MidasBot: bot trading crypto IA + stratégies Ichimoku validées

- Infra: Freqtrade (futures dry-run) + Redis + dashboard + Docker Compose - Couche IA: ai_analyzer (Claude via abonnement, MCP TradingView, backfill biais) - Stratégies: SampleStrategy, AiBiasStrategy, IchimokuLS (long/short, validée train/test + données vierges + walk-forward), MTFIchimoku, variantes hyperopt - Arbitrage CEX (dry-run), backtesting, walk-forward, volatility targeting - IchimokuLS en dry-run live (config_live.json) Claude-Session: https://claude.ai/code/session_01VHETcFacdnDhQzthLpdYFR
2026-06-23 19:25:49 +02:00
commit 633b033f4d
59 changed files with 3868 additions and 0 deletions
--- a/ai_analyzer/models.py
+++ b/ai_analyzer/models.py
@@ -0,0 +1,58 @@
+"""Schémas de données partagés (Pydantic) pour la couche IA."""
+from __future__ import annotations
+
+from typing import Literal, Optional
+
+from pydantic import BaseModel, Field
+
+Direction = Literal["bullish", "bearish", "neutral"]
+
+
+class MarketBias(BaseModel):
+    """Biais de marché produit par Claude pour une paire."""
+
+    pair: str = Field(..., description="Paire, ex. 'BTC/USDT'")
+    direction: Direction = Field(..., description="Sens du biais")
+    confidence: float = Field(..., ge=0.0, le=1.0, description="Confiance [0..1]")
+    rationale: str = Field(..., description="Justification courte et factuelle")
+    key_support: Optional[float] = Field(None, description="Support clé (prix)")
+    key_resistance: Optional[float] = Field(None, description="Résistance clé (prix)")
+
+
+class MarketBiasBatch(BaseModel):
+    """Lot de biais (un appel Claude couvre toutes les paires)."""
+
+    biases: list[MarketBias]
+
+    def by_pair(self) -> dict[str, MarketBias]:
+        return {b.pair: b for b in self.biases}
+
+    @staticmethod
+    def json_schema() -> dict:
+        """Schéma JSON passé à `claude -p --json-schema` (sous-ensemble supporté)."""
+        return {
+            "type": "object",
+            "additionalProperties": False,
+            "required": ["biases"],
+            "properties": {
+                "biases": {
+                    "type": "array",
+                    "items": {
+                        "type": "object",
+                        "additionalProperties": False,
+                        "required": ["pair", "direction", "confidence", "rationale"],
+                        "properties": {
+                            "pair": {"type": "string"},
+                            "direction": {
+                                "type": "string",
+                                "enum": ["bullish", "bearish", "neutral"],
+                            },
+                            "confidence": {"type": "number"},
+                            "rationale": {"type": "string"},
+                            "key_support": {"type": "number"},
+                            "key_resistance": {"type": "number"},
+                        },
+                    },
+                }
+            },
+        }