cbazza
d15ec99918
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
446 lines
13 KiB
Python
446 lines
13 KiB
Python
#!/usr/bin/env python3
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"""
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📰 NEWS FILTER V2 - Economic Calendar (Finnhub API)
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Blockiert Trading vor/nach High-Impact News Events
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FREE API: Finnhub (60 calls/minute free tier)
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Sign up: https://finnhub.io/register
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FEATURES:
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- Finnhub Economic Calendar API
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- High-Impact Events Filter
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- 30min Buffer vor/nach Event
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- USD, EUR, GBP News (relevant für Gold)
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- Cache für Performance
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SETUP:
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1. Sign up at https://finnhub.io/register
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2. Get your free API key
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3. Add to news_config.json:
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{"finnhub_api_key": "YOUR_API_KEY_HERE"}
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VERWENDUNG:
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from news_filter_v2 import is_news_upcoming, get_upcoming_news
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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 requests
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from datetime import datetime, timedelta
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import json
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import os
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from typing import List, Dict, Optional
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class EconomicCalendarV2:
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"""
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Economic Calendar V2 - Finnhub API
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"""
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def __init__(self, api_key: Optional[str] = None, cache_minutes: int = 15):
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"""
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Initialize Economic Calendar
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Args:
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api_key: Finnhub API key (or load from config)
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cache_minutes: Cache duration in minutes
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"""
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# Load API key
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if api_key:
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self.api_key = api_key
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else:
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self.api_key = self._load_api_key()
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self.cache_file = "news_cache.json"
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self.cache_duration = timedelta(minutes=cache_minutes)
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self.last_fetch = None
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self.cached_events = []
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# High-impact event keywords
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self.high_impact_keywords = [
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'NFP', 'Non-Farm', 'Payrolls', 'Employment',
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'CPI', 'Inflation', 'Consumer Price',
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'GDP', 'Gross Domestic Product',
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'FOMC', 'Fed', 'Federal Reserve', 'Interest Rate',
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'PMI', 'Manufacturing',
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'Retail Sales',
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'Unemployment',
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'ECB', 'European Central Bank',
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'BOE', 'Bank of England'
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]
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def _load_api_key(self) -> str:
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"""Load API key from config file"""
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config_file = "news_config.json"
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if os.path.exists(config_file):
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try:
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with open(config_file, 'r') as f:
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config = json.load(f)
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return config.get('finnhub_api_key', '')
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except:
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pass
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# Default demo key (limited, should replace with own)
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return "demo" # Replace with your own key!
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def _is_high_impact(self, event_name: str) -> bool:
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"""Check if event is high impact based on keywords"""
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event_lower = event_name.lower()
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for keyword in self.high_impact_keywords:
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if keyword.lower() in event_lower:
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return True
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return False
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def _get_finnhub_calendar(self) -> List[Dict]:
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"""
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Fetch economic calendar from Finnhub
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Returns:
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List of news events
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"""
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try:
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# Get today's date range
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today = datetime.now()
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from_date = (today - timedelta(days=1)).strftime('%Y-%m-%d')
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to_date = (today + timedelta(days=7)).strftime('%Y-%m-%d')
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url = "https://finnhub.io/api/v1/calendar/economic"
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params = {
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'token': self.api_key,
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'from': from_date,
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'to': to_date
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}
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response = requests.get(url, params=params, timeout=10)
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if response.status_code != 200:
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print(f"⚠️ Finnhub returned status {response.status_code}")
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return []
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data = response.json()
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if 'economicCalendar' not in data:
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print("⚠️ No calendar data in response")
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return []
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# Parse events
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events = []
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for item in data['economicCalendar']:
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try:
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event_name = item.get('event', '')
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country = item.get('country', '')
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event_time_str = item.get('time', '')
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# Only USD, EUR, GBP events
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if country not in ['US', 'EU', 'GB', 'UK']:
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continue
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# Filter by high-impact keywords
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if not self._is_high_impact(event_name):
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continue
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# Parse time
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try:
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event_time = datetime.fromisoformat(event_time_str.replace('Z', '+00:00'))
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except:
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continue
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# Map country to currency
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currency_map = {'US': 'USD', 'EU': 'EUR', 'GB': 'GBP', 'UK': 'GBP'}
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currency = currency_map.get(country, country)
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events.append({
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'time': event_time.isoformat(),
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'currency': currency,
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'event': event_name,
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'impact': 'HIGH',
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'country': country,
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'actual': item.get('actual'),
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'estimate': item.get('estimate'),
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'previous': item.get('previous')
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})
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except Exception as e:
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continue
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return events
