local strategy

2026-02-17 10:39:39 +01:00
parent fcac738e64
commit eafba745b1
7 changed files with 218 additions and 203 deletions
--- a/src/strategies/ma125_strategy.py
+++ b/src/strategies/ma125_strategy.py
@ -1,63 +0,0 @@
-"""
-MA125 Strategy
-Simple trend following strategy.
- Long when Price > MA125
- Short when Price < MA125
-"""
-
-from typing import Dict, Any, List, Optional
-from .base import BaseStrategy, StrategySignal, SignalType
-
-class MA125Strategy(BaseStrategy):
-    @property
-    def name(self) -> str:
-        return "ma125_strategy"
-
-    @property
-    def required_indicators(self) -> List[str]:
-        return ["ma125"]
-
-    @property
-    def display_name(self) -> str:
-        return "MA125 Strategy"
-
-    @property
-    def description(self) -> str:
-        return "Long-term trend following using 125-period moving average. Better for identifying major trends."
-
-    def analyze(
-        self, 
-        candle: Dict[str, Any], 
-        indicators: Dict[str, float], 
-        current_position: Optional[Dict[str, Any]] = None
-    ) -> StrategySignal:
-        
-        price = candle['close']
-        ma125 = indicators.get('ma125')
-        
-        if ma125 is None:
-            return StrategySignal(SignalType.HOLD, 0.0, "MA125 not available")
-            
-        # Current position state
-        is_long = current_position and current_position.get('type') == 'long'
-        is_short = current_position and current_position.get('type') == 'short'
-        
-        # Logic: Price > MA125 -> Bullish
-        if price > ma125:
-            if is_long:
-                return StrategySignal(SignalType.HOLD, 1.0, f"Price {price:.2f} > MA125 {ma125:.2f}. Stay Long.")
-            elif is_short:
-                return StrategySignal(SignalType.CLOSE_SHORT, 1.0, f"Price {price:.2f} crossed above MA125 {ma125:.2f}. Close Short.")
-            else:
-                return StrategySignal(SignalType.OPEN_LONG, 1.0, f"Price {price:.2f} > MA125 {ma125:.2f}. Open Long.")
-                
-        # Logic: Price < MA125 -> Bearish
-        elif price < ma125:
-            if is_short:
-                return StrategySignal(SignalType.HOLD, 1.0, f"Price {price:.2f} < MA125 {ma125:.2f}. Stay Short.")
-            elif is_long:
-                return StrategySignal(SignalType.CLOSE_LONG, 1.0, f"Price {price:.2f} crossed below MA125 {ma125:.2f}. Close Long.")
-            else:
-                return StrategySignal(SignalType.OPEN_SHORT, 1.0, f"Price {price:.2f} < MA125 {ma125:.2f}. Open Short.")
-                
-        return StrategySignal(SignalType.HOLD, 0.0, "Price == MA125")
--- a/src/strategies/ma44_strategy.py
+++ b/src/strategies/ma44_strategy.py
@ -1,63 +0,0 @@
-"""
-MA44 Strategy
-Simple trend following strategy.
- Long when Price > MA44
- Short when Price < MA44
-"""
-
-from typing import Dict, Any, List, Optional
-from .base import BaseStrategy, StrategySignal, SignalType
-
-class MA44Strategy(BaseStrategy):
-    @property
-    def name(self) -> str:
-        return "ma44_strategy"
-
-    @property
-    def required_indicators(self) -> List[str]:
-        return ["ma44"]
-
-    @property
-    def display_name(self) -> str:
-        return "MA44 Strategy"
-
-    @property
-    def description(self) -> str:
-        return "Buy when price crosses above MA44, sell when below. Good for trending markets."
-
-    def analyze(
-        self, 
-        candle: Dict[str, Any], 
-        indicators: Dict[str, float], 
-        current_position: Optional[Dict[str, Any]] = None
-    ) -> StrategySignal:
-        
-        price = candle['close']
-        ma44 = indicators.get('ma44')
-        
-        if ma44 is None:
-            return StrategySignal(SignalType.HOLD, 0.0, "MA44 not available")
-            
-        # Current position state
-        is_long = current_position and current_position.get('type') == 'long'
-        is_short = current_position and current_position.get('type') == 'short'
-        
-        # Logic: Price > MA44 -> Bullish
-        if price > ma44:
-            if is_long:
-                return StrategySignal(SignalType.HOLD, 1.0, f"Price {price:.2f} > MA44 {ma44:.2f}. Stay Long.")
