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Add historical demand and supply zone detection - #778

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arshh-py:contribution/demand-supply-pr
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Add historical demand and supply zone detection#778
arshh-py wants to merge 1 commit into
PyPortfolio:mainfrom
arshh-py:contribution/demand-supply-pr

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@arshh-py arshh-py commented Nov 5, 2026

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Summary

  • Add historical demand and supply zone detection using OHLCV data.
  • Identify swing-based zones using ATR reactions and relative volume.
  • Include zone strength, confirmation dates, and invalidation information.
  • Expose the detection function through the pypfopt package.

Testing

  • Added dedicated unit tests for demand and supply zone detection.
  • All 26 dedicated tests pass.

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