ba78539cbb
- 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.
52 lines
1.8 KiB
Python
52 lines
1.8 KiB
Python
"""
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Incremental Strategies Module
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This module contains the incremental calculation implementation of trading strategies
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that support real-time data processing with efficient memory usage and performance.
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The incremental strategies are designed to:
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- Process new data points incrementally without full recalculation
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- Maintain bounded memory usage regardless of data history length
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- Provide identical results to batch calculations
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- Support real-time trading with minimal latency
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Classes:
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IncStrategyBase: Base class for all incremental strategies
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IncRandomStrategy: Incremental implementation of random strategy for testing
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IncMetaTrendStrategy: Incremental implementation of the MetaTrend strategy
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IncDefaultStrategy: Incremental implementation of the default Supertrend strategy
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IncBBRSStrategy: Incremental implementation of Bollinger Bands + RSI strategy
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IncStrategyManager: Manager for coordinating multiple incremental strategies
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"""
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from .base import IncStrategyBase, IncStrategySignal
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from .random_strategy import IncRandomStrategy
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from .metatrend_strategy import IncMetaTrendStrategy, MetaTrendStrategy
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# Note: These will be implemented in subsequent phases
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# from .default_strategy import IncDefaultStrategy
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# from .bbrs_strategy import IncBBRSStrategy
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# from .manager import IncStrategyManager
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# Strategy registry for easy access
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AVAILABLE_STRATEGIES = {
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'random': IncRandomStrategy,
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'metatrend': IncMetaTrendStrategy,
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'meta_trend': IncMetaTrendStrategy, # Alternative name
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# 'default': IncDefaultStrategy,
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# 'bbrs': IncBBRSStrategy,
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}
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__all__ = [
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'IncStrategyBase',
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'IncStrategySignal',
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'IncRandomStrategy',
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'IncMetaTrendStrategy',
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'MetaTrendStrategy',
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'AVAILABLE_STRATEGIES'
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# 'IncDefaultStrategy',
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# 'IncBBRSStrategy',
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# 'IncStrategyManager'
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]
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__version__ = '1.0.0' |