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Add implementation plan for /ES multi-timeframe confluence chart

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Planning-only commit: no application code yet.

The plan specifies a realtime /ES chart that derives moving averages and
trendlines across multiple timeframes, projects them onto one chart in a
shared (time, price) plane, and alerts when levels from different
timeframes converge.

Key findings that shaped it, all verified against source rather than
assumed:

- Schwab streams realtime futures fine (CHART_FUTURES, LEVEL_ONE_FUTURES)
  but provides no futures price *history* at all. An account does not
  change this; it is an API-surface limit.
- Yahoo's chart endpoint needs no key and has exactly what Schwab lacks:
  ~730d of hourly ES=F (~750 sessions), enough to warm a 200DMA from
  startup. So it serves as both the no-keys dev source and the history
  seeder, behind one MarketDataSource protocol.
- Yahoo anchors daily bars to midnight ET while the CME session runs
  18:00-17:00 ET, so daily bars are built from hourly using our own
  session rules instead.
- Lightweight Charts v5 replaced addCandlestickSeries() with
  addSeries(CandlestickSeries, ...); most tutorials online are v4.

Build order defers judgment-heavy work: moving averages first (fully
deterministic), then confluence scoring, then hand-drawn trendlines.
Automatic trendline detection comes last, tuned against the hand-drawn
lines as ground truth.

Includes a real trimmed Yahoo response as a test fixture; it contains a
null in the OHLC arrays, which is the parsing case that needs handling.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
This commit is contained in:
Chris Amow 2026-08-09 20:31:40 -05:00
parent 3cc682d63a
commit 8e50d5cbc2
3 changed files with 1518 additions and 0 deletions
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5
README.md
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@ -5,6 +5,11 @@ FastAPI backend + Vue 3 (from CDN, no build step) served at
Currently a placeholder: the frontend calls `/api/hello` and prints the JSON. Currently a placeholder: the frontend calls `/api/hello` and prints the JSON.
**Where this is going:** a realtime `/ES` chart that derives trendlines and moving
averages across many timeframes and alerts when they converge. The full spec lives in
[`docs/IMPLEMENTATION_PLAN.md`](docs/IMPLEMENTATION_PLAN.md) — read it before writing
code; it records decisions and verified API facts that are expensive to rediscover.
## Local development ## Local development
```bash ```bash

1145
docs/IMPLEMENTATION_PLAN.md Normal file
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368
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@ -0,0 +1,368 @@
{
"chart": {
"result": [
{
"meta": {
"currency": "USD",
"symbol": "ES=F",
"exchangeName": "CME",
"fullExchangeName": "CME",
"instrumentType": "FUTURE",
"firstTradeDate": 969249600,
"regularMarketTime": 1786324854,
"hasPrePostMarketData": false,
"gmtoffset": -14400,
"timezone": "EDT",
"exchangeTimezoneName": "America/New_York",
"regularMarketPrice": 7778.0,
"fiftyTwoWeekHigh": 7820.25,
"fiftyTwoWeekLow": 6353.25,
"regularMarketDayHigh": 7779.25,
"regularMarketDayLow": 7763.0,
"regularMarketVolume": 25260,
"shortName": "E-Mini S&P 500 Sep 26",
"chartPreviousClose": 7765.5,
"previousClose": 7779.75,
"scale": 3,
"priceHint": 2,
"currentTradingPeriod": {
"pre": {
"timezone": "EDT",
"end": 1786248000,
"start": 1786248000,
"gmtoffset": -14400
},
"regular": {
"timezone": "EDT",
"end": 1786334340,
"start": 1786248000,
"gmtoffset": -14400
},
"post": {
"timezone": "EDT",
"end": 1786334340,
"start": 1786334340,
"gmtoffset": -14400
}
},
"tradingPeriods": [
[
{
"timezone": "EDT",
"end": 1785902340,
"start": 1785816000,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"end": 1785988740,
"start": 1785902400,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"end": 1786075140,
"start": 1785988800,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"end": 1786161540,
"start": 1786075200,
"gmtoffset": -14400
}
],
[
{
"timezone": "EDT",
"end": 1786334340,
"start": 1786248000,
"gmtoffset": -14400
}
]
],
"dataGranularity": "1h",
"range": "5d",
"validRanges": [
"1d",
"5d",
"1mo",
"3mo",
"6mo",
"1y",
"2y",
"5y",
"10y",
"ytd",
"max"
]
},
"timestamp": [
1785816000,
1785819600,
1785823200,
1785826800,
1785830400,
1785834000,
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1785841200,
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1785859200,
1785862800,
1785866400,
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1785873600,
1785877200,
1785880800,
1785884400,
1785888000,
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1785895200,
1785898800,
1785902400,
1785906000,
1785909600,
1785913200,
1785916800,
1785920400,
1785924000,
1785927600,
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1785934800,
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1785942000,
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1785952800,
1785956400
],
"indicators": {
"quote": [
{
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],
"low": [
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null,
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],
"volume": [
0,
5511,
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null,
0,
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],
"high": [
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]
}
]
}
}
],
"error": null
}
}