"""

Technical Indicators Configuration

Constants and parameters for all technical indicators used in trading

"""

class IndicatorParams:

"""Parameters for technical indicators"""

# Basic momentum indicators

RSI_PERIOD = 14

RSI_DEFAULT = 50.0

# MACD parameters

MACD_FAST = 12

MACD_SLOW = 26

MACD_SIGNAL = 9

# Bollinger Bands

BB_LENGTH = 20

BB_STD = 2.0

# ATR (Average True Range)

ATR_PERIOD = 14

# Stochastic

STOCH_K = 14

STOCH_D = 3

STOCH_SMOOTHING = 3

# ADX (Average Directional Index)

ADX_PERIOD = 14

ADX_THRESHOLD = 25 # Trend strength threshold

# ROC (Rate of Change)

ROC_PERIOD = 10

# Williams %R

WILLR_PERIOD = 14

# CCI (Commodity Channel Index)

CCI_PERIOD = 14

CCI_CONSTANT = 0.015

# MFI (Money Flow Index)

MFI_PERIOD = 14

# Supertrend

SUPERTREND_PERIOD = 10

SUPERTREND_MULTIPLIER = 3.0

# Moving Averages

SMA_SHORT = 20

SMA_LONG = 50

EMA_SHORT = 12

EMA_LONG = 26

# Volume indicators

VWAP_PERIOD = 20

VOLUME_RATIO_PERIOD = 20

# Additional indicators we might add

# These are available in pandas_ta:

# - Ichimoku Cloud

# - Parabolic SAR

# - Fibonacci Retracement

# - Elliott Wave

# - Heiken Ashi

# - Pivot Points

# - Woodie's Pivot Points

# - Camarilla Pivot Points

# - Demark Pivot Points

# - Fibonacci Pivot Points

# - Gann Pivot Points

# - ...

class IndicatorNormalization:

"""Normalization parameters for indicators"""

# Price normalization (using MinMaxScaler)

PRICE_SCALER_RANGE = (0, 1)

PRICE_SCALER_MIN_SAMPLES = 100

# RSI already normalized (0-100)

RSI_NORMALIZE = True

# MACD needs normalization

MACD_NORMALIZE_FACTOR = 100.0

# Bollinger Bands position (0-1)

BB_POSITION_NORMALIZE = True

# Volume normalization

VOLUME_NORMALIZE_FACTOR = 10.0

VOLUME_NORMALIZE_LOG = True

# ADX normalization (0-100 to 0-1)

ADX_NORMALIZE_FACTOR = 100.0

# ROC normalization

ROC_NORMALIZE_FACTOR = 10.0

# Williams %R normalization (-100 to 0 to 0-1)

WILLR_NORMALIZE_SHIFT = 100

WILLR_NORMALIZE_FACTOR = 100.0

# CCI normalization (use tanh)

CCI_NORMALIZE_FACTOR = 100.0

CCI_USE_TANH = True

# MFI normalization (0-100 to 0-1)

MFI_NORMALIZE_FACTOR = 100.0

# Supertrend already normalized (-1, 0, 1)

SUPERTREND_NORMALIZE = False

# ATR normalization

ATR_NORMALIZE_FACTOR = 5.0

# Stochastic normalization (0-100 to 0-1)

STOCH_NORMALIZE_FACTOR = 100.0

class AvailableIndicators:

"""List of all available indicators in pandas_ta"""

# Overlap Studies

OVERLAP = [

'sma', # Simple Moving Average

'ema', # Exponential Moving Average

'wma', # Weighted Moving Average

'dema', # Double Exponential Moving Average

'tema', # Triple Exponential Moving Average

'kama', # Kaufman's Adaptive Moving Average

'hma', # Hull Moving Average

'zlma', # Zero Lag Moving Average

'linreg', # Linear Regression

'vwma', # Volume Weighted Moving Average

'supertrend', # Supertrend

'ichimoku', # Ichimoku Cloud

'psar', # Parabolic SAR

]