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except Exception as e:
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print(f"❌ Error fetching Finnhub calendar: {e}")
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return []
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def _load_cache(self) -> bool:
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"""Load events from cache"""
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if not os.path.exists(self.cache_file):
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return False
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try:
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with open(self.cache_file, 'r') as f:
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data = json.load(f)
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cache_time = datetime.fromisoformat(data['timestamp'])
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# Check if cache is still valid
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if datetime.now() - cache_time < self.cache_duration:
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self.cached_events = data['events']
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self.last_fetch = cache_time
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return True
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except Exception as e:
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print(f"⚠️ Cache load error: {e}")
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return False
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def _save_cache(self, events: List[Dict]):
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"""Save events to cache"""
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try:
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data = {
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'timestamp': datetime.now().isoformat(),
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'events': events
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}
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with open(self.cache_file, 'w') as f:
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json.dump(data, f, indent=2)
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except Exception as e:
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print(f"⚠️ Cache save error: {e}")
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def get_news_events(self, force_refresh: bool = False) -> List[Dict]:
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"""
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Get news events (cached or fresh)
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Args:
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force_refresh: Force fetch from API
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Returns:
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List of news events
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"""
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# Try cache first
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if not force_refresh and self._load_cache():
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return self.cached_events
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# Fetch fresh data
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print("📰 Fetching economic calendar from Finnhub...")
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events = self._get_finnhub_calendar()
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if events:
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self.cached_events = events
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self.last_fetch = datetime.now()
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self._save_cache(events)
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print(f"✅ Fetched {len(events)} high-impact events")
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else:
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print("⚠️ No events fetched, using cache if available")
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self._load_cache()
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return self.cached_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
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"""
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events = self.get_news_events()
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now = datetime.now()
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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 events:
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try:
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event_time = datetime.fromisoformat(event['time'])
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if start_window <= event_time <= end_window:
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# Add time until event
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delta = event_time - 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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upcoming.append(event_copy)
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except Exception as 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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return len(upcoming) > 0, upcoming
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# ==========================================
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# CONVENIENCE FUNCTIONS
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# ==========================================
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# Global calendar instance
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_calendar = None
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def get_calendar() -> EconomicCalendarV2:
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"""Get or create global calendar instance"""
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global _calendar
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if _calendar is None:
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_calendar = EconomicCalendarV2()
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return _calendar
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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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calendar = get_calendar()
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is_upcoming, events = calendar.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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calendar = get_calendar()
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return calendar.get_upcoming_news(minutes_ahead)
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def force_refresh_calendar():
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"""Force refresh calendar data"""
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calendar = get_calendar()
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calendar.get_news_events(force_refresh=True)
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# ==========================================
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# SETUP HELPER
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# ==========================================
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def create_config_template():
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"""Create news_config.json template"""
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config = {
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"finnhub_api_key": "YOUR_API_KEY_HERE",
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"instructions": "Get your free API key at https://finnhub.io/register"
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}
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with open('news_config.json', 'w') as f:
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json.dump(config, f, indent=2)
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print("✅ Created news_config.json template")
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print("📝 Edit the file and add your Finnhub API key")
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print(" Sign up at: https://finnhub.io/register")
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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 V2 - TEST (Finnhub API)")
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print("="*70)
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print()
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# Check if config exists
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if not os.path.exists('news_config.json'):
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print("⚠️ news_config.json not found")
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print("Creating template...")
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create_config_template()
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print()
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print("Please edit news_config.json and add your API key, then run again")
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exit()
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# Test 1: Fetch calendar
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print("Test 1: Fetching calendar...")
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calendar = EconomicCalendarV2()
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events = calendar.get_news_events(force_refresh=True)
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print(f"✅ Found {len(events)} high-impact events")
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print()
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# Test 2: Show upcoming events
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print("Test 2: Upcoming events (next 4 hours)...")
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upcoming = calendar.get_upcoming_news(minutes_ahead=240)
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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']} - {time_str}")
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else:
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print("No upcoming high-impact events in next 4 hours")
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print()
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# Test 3: Check if trading should be blocked
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print("Test 3: Should trading be blocked? (30min window)")
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is_upcoming, blocking_events = calendar.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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