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market_regime� time_of_day)r � impact_modelr �scaler�feature_columnsr r r r r ) s �z MarketImpactPredictor.__init__N�18trade_size� market_data�market_conditionsr c 19 C s� z6| � |||�}| j�|�}t| j�|�d �}| �||�}| �|�}| �||�} |||| | � |||�d�W S t20yY }21 zt d|22� �� | � ||�di d�W Y d}23~24S d}25~26ww )aO 27 Predict market impact of a trade28 29 Args:30 trade_size: Size of the trade31 market_data: Market data (prices, volumes, etc.)32 market_conditions: Additional market condition indicators33 34 Returns:35 Dictionary with impact predictions and metrics36 r )�predicted_impact� base_impact�37confidence� risk_metricsZrecommended_sizingz Error predicting market impact: � )r@ rB rC N)
�_extract_impact_featuresr; � transformr r: r � _adjust_for_market_conditions� _calculate_prediction_confidence� _calculate_impact_risk_metrics� _calculate_recommended_sizing� Exception�print�_calculate_simple_impact) r r= r> r? r �scaled_featuresrA Zadjusted_impactrB rC �er r r �predict_trade_impact: sL � �38��� ����z*MarketImpactPredictor.predict_trade_impactc
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regime_factor�56adjustmentrO r r r rG � s 57 58��z3MarketImpactPredictor._adjust_for_market_conditionsr c 59 C s� z.d}t |d �D ]\}}t�|�st�|�r|d9 }q |d d }|dkr*|d9 }t|�W S tyH } ztd|� �� W Y d}~dS d}~ww )z0Calculate confidence score for impact prediction皙�����?r r/ g�������?z)Error calculating prediction confidence: N� �?)� enumerater" �isnan�isinfr rK rL )r r rB �i�featurer5 rO r r r rH � s � 60��z6MarketImpactPredictor._calculate_prediction_confidence�impactc 61 C sh zi }|d |d< |d |d< | � |�|d< |W S ty3 } ztd|� �� i W Y d}~S d}~ww )z,Calculate risk metrics for impact predictiongR� ��Q�?Z
impact_var_95r Z max_slippageZ timing_riskz'Error calculating impact risk metrics: N)�_calculate_timing_riskrK rL )r rm r> �metricsrO r r r rI � s ��z4MarketImpactPredictor._calculate_impact_risk_metricsc 62 C sf z|d � � }|dkr|| nd}dt�|� W S ty2 } ztd|� �� W Y d}~dS d}~ww )z'Calculate simple market impact estimaterQ r r/ z!Error calculating simple impact: Ng{�G�z�?)r# r" �sqrtrK rL )r r= r> r_ �participation_raterO r r r rM � s ��z.MarketImpactPredictor._calculate_simple_impactr@ c 63 C s� z+|d � � }t||d �}t||d �}t||d �}t|�t|�t|�t|�d�W S tyJ } ztd|� �� d|d iW Y d}~S d}~ww ) z"Calculate recommended trade sizingrQ r/ 皙�����?�{�G�z�?)Zaggressive_sizeZ normal_sizeZ passive_size� optimal_sizez&Error calculating recommended sizing: rt N)r# �minr rK rL ) r r= r@ r> r_ Z64aggressive�normalZpassiverO r r r rJ � s ���z3MarketImpactPredictor._calculate_recommended_sizingc C sD z| d � d��� }| d �� }|dkr|| W S dW S Y dS )z Calculate volume profile metricrQ � r ra )�tailr# )r> Z
recent_volumeZ hist_volumer r r rV s z/MarketImpactPredictor._calculate_volume_profilec C sJ z d| v r d| v r | d | d | d }t |�� �W S W dS Y dS )z Calculate average bid-ask spread�bid�askg����MbP?)r r# )r> r` r r r rX s z/MarketImpactPredictor._calculate_bid_ask_spreadc C �B z| sW dS | � dd�}dddddd�}|� |d�W S Y dS ) z)Get numerical indicator for market regimerD �regimerv g �g �rg ra ��crisis�stressrv ZcalmZ
highly_liquid�rc )r? r| �65regime_mapr r r rY $ � �z+MarketImpactPredictor._get_regime_indicatorc C sD zt | jtj�r| jd j}t�tj| d �W S W dS Y dS )z Calculate time of day featurerT � rD )�66isinstance�indexr+ �
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volume_changer7 �rsi�macd�social_sentiment)�sentiment_modelZtext_vectorizer�market_indicatorsr r r r r a s zSentimentAnalyzer.__init__Nr> � news_datar r c 82 C s� z.| � |�}|r
| �|�nd}|r| �|�nd}| �|||�}||||| �|�| �|�d�W S tyP } ztd|� �� ddddi dd�W Y d}~S d}~ww )aQ 83 Analyze overall market sentiment using multiple data sources.84 85 Args:86 market_data: Market price and volume data87 news_data: List of news articles/headlines88 social_data: Social media sentiment data89 90 Returns:91 Dictionary of sentiment scores92 rg )�composite_sentiment�market_sentiment�news_sentimentr� �sentiment_indicators�confidence_scorez Error in sentiment analysis: rD N)�_analyze_market_sentiment�_analyze_news_sentiment�_analyze_social_sentiment� _calculate_composite_sentiment� _calculate_sentiment_indicators�_calculate_confidence_scorerK rL ) r r> r� r r� r� r� r� rO r r r �analyze_sentimentm s6 93�� ���z#SentimentAnalyzer.analyze_sentimentc 94 95 C s� z^|j rW dS g }|d �� }|jdd��� jd }|�| �|dd�� |d �� }|jdd��� jd }|�| �|d d96�� | �|�}|�| �|d d �� g d
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