# Momentum Indicators

MOMENTUM = [

'rsi', # Relative Strength Index

'stoch', # Stochastic Oscillator

'macd', # MACD

'adx', # Average Directional Index

'roc', # Rate of Change

'willr', # Williams %R

'cci', # Commodity Channel Index

'mfi', # Money Flow Index

'obv', # On Balance Volume

'atr', # Average True Range

'kst', # Know Sure Thing

'dpo', # Detrended Price Oscillator

'aroon', # Aroon Indicator

'bop', # Balance of Power

'cti', # Commodity Trend Index

'dm', # Directional Movement

'uo', # Ultimate Oscillator

'rsx', # Relative Strength Xtra

'trix', # Triple Exponential Average

'er', # Elder's Force Index

'cfo', # Chande Forecast Oscillator

'vfi', # Volume Flow Indicator

'vortex', # Vortex Indicator

]

# Volatility Indicators

VOLATILITY = [

'bbands', # Bollinger Bands

'kc', # Keltner Channels

'donchian', # Donchian Channels

'mavg', # Moving Average Channel

'hma', # Hull Moving Average

'rvi', # Relative Volatility Index

]

# Volume Indicators

VOLUME = [

'ad', # Accumulation/Distribution Line

'adosc', # Accumulation/Distribution Oscillator

'obv', # On Balance Volume

'efi', # Elder's Force Index

'emv', # Ease of Movement

'fi', # Force Index

'mfi', # Money Flow Index

'nvi', # Negative Volume Index

'pvi', # Positive Volume Index

'vpt', # Volume Price Trend

'vwap', # Volume Weighted Average Price

'pvol', # Price-Volume

]

# Pattern Recognition

PATTERNS = [

'cdl_doji', # Doji

'cdl_engulfing', # Engulfing Pattern

'cdl_harami', # Harami Pattern

'cdl_marubozu', # Marubozu

'cdl_inside', # Inside Bar

'cdl_outside', # Outside Bar

# ... many more candlestick patterns

]

# Statistics

STATISTICS = [

'entropy', # Entropy

'kurtosis', # Kurtosis

'mad', # Mean Absolute Deviation

'median', # Median

'quantile', # Quantile

'skew', # Skewness

'stdev', # Standard Deviation

'var', # Variance

'zscore', # Z-Score

]

# Cycles

CYCLES = [

'sinc', # Sine Wave

'sinwma', # Sine Weighted Moving Average

'fft', # Fast Fourier Transform

]

# Math Operations

MATH = [

'log_return', # Log Return

'pct_change', # Percent Change

'cumsum', # Cumulative Sum

'diff', # Difference

'abs', # Absolute Value

]

# Additional indicators we could implement manually:

CUSTOM_INDICATORS = [

'Fibonacci Retracement',

'Elliott Wave Counter',

'Market Profile',

'Volume Profile',

'Order Book Analysis',

'Time Segmented Volume',

'Weis Wave Volume',

'Wyckoff Method',

'Support/Resistance Levels',

'Trend Lines',

'Chart Patterns (Triangles, Flags, Pennants, etc.)',

'Gann Fans',

'Fibonacci Extensions',

'Pivot Points (various types)',

'Market Breadth Indicators',

'Sentiment Indicators',

'Economic Indicators',

'News Analysis',

'Order Flow Analysis',

'Liquidity Analysis',

]

# Feature combinations we could create:

FEATURE_COMBINATIONS = [

# Momentum combinations

'RSI + ROC',

'MACD + Signal cross',

'ADX + DI+/DI-',

# Volatility combinations

'ATR + BB width',

'KC width + BB width',

'Historical volatility + Implied volatility',

# Volume-price combinations

'OBV + Price trend',

'Volume + Range',

'Volume weighted price action',

# Multi-timeframe

'Short term + Long term indicators',

'Higher timeframe trend + Lower timeframe entry',

# Pattern-based

'Support/Resistence bounce',

'Breakout confirmation',

'Trend continuation',

]