4.0 - 2.0 Implement strategy configuration utilities and templates
- Introduced `config_utils.py` for loading and managing strategy configurations, including functions for loading templates, generating dropdown options, and retrieving parameter schemas and default values. - Added JSON templates for EMA Crossover, MACD, and RSI strategies, defining their parameters and validation rules to enhance modularity and maintainability. - Implemented `StrategyManager` in `manager.py` for managing user-defined strategies with file-based storage, supporting easy sharing and portability. - Updated `__init__.py` to include new components and ensure proper module exports. - Enhanced error handling and logging practices across the new modules for improved reliability. These changes establish a robust foundation for strategy management and configuration, aligning with project goals for modularity, performance, and maintainability.
This commit is contained in:
Vasily.onl
368
config/strategies/config_utils.py
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368
config/strategies/config_utils.py
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"""
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Utility functions for loading and managing strategy configurations.
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"""
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import json
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import os
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import logging
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from typing import List, Dict, Any, Optional
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from dash import Output, Input, State
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logger = logging.getLogger(__name__)
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def load_strategy_templates() -> Dict[str, Dict[str, Any]]:
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"""Load all strategy templates from the templates directory.
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Returns:
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Dict[str, Dict[str, Any]]: Dictionary mapping strategy type to template configuration
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"""
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templates = {}
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try:
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# Get the templates directory path
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templates_dir = os.path.join(os.path.dirname(__file__), 'templates')
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if not os.path.exists(templates_dir):
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logger.error(f"Templates directory not found at {templates_dir}")
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return {}
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# Load all JSON files from templates directory
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for filename in os.listdir(templates_dir):
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if filename.endswith('_template.json'):
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file_path = os.path.join(templates_dir, filename)
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try:
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with open(file_path, 'r', encoding='utf-8') as f:
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template = json.load(f)
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strategy_type = template.get('type')
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if strategy_type:
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templates[strategy_type] = template
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else:
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logger.warning(f"Template {filename} missing 'type' field")
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except json.JSONDecodeError as e:
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logger.error(f"Error decoding JSON from {filename}: {e}")
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except Exception as e:
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logger.error(f"Error loading template {filename}: {e}")
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except Exception as e:
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logger.error(f"Error loading strategy templates: {e}")
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return templates
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def get_strategy_dropdown_options() -> List[Dict[str, str]]:
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"""Generate dropdown options for strategy types from templates.
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Returns:
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List[Dict[str, str]]: List of dropdown options with label and value
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"""
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templates = load_strategy_templates()
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options = []
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for strategy_type, template in templates.items():
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option = {
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'label': template.get('name', strategy_type.upper()),
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'value': strategy_type
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}
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options.append(option)
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# Sort by label for consistent UI
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options.sort(key=lambda x: x['label'])
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return options
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def get_strategy_parameter_schema(strategy_type: str) -> Optional[Dict[str, Any]]:
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"""Get parameter schema for a specific strategy type.
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Args:
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strategy_type (str): The strategy type (e.g., 'ema_crossover', 'rsi')
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Returns:
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Optional[Dict[str, Any]]: Parameter schema or None if not found
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"""
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templates = load_strategy_templates()
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template = templates.get(strategy_type)
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if template:
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return template.get('parameter_schema', {})
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return None
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def get_strategy_default_parameters(strategy_type: str) -> Optional[Dict[str, Any]]:
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"""Get default parameters for a specific strategy type.
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Args:
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strategy_type (str): The strategy type (e.g., 'ema_crossover', 'rsi')
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Returns:
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Optional[Dict[str, Any]]: Default parameters or None if not found
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"""
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templates = load_strategy_templates()
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template = templates.get(strategy_type)
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if template:
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return template.get('default_parameters', {})
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return None
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def get_strategy_metadata(strategy_type: str) -> Optional[Dict[str, Any]]:
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"""Get metadata for a specific strategy type.
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Args:
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strategy_type (str): The strategy type (e.g., 'ema_crossover', 'rsi')
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Returns:
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Optional[Dict[str, Any]]: Strategy metadata or None if not found
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"""
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templates = load_strategy_templates()
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template = templates.get(strategy_type)
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if template:
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return template.get('metadata', {})
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return None
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def get_strategy_required_indicators(strategy_type: str) -> List[str]:
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"""Get required indicators for a specific strategy type.
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Args:
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strategy_type (str): The strategy type (e.g., 'ema_crossover', 'rsi')
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Returns:
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List[str]: List of required indicator types
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"""
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metadata = get_strategy_metadata(strategy_type)
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if metadata:
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return metadata.get('required_indicators', [])
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return []
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def generate_parameter_fields_config(strategy_type: str) -> Optional[Dict[str, Any]]:
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"""Generate parameter field configuration for dynamic UI generation.
