feat(strategy): apply filters, conviction scoring, and ATR stops to all strategies

1 files changed, 15 insertions, 2 deletions

diff --git a/services/strategy-engine/strategies/grid_strategy.py b/services/strategy-engine/strategies/grid_strategy.py
index 1244eda..70443ec 100644
--- a/services/strategy-engine/strategies/grid_strategy.py
+++ b/services/strategy-engine/strategies/grid_strategy.py
@@ -44,6 +44,14 @@ class GridStrategy(BaseStrategy):
         )
         self._last_zone = None
 
+        self._init_filters(
+            require_trend=False,
+            adx_threshold=float(params.get("adx_threshold", 20.0)),
+            min_volume_ratio=float(params.get("min_volume_ratio", 0.5)),
+            atr_stop_multiplier=float(params.get("atr_stop_multiplier", 2.0)),
+            atr_tp_multiplier=float(params.get("atr_tp_multiplier", 3.0)),
+        )
+
     def reset(self) -> None:
         self._last_zone = None
 
@@ -59,6 +67,7 @@ class GridStrategy(BaseStrategy):
         return len(self._grid_levels)
 
     def on_candle(self, candle: Candle) -> Signal | None:
+        self._update_filter_data(candle)
         price = float(candle.close)
         current_zone = self._get_zone(price)
 
@@ -71,23 +80,27 @@ class GridStrategy(BaseStrategy):
 
         if current_zone < prev_zone:
             # Price moved to a lower zone → BUY
-            return Signal(
+            signal = Signal(
                 strategy=self.name,
                 symbol=candle.symbol,
                 side=OrderSide.BUY,
                 price=candle.close,
                 quantity=self._quantity,
+                conviction=0.5,
                 reason=f"Grid: price crossed down from zone {prev_zone} to {current_zone}",
             )
+            return self._apply_filters(signal)
         elif current_zone > prev_zone:
             # Price moved to a higher zone → SELL
-            return Signal(
+            signal = Signal(
                 strategy=self.name,
                 symbol=candle.symbol,
                 side=OrderSide.SELL,
                 price=candle.close,
                 quantity=self._quantity,
+                conviction=0.5,
                 reason=f"Grid: price crossed up from zone {prev_zone} to {current_zone}",
             )
+            return self._apply_filters(signal)
 
         return None