9 Commits

Author SHA1 Message Date
Vasily.onl
ed6d668a8a delete test file 2025-05-26 17:13:35 +08:00
Vasily.onl
bff3413eed documentation 2025-05-26 17:11:19 +08:00
Vasily.onl
49a57df887 Implement Timeframe Aggregation in Incremental Strategy Base
- Introduced `TimeframeAggregator` class for real-time aggregation of minute-level data to higher timeframes, enhancing the `IncStrategyBase` functionality.
- Updated `IncStrategyBase` to include `update_minute_data()` method, allowing strategies to process minute-level OHLCV data seamlessly.
- Enhanced existing strategies (`IncMetaTrendStrategy`, `IncRandomStrategy`) to utilize the new aggregation features, simplifying their implementations and improving performance.
- Added comprehensive documentation in `IMPLEMENTATION_SUMMARY.md` detailing the new architecture and usage examples for the aggregation feature.
- Updated performance metrics and logging to monitor minute data processing effectively.
- Ensured backward compatibility with existing `update()` methods, maintaining functionality for current strategies.
2025-05-26 16:56:42 +08:00
Vasily.onl
bd6a0f05d7 Implement Incremental BBRS Strategy for Real-time Data Processing
- Introduced `BBRSIncrementalState` for real-time processing of the Bollinger Bands + RSI strategy, allowing minute-level data input and internal timeframe aggregation.
- Added `TimeframeAggregator` class to handle real-time data aggregation to higher timeframes (15min, 1h, etc.).
- Updated `README_BBRS.md` to document the new incremental strategy, including key features and usage examples.
- Created comprehensive tests to validate the incremental strategy against the original implementation, ensuring signal accuracy and performance consistency.
- Enhanced error handling and logging for better monitoring during real-time processing.
- Updated `TODO.md` to reflect the completion of the incremental BBRS strategy implementation.
2025-05-26 16:46:04 +08:00
Vasily.onl
ba78539cbb Add incremental MetaTrend strategy implementation
- Introduced `IncMetaTrendStrategy` for real-time processing of the MetaTrend trading strategy, utilizing three Supertrend indicators.
- Added comprehensive documentation in `METATREND_IMPLEMENTATION.md` detailing architecture, key components, and usage examples.
- Updated `__init__.py` to include the new strategy in the strategy registry.
- Created tests to compare the incremental strategy's signals against the original implementation, ensuring mathematical equivalence.
- Developed visual comparison scripts to analyze performance and signal accuracy between original and incremental strategies.
2025-05-26 16:09:32 +08:00
Vasily.onl
3e94387dcb tested and updated supertrand indicators to give us the same result as in original strategy 2025-05-26 14:45:44 +08:00
Vasily.onl
9376e13888 random strategy 2025-05-26 13:26:16 +08:00
Vasily.onl
d985830ecd indicators 2025-05-26 13:26:07 +08:00
Vasily.onl
e89317c65e incremental strategy realisation 2025-05-26 13:25:56 +08:00