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Args:
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strategy_type (str): The strategy type (e.g., 'ema_crossover', 'rsi')
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Returns:
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Optional[Dict[str, Any]]: Configuration for generating parameter input fields
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"""
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schema = get_strategy_parameter_schema(strategy_type)
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defaults = get_strategy_default_parameters(strategy_type)
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if not schema or not defaults:
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return None
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fields_config = {}
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for param_name, param_schema in schema.items():
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field_config = {
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'type': param_schema.get('type', 'int'),
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'label': param_name.replace('_', ' ').title(),
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'default': defaults.get(param_name, param_schema.get('default')),
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'description': param_schema.get('description', ''),
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'input_id': f'{strategy_type}-{param_name.replace("_", "-")}-input'
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}
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# Add validation constraints if present
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if 'min' in param_schema:
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field_config['min'] = param_schema['min']
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if 'max' in param_schema:
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field_config['max'] = param_schema['max']
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if 'step' in param_schema:
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field_config['step'] = param_schema['step']
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if 'options' in param_schema:
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field_config['options'] = param_schema['options']
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fields_config[param_name] = field_config
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return fields_config
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def validate_strategy_parameters(strategy_type: str, parameters: Dict[str, Any]) -> tuple[bool, List[str]]:
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"""Validate strategy parameters against schema.
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Args:
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strategy_type (str): The strategy type
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parameters (Dict[str, Any]): Parameters to validate
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Returns:
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tuple[bool, List[str]]: (is_valid, list_of_errors)
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"""
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schema = get_strategy_parameter_schema(strategy_type)
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if not schema:
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return False, [f"No schema found for strategy type: {strategy_type}"]
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errors = []
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# Check required parameters
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for param_name, param_schema in schema.items():
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if param_schema.get('required', True) and param_name not in parameters:
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errors.append(f"Missing required parameter: {param_name}")
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continue
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if param_name not in parameters:
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continue
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value = parameters[param_name]
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param_type = param_schema.get('type', 'int')
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# Type validation
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if param_type == 'int' and not isinstance(value, int):
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errors.append(f"Parameter {param_name} must be an integer")
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elif param_type == 'float' and not isinstance(value, (int, float)):
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errors.append(f"Parameter {param_name} must be a number")
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elif param_type == 'str' and not isinstance(value, str):
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errors.append(f"Parameter {param_name} must be a string")
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elif param_type == 'bool' and not isinstance(value, bool):
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errors.append(f"Parameter {param_name} must be a boolean")
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# Range validation
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if 'min' in param_schema and value < param_schema['min']:
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errors.append(f"Parameter {param_name} must be >= {param_schema['min']}")
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if 'max' in param_schema and value > param_schema['max']:
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errors.append(f"Parameter {param_name} must be <= {param_schema['max']}")
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# Options validation
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if 'options' in param_schema and value not in param_schema['options']:
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errors.append(f"Parameter {param_name} must be one of: {param_schema['options']}")
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return len(errors) == 0, errors
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def save_user_strategy(strategy_name: str, config: Dict[str, Any]) -> bool:
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"""Save a user-defined strategy configuration.
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Args:
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strategy_name (str): Name of the strategy configuration
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config (Dict[str, Any]): Strategy configuration
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Returns:
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bool: True if saved successfully, False otherwise
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"""
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try:
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user_strategies_dir = os.path.join(os.path.dirname(__file__), 'user_strategies')
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os.makedirs(user_strategies_dir, exist_ok=True)
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filename = f"{strategy_name.lower().replace(' ', '_')}.json"
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file_path = os.path.join(user_strategies_dir, filename)
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with open(file_path, 'w', encoding='utf-8') as f:
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json.dump(config, f, indent=2, ensure_ascii=False)
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logger.info(f"Saved user strategy configuration: {strategy_name}")
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return True
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except Exception as e:
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logger.error(f"Error saving user strategy {strategy_name}: {e}")
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return False
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def load_user_strategies() -> Dict[str, Dict[str, Any]]:
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"""Load all user-defined strategy configurations.
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Returns:
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Dict[str, Dict[str, Any]]: Dictionary mapping strategy name to configuration
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"""
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strategies = {}
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try:
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user_strategies_dir = os.path.join(os.path.dirname(__file__), 'user_strategies')
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if not os.path.exists(user_strategies_dir):
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return {}
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for filename in os.listdir(user_strategies_dir):
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if filename.endswith('.json'):
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file_path = os.path.join(user_strategies_dir, filename)
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try:
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with open(file_path, 'r', encoding='utf-8') as f:
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config = json.load(f)
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strategy_name = config.get('name', filename.replace('.json', ''))
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strategies[strategy_name] = config
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except Exception as e:
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logger.error(f"Error loading user strategy {filename}: {e}")
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except Exception as e:
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logger.error(f"Error loading user strategies: {e}")
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return strategies
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def delete_user_strategy(strategy_name: str) -> bool:
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"""Delete a user-defined strategy configuration.
