59 lines
1.7 KiB
Python
59 lines
1.7 KiB
Python
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"""
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Incremental Trading Strategies Framework
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This module provides the strategy framework and implementations for incremental trading.
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All strategies inherit from IncStrategyBase and support real-time data processing
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with constant memory usage.
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Available Components:
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- Base Framework: IncStrategyBase, IncStrategySignal, TimeframeAggregator
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- Strategies: MetaTrendStrategy, RandomStrategy, BBRSStrategy
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- Indicators: Complete indicator framework in .indicators submodule
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Example:
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from IncrementalTrader.strategies import MetaTrendStrategy, IncStrategySignal
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# Create strategy
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strategy = MetaTrendStrategy("metatrend", params={"timeframe": "15min"})
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# Process data
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strategy.process_data_point(timestamp, ohlcv_data)
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# Get signals
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entry_signal = strategy.get_entry_signal()
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if entry_signal.action == "BUY":
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print(f"Entry signal with confidence: {entry_signal.confidence}")
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"""
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# Base strategy framework (already migrated)
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from .base import (
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IncStrategyBase,
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IncStrategySignal,
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TimeframeAggregator,
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)
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# Migrated strategies
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from .metatrend import MetaTrendStrategy, IncMetaTrendStrategy
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from .random import RandomStrategy, IncRandomStrategy
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from .bbrs import BBRSStrategy, IncBBRSStrategy
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# Indicators submodule
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from . import indicators
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__all__ = [
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# Base framework
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"IncStrategyBase",
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"IncStrategySignal",
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"TimeframeAggregator",
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# Available strategies
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"MetaTrendStrategy",
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"IncMetaTrendStrategy", # Compatibility alias
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"RandomStrategy",
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"IncRandomStrategy", # Compatibility alias
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"BBRSStrategy",
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"IncBBRSStrategy", # Compatibility alias
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# Indicators submodule
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"indicators",
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]
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