74 lines
3.0 KiB
Python
74 lines
3.0 KiB
Python
from abc import ABC, abstractmethod
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import pandas as pd
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import json
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import os
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import logging
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from datetime import datetime, timezone
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import sqlite3
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class BaseStrategy(ABC):
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"""
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An abstract base class that defines the blueprint for all trading strategies.
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It provides common functionality like loading data and saving status.
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"""
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def __init__(self, strategy_name: str, params: dict, log_level: str):
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self.strategy_name = strategy_name
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self.params = params
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self.coin = params.get("coin", "N/A")
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self.timeframe = params.get("timeframe", "N/A")
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self.db_path = os.path.join("_data", "market_data.db")
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self.status_file_path = os.path.join("_data", f"strategy_status_{self.strategy_name}.json")
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# --- ADDED: State variables required for status reporting ---
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self.current_signal = "INIT"
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self.last_signal_change_utc = None
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self.signal_price = None
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# This will be set up by the child class after it's initialized
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# setup_logging(log_level, f"Strategy-{self.strategy_name}")
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# logging.info(f"Initializing with parameters: {self.params}")
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def load_data(self) -> pd.DataFrame:
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"""Loads historical data for the configured coin and timeframe."""
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table_name = f"{self.coin}_{self.timeframe}"
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# Dynamically determine the number of candles needed based on all possible period parameters
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periods = [v for k, v in self.params.items() if 'period' in k or '_ma' in k or 'slow' in k]
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limit = max(periods) + 50 if periods else 500
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try:
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with sqlite3.connect(f"file:{self.db_path}?mode=ro", uri=True) as conn:
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query = f'SELECT * FROM "{table_name}" ORDER BY datetime_utc DESC LIMIT {limit}'
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df = pd.read_sql(query, conn, parse_dates=['datetime_utc'])
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if df.empty: return pd.DataFrame()
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df.set_index('datetime_utc', inplace=True)
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df.sort_index(inplace=True)
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return df
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except Exception as e:
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logging.error(f"Failed to load data from table '{table_name}': {e}")
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return pd.DataFrame()
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@abstractmethod
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def calculate_signals(self, df: pd.DataFrame) -> pd.DataFrame:
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"""
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The core logic of the strategy. Must be implemented by child classes.
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"""
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pass
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def _save_status(self):
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"""Saves the current strategy state to its JSON file."""
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status = {
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"strategy_name": self.strategy_name,
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"current_signal": self.current_signal,
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"last_signal_change_utc": self.last_signal_change_utc,
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"signal_price": self.signal_price,
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"last_checked_utc": datetime.now(timezone.utc).isoformat()
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}
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try:
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with open(self.status_file_path, 'w', encoding='utf-8') as f:
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json.dump(status, f, indent=4)
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except IOError as e:
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logging.error(f"Failed to write status file for {self.strategy_name}: {e}")
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