summaryrefslogtreecommitdiff
path: root/services/strategy-engine/strategies/combined_strategy.py
diff options
context:
space:
mode:
authorTheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>2026-04-02 09:44:43 +0900
committerTheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>2026-04-02 09:44:43 +0900
commitb9d21e2e2f7ae096c2f8a01bb142a685683b5b90 (patch)
treea031989228ded9ff1e6d47840124ea5dcc9a9a3c /services/strategy-engine/strategies/combined_strategy.py
parentbb2e387f870495703fd663ca8f525028c3a8ced5 (diff)
feat: add market sentiment filters (Fear & Greed, CryptoPanic, CryptoQuant)
- SentimentProvider: fetches Fear & Greed Index (free, no key), CryptoPanic news sentiment (free key), CryptoQuant exchange netflow (free key) - SentimentData: aggregated should_buy/should_block logic - Fear < 30 = buy opportunity, Greed > 80 = block buying - Negative news < -0.5 = block buying - Exchange outflow = bullish, inflow = bearish - Integrated into Asian Session RSI strategy as entry filter - All providers optional — disabled when API key missing - 14 sentiment tests + 386 total tests passing
Diffstat (limited to 'services/strategy-engine/strategies/combined_strategy.py')
-rw-r--r--services/strategy-engine/strategies/combined_strategy.py12
1 files changed, 9 insertions, 3 deletions
diff --git a/services/strategy-engine/strategies/combined_strategy.py b/services/strategy-engine/strategies/combined_strategy.py
index 907d9c5..ba92485 100644
--- a/services/strategy-engine/strategies/combined_strategy.py
+++ b/services/strategy-engine/strategies/combined_strategy.py
@@ -53,7 +53,9 @@ class CombinedStrategy(BaseStrategy):
self._trade_history[strategy_name].append(is_win)
# Keep only last N results
if len(self._trade_history[strategy_name]) > self._history_window:
- self._trade_history[strategy_name] = self._trade_history[strategy_name][-self._history_window:]
+ self._trade_history[strategy_name] = self._trade_history[strategy_name][
+ -self._history_window :
+ ]
def _get_adaptive_weight(self, strategy_name: str, base_weight: float) -> float:
"""Get weight adjusted by recent performance."""
@@ -90,10 +92,14 @@ class CombinedStrategy(BaseStrategy):
effective_weight = self._get_adaptive_weight(strategy.name, weight)
if signal.side == OrderSide.BUY:
score += effective_weight * signal.conviction
- reasons.append(f"{strategy.name}:BUY({effective_weight}*{signal.conviction:.2f})")
+ reasons.append(
+ f"{strategy.name}:BUY({effective_weight}*{signal.conviction:.2f})"
+ )
elif signal.side == OrderSide.SELL:
score -= effective_weight * signal.conviction
- reasons.append(f"{strategy.name}:SELL({effective_weight}*{signal.conviction:.2f})")
+ reasons.append(
+ f"{strategy.name}:SELL({effective_weight}*{signal.conviction:.2f})"
+ )
normalized = score / total_weight # Range: -1.0 to 1.0