01_single_ticker.py

"""Every pattern currently firing on one ticker, next to its track record.

No API key needed.

    python examples/01_single_ticker.py
    python examples/01_single_ticker.py NVDA 1h
"""

from __future__ import annotations

import sys

from honest_signals import check_watchlist
from honest_signals.models import Report
from honest_signals.stats import Verdict


def main() -> int:
    ticker = sys.argv[1] if len(sys.argv) > 1 else "AAPL"
    timeframe = sys.argv[2] if len(sys.argv) > 2 else "1d"

    report = check_watchlist([ticker], timeframe=timeframe, within_bars=10)

    if report.errors:
        for symbol, message in report.errors.items():
            print(f"could not fetch {symbol}: {message}")
        return 1

    print(f"{ticker} on {timeframe}: {len(report.signals)} patterns in the last 10 bars\n")

    for signal in report.ranked():
        print(f"  {signal.pattern} ({signal.direction}), {signal.bars_ago} bars ago")

        if signal.verdict is Verdict.NO_DATA:
            print("    no backtested record for this pattern -- treat it as decoration\n")
            continue

        print(
            f"    went its stated direction {signal.hit_rate:.1%} of the time "
            f"over {signal.sample_size:,} historical occurrences"
        )

        if signal.verdict is Verdict.NO_BASELINE:
            print(
                "    but the response carried no pattern-free baseline for this cell, "
                "so there is nothing to compare that against."
            )
            print(
                f"    -> unmeasured. Reading {signal.hit_rate:.1%} as evidence for or "
                "against this pattern would just be reading the market's drift.\n"
            )
            continue

        lift = signal.lift
        assert lift is not None
        print(
            f"    with no pattern at all, price went that way {lift.baseline:.1%} "
            f"of the time ({lift.baseline_n:,} windows)"
        )
        print(
            f"    so the pattern itself is worth {lift.lift_pp:+.1f}pp "
            f"+/-{lift.ci95_pp:.1f}pp (horizon {signal.horizon} bars)"
        )

        if signal.verdict is Verdict.BEATS_BASELINE:
            print(f"    -> clears its baseline by {lift.lift_pp:+.1f} points\n")
        elif signal.verdict is Verdict.TRAILS_BASELINE:
            print(
                f"    -> falls {abs(lift.lift_pp):.1f} points SHORT of its baseline. "
                "Doing nothing beat this pattern.\n"
            )
        else:
            print("    -> the interval on that difference contains zero. No edge.\n")

    print(summary(report))
    return 0


def summary(report: Report) -> str:
    beats = len(report.by_verdict(Verdict.BEATS_BASELINE))
    unmeasured = int(round(report.unmeasured_share * len(report.signals)))
    return (
        f"{beats} of {len(report.signals)} signals clear their own baseline by more "
        f"than the interval on the difference. {unmeasured} could not be measured."
    )


if __name__ == "__main__":
    raise SystemExit(main())