-            elif is_short:
-                return StrategySignal(SignalType.CLOSE_SHORT, 1.0, f"Price {price:.2f} crossed above MA44 {ma44:.2f}. Close Short.")
-            else:
-                return StrategySignal(SignalType.OPEN_LONG, 1.0, f"Price {price:.2f} > MA44 {ma44:.2f}. Open Long.")
-                
-        # Logic: Price < MA44 -> Bearish
-        elif price < ma44:
-            if is_short:
-                return StrategySignal(SignalType.HOLD, 1.0, f"Price {price:.2f} < MA44 {ma44:.2f}. Stay Short.")
-            elif is_long:
-                return StrategySignal(SignalType.CLOSE_LONG, 1.0, f"Price {price:.2f} crossed below MA44 {ma44:.2f}. Close Long.")
-            else:
-                return StrategySignal(SignalType.OPEN_SHORT, 1.0, f"Price {price:.2f} < MA44 {ma44:.2f}. Open Short.")
-                
-        return StrategySignal(SignalType.HOLD, 0.0, "Price == MA44")
--- a/src/strategies/ma_strategy.py
+++ b/src/strategies/ma_strategy.py
@ -0,0 +1,77 @@
+"""
+Moving Average Strategy
+Configurable trend following strategy.
+- Long when Price > MA(period)
+- Short when Price < MA(period)
+"""
+
+from typing import Dict, Any, List, Optional
+from .base import BaseStrategy, StrategySignal, SignalType
+
+class MAStrategy(BaseStrategy):
+    """
+    Configurable Moving Average Strategy.
+    
+    Config:
+        - period: int - MA period (default: 44)
+    """
+    
+    DEFAULT_PERIOD = 44
+    
+    @property
+    def name(self) -> str:
+        return "ma_trend"
+
+    @property
+    def required_indicators(self) -> List[str]:
+        # Dynamic based on config
+        period = self.config.get('period', self.DEFAULT_PERIOD)
+        return [f"ma{period}"]
+
+    @property
+    def display_name(self) -> str:
+        return "MA Strategy"
+
+    @property
+    def description(self) -> str:
+        return "Configurable Moving Average strategy. Parameters: period (5-500, default: 44). Goes long when price > MA(period), short when price < MA(period). Optional multi-timeframe trend filter available."
+
+    def analyze(
+        self, 
+        candle: Dict[str, Any], 
+        indicators: Dict[str, float], 
+        current_position: Optional[Dict[str, Any]] = None
+    ) -> StrategySignal:
+        
+        period = self.config.get('period', self.DEFAULT_PERIOD)
+        ma_key = f"ma{period}"
+        
+        price = candle['close']
+        ma_value = indicators.get(ma_key)
+        
+        if ma_value is None:
+            return StrategySignal(SignalType.HOLD, 0.0, f"MA{period} not available")
+            
+        # Current position state
+        is_long = current_position and current_position.get('type') == 'long'
+        is_short = current_position and current_position.get('type') == 'short'
+        
+        # Logic: Price > MA -> Bullish
+        if price > ma_value:
+            if is_long:
+                return StrategySignal(SignalType.HOLD, 1.0, f"Price {price:.2f} > MA{period} {ma_value:.2f}. Stay Long.")
+            elif is_short:
+                return StrategySignal(SignalType.CLOSE_SHORT, 1.0, f"Price {price:.2f} crossed above MA{period} {ma_value:.2f}. Close Short.")
+            else:
+                return StrategySignal(SignalType.OPEN_LONG, 1.0, f"Price {price:.2f} > MA{period} {ma_value:.2f}. Open Long.")
+                
+        # Logic: Price < MA -> Bearish
+        elif price < ma_value:
+            if is_short:
+                return StrategySignal(SignalType.HOLD, 1.0, f"Price {price:.2f} < MA{period} {ma_value:.2f}. Stay Short.")
+            elif is_long:
+                return StrategySignal(SignalType.CLOSE_LONG, 1.0, f"Price {price:.2f} crossed below MA{period} {ma_value:.2f}. Close Long.")
+            else:
+                return StrategySignal(SignalType.OPEN_SHORT, 1.0, f"Price {price:.2f} < MA{period} {ma_value:.2f}. Open Short.")
+                
+        return StrategySignal(SignalType.HOLD, 0.0, f"Price == MA{period}")