d34da789ec
- 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.
77 lines
2.2 KiB
JSON
77 lines
2.2 KiB
JSON
{
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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",
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"difficulty": "intermediate",
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"signals": {
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"buy": "MACD line crosses above signal line (or zero line)",
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"sell": "MACD line crosses below signal line (or zero line)",
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"confirmation": "Histogram supports signal direction"
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},
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"performance_notes": "Effective in trending markets but may lag during rapid price changes"
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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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"valid_signal_type": {
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"rule": "signal_type in ['line_cross', 'zero_cross', 'histogram']",
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"message": "Signal type must be one of: line_cross, zero_cross, histogram"
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}
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}
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} |