- Introduced a new strategies module containing the StrategyManager class to orchestrate multiple trading strategies. - Implemented StrategyBase and StrategySignal as foundational components for strategy development. - Added DefaultStrategy for meta-trend analysis and BBRSStrategy for Bollinger Bands + RSI trading. - Enhanced documentation to provide clear usage examples and configuration guidelines for the new system. - Established a modular architecture to support future strategy additions and improvements.
40 lines
1.2 KiB
Python
40 lines
1.2 KiB
Python
"""
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Strategies Module
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This module contains the strategy management system for trading strategies.
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It provides a flexible framework for implementing, combining, and managing multiple trading strategies.
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Components:
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- StrategyBase: Abstract base class for all strategies
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- DefaultStrategy: Meta-trend based strategy
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- BBRSStrategy: Bollinger Bands + RSI strategy
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- StrategyManager: Orchestrates multiple strategies
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- StrategySignal: Represents trading signals with confidence levels
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Usage:
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from cycles.strategies import StrategyManager, create_strategy_manager
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# Create strategy manager from config
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strategy_manager = create_strategy_manager(config)
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# Or create individual strategies
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from cycles.strategies import DefaultStrategy, BBRSStrategy
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default_strategy = DefaultStrategy(weight=1.0, params={})
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"""
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from .base import StrategyBase, StrategySignal
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from .default_strategy import DefaultStrategy
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from .bbrs_strategy import BBRSStrategy
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from .manager import StrategyManager, create_strategy_manager
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__all__ = [
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'StrategyBase',
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'StrategySignal',
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'DefaultStrategy',
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'BBRSStrategy',
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'StrategyManager',
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'create_strategy_manager'
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]
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__version__ = '1.0.0'
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__author__ = 'TCP Cycles Team' |