feat: Multi-Pair Divergence Selection Strategy
- Extend regime detection to top 10 cryptocurrencies (45 pairs) - Dynamic pair selection based on divergence score (|z_score| * probability) - Universal ML model trained on all pairs - Correlation-based filtering to avoid redundant positions - Funding rate integration from OKX for all 10 assets - ATR-based dynamic stop-loss and take-profit - Walk-forward training with 70/30 split Performance: +35.69% return (vs +28.66% baseline), 63.6% win rate
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strategies/multi_pair/__init__.py
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strategies/multi_pair/__init__.py
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"""
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Multi-Pair Divergence Selection Strategy.
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Extends regime detection to multiple cryptocurrency pairs and dynamically
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selects the most divergent pair for trading.
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"""
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from .config import MultiPairConfig
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from .pair_scanner import PairScanner, TradingPair
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from .correlation import CorrelationFilter
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from .feature_engine import MultiPairFeatureEngine
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from .divergence_scorer import DivergenceScorer
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from .strategy import MultiPairDivergenceStrategy
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from .funding import FundingRateFetcher
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__all__ = [
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"MultiPairConfig",
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"PairScanner",
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"TradingPair",
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"CorrelationFilter",
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"MultiPairFeatureEngine",
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"DivergenceScorer",
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"MultiPairDivergenceStrategy",
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"FundingRateFetcher",
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]
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