TCPDashboard/strategies/data_types.py

"""
Strategy Data Types and Signal Definitions

This module provides data types for strategy calculations, signals,
and results in a standardized format.
"""

from dataclasses import dataclass
from datetime import datetime
from typing import Dict, Optional, Any, List
from enum import Enum


class SignalType(str, Enum):
    """
    Types of trading signals that strategies can generate.
    """
    BUY = "buy"
    SELL = "sell"
    HOLD = "hold"
    ENTRY_LONG = "entry_long"
    EXIT_LONG = "exit_long"
    ENTRY_SHORT = "entry_short"
    EXIT_SHORT = "exit_short"
    STOP_LOSS = "stop_loss"
    TAKE_PROFIT = "take_profit"


@dataclass
class StrategySignal:
    """
    Container for individual strategy signals.
    
    Attributes:
        timestamp: Signal timestamp (right-aligned with candle)
        symbol: Trading symbol
        timeframe: Candle timeframe
        signal_type: Type of signal (buy/sell/hold etc.)
        price: Price at which signal was generated
        confidence: Signal confidence score (0.0 to 1.0)
        metadata: Additional signal metadata (e.g., indicator values)
    """
    timestamp: datetime
    symbol: str
    timeframe: str
    signal_type: SignalType
    price: float
    confidence: float = 1.0
    metadata: Optional[Dict[str, Any]] = None


@dataclass
class StrategyResult:
    """
    Container for strategy calculation results.
    
    Attributes:
        timestamp: Candle timestamp (right-aligned)
        symbol: Trading symbol
        timeframe: Candle timeframe
        strategy_name: Name of the strategy that generated this result
        signals: List of signals generated for this timestamp
        indicators_used: Dictionary of indicator values used in calculation
        metadata: Additional calculation metadata
    """
    timestamp: datetime
    symbol: str
    timeframe: str
    strategy_name: str
    signals: List[StrategySignal]
    indicators_used: Dict[str, float]
    metadata: Optional[Dict[str, Any]] = None