Pre-refactor: commit before converting indicators to self-contained files

src/strategies/base.py

@@ -1,68 +0,0 @@
-"""
-Base Strategy Interface
-All strategies must inherit from this class.
-"""
-
-from abc import ABC, abstractmethod
-from dataclasses import dataclass
-from typing import Dict, Any, List, Optional
-from enum import Enum
-
-class SignalType(Enum):
-    OPEN_LONG = "open_long"
-    OPEN_SHORT = "open_short"
-    CLOSE_LONG = "close_long"
-    CLOSE_SHORT = "close_short"
-    HOLD = "hold"
-
-@dataclass
-class StrategySignal:
-    type: SignalType
-    confidence: float
-    reasoning: str
-
-class BaseStrategy(ABC):
-    def __init__(self, config: Optional[Dict[str, Any]] = None):
-        self.config = config or {}
-
-    @property
-    @abstractmethod
-    def name(self) -> str:
-        """Unique identifier for the strategy"""
-        pass
-
-    @property
-    @abstractmethod
-    def required_indicators(self) -> List[str]:
-        """List of indicator names required by this strategy (e.g. ['ma44'])"""
-        pass
-
-    @property
-    @abstractmethod
-    def display_name(self) -> str:
-        """User-friendly name for display in UI (e.g. 'MA44 Crossover')"""
-        pass
-
-    @property
-    @abstractmethod
-    def description(self) -> str:
-        """Detailed description of how the strategy works"""
-        pass
-
-    @abstractmethod
-    def analyze(
-        self, 
-        candle: Dict[str, Any], 
-        indicators: Dict[str, float], 
-        current_position: Optional[Dict[str, Any]] = None
-    ) -> StrategySignal:
-        """
-        Analyze market data and return a trading signal.
-        
-        Args:
-            candle: Dictionary containing 'close', 'open', 'high', 'low', 'volume', 'time'
-            indicators: Dictionary of pre-computed indicator values
-            current_position: Details about current open position (if any)
-                              {'type': 'long'/'short', 'entry_price': float, 'size': float}
-        """
-        pass

src/strategies/ma_strategy.py

@@ -1,77 +0,0 @@
-"""
-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}")