4.0 - 4.0 Implement real-time strategy execution and data integration features
- Added `realtime_execution.py` for real-time strategy execution, enabling live signal generation and integration with the dashboard's chart refresh cycle. - Introduced `data_integration.py` to manage market data orchestration, caching, and technical indicator calculations for strategy signal generation. - Implemented `validation.py` for comprehensive validation and quality assessment of strategy-generated signals, ensuring reliability and consistency. - Developed `batch_processing.py` to facilitate efficient backtesting of multiple strategies across large datasets with memory management and performance optimization. - Updated `__init__.py` files to include new modules and ensure proper exports, enhancing modularity and maintainability. - Enhanced unit tests for the new features, ensuring robust functionality and adherence to project standards. These changes establish a solid foundation for real-time strategy execution and data integration, aligning with project goals for modularity, performance, and maintainability.
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@@ -181,6 +181,43 @@ class StrategyRepository(BaseRepository):
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self.log_error(f"Error retrieving strategy signals: {e}")
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raise DatabaseOperationError(f"Failed to retrieve strategy signals: {e}")
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def store_signals_batch(self, signal_data_list: List[Dict[str, Any]]) -> int:
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"""
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Store a batch of real-time strategy signals.
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Args:
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signal_data_list: List of signal data dictionaries
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Returns:
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Number of signals stored
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"""
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try:
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signals_stored = 0
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with self.get_session() as session:
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for signal_data in signal_data_list:
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strategy_signal = StrategySignal(
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run_id=None, # Real-time signals don't have a run_id
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strategy_name=signal_data.get('strategy_name'),
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strategy_config=signal_data.get('strategy_config'),
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symbol=signal_data.get('symbol'),
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timeframe=signal_data.get('timeframe'),
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timestamp=signal_data.get('timestamp'),
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signal_type=signal_data.get('signal_type', 'HOLD'),
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price=Decimal(str(signal_data.get('price'))) if signal_data.get('price') else None,
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confidence=Decimal(str(signal_data.get('confidence', 0.0))),
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signal_metadata=signal_data.get('signal_metadata', {})
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)
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session.add(strategy_signal)
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signals_stored += 1
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session.commit()
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self.log_info(f"Stored batch of {signals_stored} real-time strategy signals")
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return signals_stored
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except Exception as e:
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self.log_error(f"Error storing signals batch: {e}")
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raise DatabaseOperationError(f"Failed to store signals batch: {e}")
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def get_strategy_signal_stats(self, run_id: Optional[int] = None) -> Dict[str, Any]:
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"""Get statistics about strategy signals."""
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try:
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