added documentation to analysis.py

This commit is contained in:
Yasha Sheynin
2025-02-04 15:01:15 -05:00
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commit 9dd0fe5ead
80 changed files with 1505 additions and 111 deletions
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vwap_direction_next_5min,confidence_score,expected_vwap_change,volatility_estimate,suggested_entry,suggested_stop_loss,suggested_take_profit,key_signals,reasoning,timestamp_prediction,actual_vwap_change,actual_price_change,actual_volume,actual_return,actual_movement,prediction_correct,hour,day_of_week
up,0.85,0.02,0.03,105162.55,104900.0,105300.0,"['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up']","The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:30:00+00:00,0.0006223595103330148,-0.0007945831827385064,227617177.6,0.0006223595103330148,up,True,15,4
up,0.85,0.02,0.03,105477.88,105162.55,105700.0,"['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up']","The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to move up after such patterns. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:35:00+00:00,0.0003614422540174633,-0.00023517400595893245,175525888.0,0.0003614422540174633,up,True,15,4
up,0.85,0.15,0.2,105839.16,105477.88,106200.0,"['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up']","The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further increase in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:40:00+00:00,0.00048192300535661775,-0.0005716415553996083,147751936.0,0.00048192300535661775,down,False,15,4
up,0.85,0.12,0.15,105649.51,105477.88,105839.16,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price consistently above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in both price and VWAP, supported by significant volume spikes in the last few intervals. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:45:00+00:00,0.0001648807271268371,-0.0009348253007103735,197002581.33333334,0.0001648807271268371,up,True,15,4
up,0.85,0.12,0.15,105731.3,105500.0,105900.0,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price above MA5 and MA20', 'Positive price change trend']","The current market window shows a strong upward trend in both price and VWAP, supported by significant volume in the last few intervals. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:50:00+00:00,0.0,0.00044570787170150616,111935488.0,-0.0,up,True,15,4
up,0.85,0.12,0.15,105747.66,105600.0,105900.0,"['Recent upward VWAP movement', 'High volume in the last intervals', 'Price consistently above MA5 and MA20', 'Positive price change in recent intervals']","The current market window shows a strong upward trend in both price and VWAP, supported by significant volume increases in the last few intervals. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk.",2025-01-31 15:55:00+00:00,,,0.0,,down,False,15,4
1 vwap_direction_next_5min confidence_score expected_vwap_change volatility_estimate suggested_entry suggested_stop_loss suggested_take_profit key_signals reasoning timestamp_prediction actual_vwap_change actual_price_change actual_volume actual_return actual_movement prediction_correct hour day_of_week
2 up 0.85 0.02 0.03 105162.55 104900.0 105300.0 ['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up'] The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk. 2025-01-31 15:30:00+00:00 0.0006223595103330148 -0.0007945831827385064 227617177.6 0.0006223595103330148 up True 15 4
3 up 0.85 0.02 0.03 105477.88 105162.55 105700.0 ['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up'] The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to move up after such patterns. Given these factors, a continued upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk. 2025-01-31 15:35:00+00:00 0.0003614422540174633 -0.00023517400595893245 175525888.0 0.0003614422540174633 up True 15 4
4 up 0.85 0.15 0.2 105839.16 105477.88 106200.0 ['Recent price increase', 'High volume in the last interval', 'MA5 crossing above MA20', 'Previous VWAP movement up'] The current market window shows a strong upward price movement with significant volume, indicating bullish momentum. The MA5 is crossing above the MA20, a bullish signal, and the recent VWAP movement has been upward. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further increase in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk. 2025-01-31 15:40:00+00:00 0.00048192300535661775 -0.0005716415553996083 147751936.0 0.00048192300535661775 down False 15 4
5 up 0.85 0.12 0.15 105649.51 105477.88 105839.16 ['Recent upward VWAP movement', 'High volume in the last intervals', 'Price consistently above MA5 and MA20', 'Positive price change in recent intervals'] The current market window shows a strong upward trend in both price and VWAP, supported by significant volume spikes in the last few intervals. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk. 2025-01-31 15:45:00+00:00 0.0001648807271268371 -0.0009348253007103735 197002581.33333334 0.0001648807271268371 up True 15 4
6 up 0.85 0.12 0.15 105731.3 105500.0 105900.0 ['Recent upward VWAP movement', 'High volume in the last intervals', 'Price above MA5 and MA20', 'Positive price change trend'] The current market window shows a strong upward trend in both price and VWAP, supported by significant volume in the last few intervals. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested trade levels are set to capitalize on this expected movement while managing risk. 2025-01-31 15:50:00+00:00 0.0 0.00044570787170150616 111935488.0 -0.0 up True 15 4
7 up 0.85 0.12 0.15 105747.66 105600.0 105900.0 ['Recent upward VWAP movement', 'High volume in the last intervals', 'Price consistently above MA5 and MA20', 'Positive price change in recent intervals'] The current market window shows a strong upward trend in both price and VWAP, supported by significant volume increases in the last few intervals. The price is consistently above both the MA5 and MA20, indicating bullish momentum. Historical similar contexts also show a tendency for VWAP to continue rising after such patterns. Given these factors, a further upward movement in VWAP is expected with moderate volatility. The suggested entry, stop-loss, and take-profit levels are set to capitalize on this expected movement while managing risk. 2025-01-31 15:55:00+00:00 0.0 down False 15 4
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