feat: instrument analysis

This commit is contained in:
OpenSquared
2026-06-28 23:43:52 +02:00
parent 3d7b3e47c9
commit 3bcecdab09
2 changed files with 22 additions and 14 deletions

View File

@@ -521,10 +521,12 @@ def _get_relevant_events(
config: Dict,
from_date: Optional[str] = None,
to_date: Optional[str] = None,
instrument_id: Optional[str] = None,
) -> List[Dict]:
"""
Filter market_events DB rows relevant to the instrument, by date range and keyword/asset match.
Returns max 15 events sorted by start_date descending.
Also includes events that have a causal analysis for this instrument (regardless of keywords).
Returns max 30 events sorted by start_date asc.
"""
try:
from services.database import get_conn
@@ -549,6 +551,7 @@ def _get_relevant_events(
keywords = [kw.lower() for kw in config.get("event_keywords", [])]
related = [ra.lower() for ra in config.get("related_assets", [])]
inst_upper = (instrument_id or "").upper()
filtered = []
for ev in all_events:
@@ -580,9 +583,13 @@ def _get_relevant_events(
ev_assets = (ev.get("affected_assets") or "").lower()
keyword_hit = any(kw in ev_name or kw in ev_desc for kw in keywords)
asset_hit = any(ra in ev_assets for ra in related)
asset_hit = any(ra in ev_assets for ra in related)
if keyword_hit or asset_hit:
# Always include events that have a causal analysis for this instrument
analyzed = ev.get("analyzed_instruments") or ""
analysis_hit = inst_upper and inst_upper in [i.strip().upper() for i in analyzed.split(",") if i.strip()]
if keyword_hit or asset_hit or analysis_hit:
filtered.append({
"id": ev.get("id"),
"template_id": ev.get("template_id"),
@@ -669,7 +676,7 @@ async def get_snapshot(
try:
chart_start = price_data[0]["time"] if price_data else None
chart_end = price_data[-1]["time"] if price_data else None
events = _get_relevant_events(config, from_date=chart_start, to_date=chart_end)
events = _get_relevant_events(config, from_date=chart_start, to_date=chart_end, instrument_id=instrument_id)
except Exception as e:
logger.warning(f"[instrument_service] Event filtering error: {e}")
events = []