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Args:
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strategy_name (str): Name of the strategy to delete
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Returns:
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bool: True if deleted successfully, False otherwise
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"""
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try:
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user_strategies_dir = os.path.join(os.path.dirname(__file__), 'user_strategies')
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filename = f"{strategy_name.lower().replace(' ', '_')}.json"
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file_path = os.path.join(user_strategies_dir, filename)
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if os.path.exists(file_path):
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os.remove(file_path)
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logger.info(f"Deleted user strategy configuration: {strategy_name}")
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return True
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else:
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logger.warning(f"User strategy file not found: {file_path}")
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return False
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except Exception as e:
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logger.error(f"Error deleting user strategy {strategy_name}: {e}")
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return False
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def export_strategy_config(strategy_name: str, config: Dict[str, Any]) -> str:
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"""Export strategy configuration as JSON string.
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Args:
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strategy_name (str): Name of the strategy
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config (Dict[str, Any]): Strategy configuration
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Returns:
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str: JSON string representation of the configuration
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"""
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export_data = {
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'name': strategy_name,
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'config': config,
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'exported_at': str(os.times()),
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'version': '1.0'
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}
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return json.dumps(export_data, indent=2, ensure_ascii=False)
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def import_strategy_config(json_string: str) -> tuple[bool, Optional[Dict[str, Any]], List[str]]:
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"""Import strategy configuration from JSON string.
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Args:
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json_string (str): JSON string containing strategy configuration
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Returns:
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tuple[bool, Optional[Dict[str, Any]], List[str]]: (success, config, errors)
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"""
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try:
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data = json.loads(json_string)
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if 'name' not in data or 'config' not in data:
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return False, None, ['Invalid format: missing name or config fields']
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# Validate the configuration if it has a strategy type
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config = data['config']
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if 'strategy' in config:
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is_valid, errors = validate_strategy_parameters(config['strategy'], config)
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if not is_valid:
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return False, None, errors
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return True, data, []
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except json.JSONDecodeError as e:
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return False, None, [f'Invalid JSON format: {e}']
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except Exception as e:
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return False, None, [f'Error importing configuration: {e}']
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55
config/strategies/templates/ema_crossover_template.json
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55
config/strategies/templates/ema_crossover_template.json
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@@ -0,0 +1,55 @@
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{
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"type": "ema_crossover",
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"name": "EMA Crossover",
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"description": "Exponential Moving Average crossover strategy that generates buy signals when fast EMA crosses above slow EMA and sell signals when fast EMA crosses below slow EMA.",
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"category": "trend_following",
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"parameter_schema": {
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"fast_period": {
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"type": "int",
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"description": "Period for fast EMA calculation",
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"min": 5,
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"max": 50,
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"default": 12,
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"required": true
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},
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"slow_period": {
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"type": "int",
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"description": "Period for slow EMA calculation",
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"min": 10,
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"max": 200,
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"default": 26,
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"required": true
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},
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"min_price_change": {
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"type": "float",
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"description": "Minimum price change percentage to validate signal",
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"min": 0.0,
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"max": 10.0,
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"default": 0.5,
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"required": false
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}
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},
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"default_parameters": {
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"fast_period": 12,
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"slow_period": 26,
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"min_price_change": 0.5
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},
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"metadata": {
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"required_indicators": ["ema"],
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"timeframes": ["1h", "4h", "1d"],
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"market_conditions": ["trending"],
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"risk_level": "medium",
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"difficulty": "beginner",
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"signals": {
