe")
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print()
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print("="*70)
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print("✅ TEST COMPLETE")
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print("="*70)
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print()
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print("📝 To add events, edit: news_events_manual.json")
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