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
379 lines
11 KiB
Python
379 lines
11 KiB
Python
#!/usr/bin/env python3
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"""
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📰 NEWS FILTER - Economic Calendar Integration
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Blockiert Trading vor/nach High-Impact News Events
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FEATURES:
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- ForexFactory Calendar Scraping (kostenlos, keine API Key nötig)
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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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VERWENDUNG:
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from news_filter 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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from bs4 import BeautifulSoup
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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 EconomicCalendar:
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"""
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Economic Calendar - ForexFactory Scraper
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"""
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def __init__(self, cache_minutes: int = 15):
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"""
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Initialize Economic Calendar
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Args:
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cache_minutes: Cache duration in minutes
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"""
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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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def _get_forexfactory_calendar(self) -> List[Dict]:
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"""
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Scrape ForexFactory Calendar
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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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# ForexFactory calendar URL
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url = "https://www.forexfactory.com/calendar"
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headers = {
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'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36'
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}
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response = requests.get(url, headers=headers, timeout=10)
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if response.status_code != 200:
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print(f"⚠️ ForexFactory returned status {response.status_code}")
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return []
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soup = BeautifulSoup(response.content, 'html.parser')
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# Parse calendar events
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events = []
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calendar_rows = soup.find_all('tr', class_='calendar__row')
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current_date = datetime.now().date()
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for row in calendar_rows:
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try:
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# Get time
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time_elem = row.find('td', class_='calendar__time')
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if not time_elem:
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continue
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time_text = time_elem.get_text(strip=True)
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if not time_text or time_text in ['All Day', 'Day']:
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continue
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# Get currency
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currency_elem = row.find('td', class_='calendar__currency')
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if not currency_elem:
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continue
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currency = currency_elem.get_text(strip=True)
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# Get impact
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impact_elem = row.find('td', class_='calendar__impact')
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if not impact_elem:
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continue
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impact_spans = impact_elem.find_all('span', class_='icon--ff-impact-gra')
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impact_level = len(impact_spans) # 1=low, 2=medium, 3=high
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# Get event name
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event_elem = row.find('td', class_='calendar__event')
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if not event_elem:
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continue
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event_name = event_elem.get_text(strip=True)
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# Only track USD, EUR, GBP (relevant for Gold)
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if currency not in ['USD', 'EUR', 'GBP']:
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continue
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# Only track high-impact events (level 3)
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if impact_level < 3:
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continue
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# Parse time
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try:
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event_time = datetime.strptime(
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f"{current_date} {time_text}",
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"%Y-%m-%d %I:%M%p"
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)
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except:
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continue
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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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'impact_level': impact_level
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})
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except Exception as e:
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# Skip malformed rows
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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 ForexFactory 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...")
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events = self._get_forexfactory_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() -> EconomicCalendar:
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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 = EconomicCalendar()
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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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# 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 - TEST")
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print("="*70)
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print()
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# Test 1: Fetch calendar
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print("Test 1: Fetching calendar...")
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calendar = EconomicCalendar()
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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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