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"buy": "Fast EMA crosses above slow EMA",
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"sell": "Fast EMA crosses below slow EMA"
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},
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"performance_notes": "Works best in trending markets, may generate false signals in sideways markets"
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},
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"validation_rules": {
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"fast_period_less_than_slow": {
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"rule": "fast_period < slow_period",
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"message": "Fast period must be less than slow period"
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}
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}
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}
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77
config/strategies/templates/macd_template.json
Normal file
77
config/strategies/templates/macd_template.json
Normal file
@@ -0,0 +1,77 @@
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{
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"type": "macd",
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"name": "MACD Strategy",
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"description": "Moving Average Convergence Divergence strategy that generates signals based on MACD line crossovers with the signal line and zero line.",
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"category": "trend_following",
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"parameter_schema": {
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"fast_period": {
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"type": "int",
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"description": "Fast EMA period for MACD calculation",
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"min": 5,
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"max": 30,
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"default": 12,
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"required": true
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},
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"slow_period": {
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"type": "int",
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"description": "Slow EMA period for MACD calculation",
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"min": 15,
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"max": 50,
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"default": 26,
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"required": true
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},
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"signal_period": {
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"type": "int",
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"description": "Signal line EMA period",
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"min": 5,
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"max": 20,
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"default": 9,
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"required": true
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},
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"signal_type": {
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"type": "str",
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"description": "Type of MACD signal to use",
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"options": ["line_cross", "zero_cross", "histogram"],
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"default": "line_cross",
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"required": true
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},
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"histogram_threshold": {
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"type": "float",
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"description": "Minimum histogram value for signal confirmation",
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"min": 0.0,
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"max": 1.0,
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"default": 0.0,
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"required": false
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}
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},
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"default_parameters": {
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"fast_period": 12,
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"slow_period": 26,
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"signal_period": 9,
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"signal_type": "line_cross",
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"histogram_threshold": 0.0
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},
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"metadata": {
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"required_indicators": ["macd"],
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"timeframes": ["1h", "4h", "1d"],
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"market_conditions": ["trending", "volatile"],
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"risk_level": "medium",
|
||||
"difficulty": "intermediate",
|
||||
"signals": {
|
||||
"buy": "MACD line crosses above signal line (or zero line)",
|
||||
"sell": "MACD line crosses below signal line (or zero line)",
|
||||
"confirmation": "Histogram supports signal direction"
|
||||
},
|
||||
"performance_notes": "Effective in trending markets but may lag during rapid price changes"
|
||||
},
|
||||
"validation_rules": {
|
||||
"fast_period_less_than_slow": {
|
||||
"rule": "fast_period < slow_period",
|
||||
"message": "Fast period must be less than slow period"
|
||||
},
|
||||
"valid_signal_type": {
|
||||
"rule": "signal_type in ['line_cross', 'zero_cross', 'histogram']",
|
||||
"message": "Signal type must be one of: line_cross, zero_cross, histogram"
|
||||
}
|
||||
}
|
||||
}
|
||||
67
config/strategies/templates/rsi_template.json
Normal file
67
config/strategies/templates/rsi_template.json
Normal file
@@ -0,0 +1,67 @@
|
||||
{
|
||||
"type": "rsi",
|
||||
"name": "RSI Strategy",
|
||||
"description": "Relative Strength Index momentum strategy that generates buy signals when RSI is oversold and sell signals when RSI is overbought.",
|
||||
"category": "momentum",
|
||||
"parameter_schema": {
|
||||
"period": {
|
||||
"type": "int",
|
||||
"description": "Period for RSI calculation",
|
||||
"min": 2,
|
||||
"max": 50,
|
||||
"default": 14,
|
||||
"required": true
|
||||
},
|
||||
"overbought": {
|
||||
"type": "float",
|
||||
"description": "RSI overbought threshold (sell signal)",
|
||||
"min": 50.0,
|
||||
"max": 95.0,
|
||||
"default": 70.0,
|
||||
"required": true
|
||||
},
|
||||
"oversold": {
|
||||
"type": "float",
|
||||
"description": "RSI oversold threshold (buy signal)",
|
||||
"min": 5.0,
|
||||
"max": 50.0,
|
||||
"default": 30.0,
|
||||
"required": true
|
||||
},
|
||||
"neutrality_zone": {
|
||||
"type": "bool",
|
||||
"description": "Enable neutrality zone between 40-60 RSI",
|
||||
"default": false,
|
||||
"required": false
|
||||
}
|
||||
},
|
||||
"default_parameters": {
|
||||
"period": 14,
|
||||
"overbought": 70.0,
|
||||
"oversold": 30.0,
|
||||
"neutrality_zone": false
|
||||
},
|
||||
"metadata": {
|
||||
"required_indicators": ["rsi"],
|
||||
"timeframes": ["15m", "1h", "4h", "1d"],
|
||||
"market_conditions": ["volatile", "ranging"],
|
||||
"risk_level": "medium",
|
||||
"difficulty": "beginner",
|
||||
"signals": {
|
||||
"buy": "RSI below oversold threshold",
|
||||
"sell": "RSI above overbought threshold",
|
||||
"hold": "RSI in neutral zone (if enabled)"
|
||||
},
|
||||
"performance_notes": "Works well in ranging markets, may lag in strong trending markets"
|
||||
},
|
||||
"validation_rules": {
|
||||
"oversold_less_than_overbought": {
|
||||
"rule": "oversold < overbought",
|
||||
"message": "Oversold threshold must be less than overbought threshold"
|
||||
},
|
||||
"valid_threshold_range": {
|
||||
"rule": "oversold >= 5 and overbought <= 95",
|
||||
"message": "Thresholds must be within valid RSI range (5-95)"
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user