quantwise 1.2.0 → 1.2.2

package/.claude/skills/weekly-trade-strategy/.claude/skills/market-environment-analysis/scripts/market_utils.py

@@ -0,0 +1,127 @@
+#!/usr/bin/env python3
+"""
+Market Analysis Utility Functions for Environment Report
+
+This script provides common functions for market analysis report creation.
+"""
+
+from datetime import datetime, timedelta
+import json
+
+
+def get_market_session_times():
+    """Returns major market trading hours"""
+    return {
+        "Tokyo": {"open": "09:00 JST", "close": "15:00 JST", "lunch": "11:30-12:30"},
+        "Shanghai": {"open": "09:30 CST", "close": "15:00 CST", "lunch": "11:30-13:00"},
+        "Hong Kong": {"open": "09:30 HKT", "close": "16:00 HKT", "lunch": "12:00-13:00"},
+        "Singapore": {"open": "09:00 SGT", "close": "17:00 SGT", "lunch": "12:00-13:00"},
+        "London": {"open": "08:00 GMT", "close": "16:30 GMT", "lunch": None},
+        "New York": {"open": "09:30 EST", "close": "16:00 EST", "lunch": None}
+    }
+
+
+def format_market_report_header():
+    """Format report header"""
+    now = datetime.now()
+    weekdays = ["Monday", "Tuesday", "Wednesday", "Thursday", "Friday", "Saturday", "Sunday"]
+    return f"""
+=====================================
+📊 Daily Market Environment Report
+=====================================
+Created: {now.strftime('%Y-%m-%d')} ({weekdays[now.weekday()]}) {now.strftime('%H:%M')}
+=====================================
+"""
+
+
+def calculate_trading_days_to_event(event_date_str):
+    """Calculate trading days to event"""
+    # Simple version: excludes weekends (doesn't consider holidays)
+    event_date = datetime.strptime(event_date_str, "%Y-%m-%d")
+    today = datetime.now().date()
+    
+    trading_days = 0
+    current = today
+    
+    while current < event_date.date():
+        if current.weekday() < 5:  # Monday to Friday
+            trading_days += 1
+        current += timedelta(days=1)
+    
+    return trading_days
+
+
+def format_percentage_change(value):
+    """Format percentage change"""
+    if value >= 0:
+        return f"📈 +{value:.2f}%"
+    else:
+        return f"📉 {value:.2f}%"
+
+
+def categorize_volatility(vix_value):
+    """Categorize volatility based on VIX level"""
+    if vix_value < 12:
+        return "Low & Stable 😌"
+    elif vix_value < 20:
+        return "Normal Range 📊"
+    elif vix_value < 30:
+        return "Elevated ⚠️"
+    elif vix_value < 40:
+        return "High Volatility 🔥"
+    else:
+        return "Extreme Volatility 🚨"
+
+
+def get_market_status():
+    """Determine current market status"""
+    now = datetime.now()
+    hour = now.hour
+    
+    status = []
+    
+    # Simple market open determination (timezone not considered)
+    if 9 <= hour < 15:
+        status.append("🟢 Tokyo Market: Trading")
+    elif 15 <= hour < 18:
+        status.append("🔴 Tokyo Market: Closed")
+    else:
+        status.append("⏰ Tokyo Market: After hours")
+    
+    if 21 <= hour or hour < 4:
+        status.append("🟢 US Market: Trading (previous day)")
+    else:
+        status.append("🔴 US Market: Closed")
+    
+    return "\n".join(status)
+
+
+def generate_checklist():
+    """Generate market analysis checklist"""
+    return """
+📋 Analysis Checklist
+--------------------
+□ US market status check
+□ Asian market status check
+□ European market status check
+□ Forex rates (USD/JPY, EUR/USD, CNY)
+□ Index futures movements
+□ VIX level check
+□ Oil & Gold prices
+□ Economic calendar
+□ Corporate earnings schedule
+□ Central bank news
+□ Geopolitical risks
+"""
+
+
+if __name__ == "__main__":
+    print("Market Analysis Utility - Test Run")
+    print(format_market_report_header())
+    print("\nCurrent Market Status:")
+    print(get_market_status())
+    print("\nTrading Hours:")
+    for market, times in get_market_session_times().items():
+        lunch = f" (Lunch break: {times['lunch']})" if times.get('lunch') else ""
+        print(f"  {market}: {times['open']} - {times['close']}{lunch}")
+    print(generate_checklist())