8c23489ff0
- 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.
45 lines
1.6 KiB
Python
45 lines
1.6 KiB
Python
"""
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Strategy Engine Package
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This package provides strategy calculation and signal generation capabilities
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optimized for the TCP Trading Platform's market data and technical indicators.
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IMPORTANT: Mirrors Indicator Patterns
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- Follows the same architecture as data/common/indicators/
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- Uses BaseStrategy abstract class pattern
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- Implements factory pattern for dynamic strategy loading
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- Supports JSON-based configuration management
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- Integrates with existing technical indicators system
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"""
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from .base import BaseStrategy
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from .factory import StrategyFactory
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from .data_types import StrategySignal, SignalType, StrategyResult
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from .manager import StrategyManager, StrategyConfig, StrategyType, StrategyCategory, get_strategy_manager
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from .data_integration import StrategyDataIntegrator, StrategyDataIntegrationConfig, get_strategy_data_integrator
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from .validation import StrategySignalValidator, ValidationConfig
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from .batch_processing import BacktestingBatchProcessor, BatchProcessingConfig
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from .realtime_execution import RealTimeStrategyProcessor, RealTimeConfig, get_realtime_strategy_processor
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__all__ = [
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'BaseStrategy',
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'StrategyFactory',
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'StrategySignal',
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'SignalType',
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'StrategyResult',
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'StrategyManager',
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'StrategyConfig',
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'StrategyType',
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'StrategyCategory',
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'get_strategy_manager',
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'StrategyDataIntegrator',
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'StrategyDataIntegrationConfig',
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'get_strategy_data_integrator',
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'StrategySignalValidator',
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'ValidationConfig',
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'BacktestingBatchProcessor',
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'BatchProcessingConfig',
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'RealTimeStrategyProcessor',
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'RealTimeConfig',
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'get_realtime_strategy_processor'
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] |