Metadata-Version: 2.4
Name: truthtrader-market-reaction
Version: 0.1.0
Summary: Market reaction engine: compute price reactions at a given datetime with automatic biggest mover discovery by sector or market-wide.
Author: Bryan Clauss
Author-email: bryanclauss@gmail.com
Requires-Python: >=3.11,<4.0
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Programming Language :: Python :: 3.13
Classifier: Programming Language :: Python :: 3.14
Requires-Dist: numpy (>=1.26.0,<2.0.0)
Requires-Dist: pandas (>=2.2.0,<3.0.0)
Requires-Dist: truthtrader-barvault (>=0.1.0,<0.2.0)
Description-Content-Type: text/markdown

# truthtrader-market-reaction

Market reaction engine for computing price movements at a specific datetime with automatic biggest mover discovery by sector or market-wide.

Built on [truthtrader-barvault](https://pypi.org/project/truthtrader-barvault/) for reliable, cached market data access.

## Installation

```bash
pip install truthtrader-market-reaction
```

## Quick Start

```python
from datetime import datetime, timezone
from market_reaction import get_market_reaction
from market_data import ArchiveConfig

result = get_market_reaction(
    event_datetime=datetime(2025, 1, 15, 14, 30, tzinfo=timezone.utc),
    tickers=["TSLA"],
    include_biggest_movers="technology",
    biggest_movers_limit=10,
    market="NYSE",
    barvault_config=ArchiveConfig.s3(
        bucket="public-market-data-truth-trader",
        prefix="md-archive"
    ),
    polygon_api_key="YOUR_KEY"  # optional
)

print(f"TSLA: {result['watchlist'][0]['change_pct']}%")
print(f"Top tech mover: {result['biggest_movers'][0]['ticker']}")
```

## Core Concepts

### Watchlist

Your specified tickers are always analyzed:

```python
result = get_market_reaction(
    event_datetime=event_time,
    tickers=["TSLA", "AAPL", "NVDA"],
    barvault_config=config
)

for mover in result["watchlist"]:
    print(f"{mover['ticker']}: {mover['change_pct']}%")
```

### Biggest Movers

Discover top movers beyond your watchlist—by sector or market-wide:

```python
# Top 10 movers in technology sector
result = get_market_reaction(
    event_datetime=event_time,
    tickers=["TSLA"],
    include_biggest_movers="technology",
    biggest_movers_limit=10,
    barvault_config=config
)

# Top 20 movers across entire market
result = get_market_reaction(
    event_datetime=event_time,
    tickers=["TSLA"],
    include_biggest_movers="market",
    biggest_movers_limit=20,
    barvault_config=config
)
```

### Supported Sectors

| Sector | Examples |
|--------|----------|
| `technology` | AAPL, MSFT, NVDA, AMD, GOOGL, META |
| `financials` | JPM, BAC, GS, V, MA, PYPL |
| `healthcare` | UNH, JNJ, LLY, PFE, ABBV, MRK |
| `energy` | XOM, CVX, COP, SLB, OXY |
| `consumer` | TSLA, HD, WMT, COST, MCD, NKE |
| `industrials` | CAT, DE, BA, HON, UPS, FDX |
| `defense` | LMT, RTX, NOC, GD, LHX |
| `communications` | NFLX, DIS, T, VZ, TMUS |
| `crypto` | COIN, MSTR, RIOT, MARA |
| `real_estate` | PLD, AMT, EQIX, SPG |
| `utilities` | NEE, DUK, SO, AEP |
| `materials` | GDX, GLD, SLV |

Use `"market"` or `"all"` to analyze across all ~250 tracked symbols.

## Response Structure

```python
{
    "event_time": "2025-01-15T14:30:00Z",
    "market": "NYSE",
    "data_status": "ok",
    
    "t0_bar": {
        "timestamp": "2025-01-15T14:31:00Z",
        "open": 580.50,
        "alignment_method": "next_bar_open",
        "gap_seconds": 60
    },
    
    "watchlist": [
        {"ticker": "TSLA", "change_pct": 2.45, "price": 594.73, "sector": "consumer", ...}
    ],
    
    "biggest_movers": [
        {"ticker": "NVDA", "change_pct": 5.12, "price": 145.30, "sector": "technology"},
        {"ticker": "AMD", "change_pct": 3.87, "price": 178.20, "sector": "technology"},
        ...
    ],
    
    "reactions": {
        "1m": {...},
        "5m": {...},
        "15m": {...},
        "1h": {...},
        "4h": {...},
        "1d": {...}
    },
    
    "sector_impact": {
        "technology": {"direction": "bullish", "avg_move_pct": 1.25, "total_movers": 15}
    },
    
    "summary": {
        "biggest_mover": "NVDA",
        "biggest_move_pct": 5.12,
        "avg_move_pct": 0.85,
        "positive_movers": 42,
        "negative_movers": 18
    }
}
```

## T0 Bar Alignment

The engine uses proper bar alignment for accurate reaction measurement:

- **Event during market hours**: Uses the next bar's OPEN after the event timestamp
- **Event outside market hours**: Uses the next market open as T0

This ensures reactions are measured from the first actually tradeable price.

## Universe Utilities

Query the built-in ticker universe directly:

```python
from market_reaction import (
    get_all_symbols,
    get_symbols_by_sector,
    get_sector_for_symbol,
    get_ticker_info
)

symbols = get_all_symbols()                    # ~250 symbols
tech = get_symbols_by_sector("technology")     # ~45 tech stocks
sector = get_sector_for_symbol("NVDA")         # "technology"
info = get_ticker_info("NVDA")                 # {"symbol": "NVDA", "name": "NVIDIA Corporation", "sector": "technology"}
```

## Configuration

### Archive Configuration

```python
from market_data import ArchiveConfig

# S3 (recommended for production)
config = ArchiveConfig.s3(bucket="my-bucket", prefix="md-archive")

# Local filesystem (for development)
config = ArchiveConfig.local(root="/path/to/archive")
```

### Data Fetching

Without `polygon_api_key`, the engine runs in read-only mode using only cached data. Provide an API key to automatically fetch missing data:

```python
result = get_market_reaction(
    event_datetime=event_time,
    tickers=["TSLA"],
    barvault_config=config,
    polygon_api_key="YOUR_KEY"  # enables fetching missing data
)
```

## API Reference

### `get_market_reaction()`

| Parameter | Type | Required | Description |
|-----------|------|----------|-------------|
| `event_datetime` | `datetime` | Yes | Event timestamp (UTC) |
| `tickers` | `list[str]` | Yes | Watchlist tickers to analyze |
| `include_biggest_movers` | `str` | No | Sector name, `"market"`, or `None` |
| `biggest_movers_limit` | `int` | No | Max biggest movers to return (default: 10) |
| `market` | `str` | No | Market for calendar (default: `"NYSE"`) |
| `barvault_config` | `ArchiveConfig` | Yes | barvault archive configuration |
| `polygon_api_key` | `str` | No | Polygon API key for fetching missing data |
| `compute_correlations` | `bool` | No | Compute correlations for unexpected movers (default: `True`) |

## License

MIT

