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| author | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 18:45:12 +0900 |
|---|---|---|
| committer | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 18:45:12 +0900 |
| commit | cf02d18ea5e3f9357d6a02faac199f57e5daff77 (patch) | |
| tree | f36e0c6347520f6363da45479a80e6aa73ad986e /services/strategy-engine/strategies/indicators/trend.py | |
| parent | cb55c81dbc43df83ef4d5b717fe22b4d04a93d2e (diff) | |
feat(strategy): Phase 2 complete — strategy infrastructure upgrade
- Technical indicators library (ATR, ADX, RSI, MACD, Bollinger, Stochastic, OBV)
- Signal model: conviction score, stop_loss, take_profit fields
- BaseStrategy: ADX regime filter, volume confirmation, ATR-based stops
- All 8 strategies upgraded with filters, conviction scoring, ATR stops
- Combined strategy uses conviction-weighted scoring
- 334 tests passing
Diffstat (limited to 'services/strategy-engine/strategies/indicators/trend.py')
| -rw-r--r-- | services/strategy-engine/strategies/indicators/trend.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/services/strategy-engine/strategies/indicators/trend.py b/services/strategy-engine/strategies/indicators/trend.py index 10b69fa..c94a071 100644 --- a/services/strategy-engine/strategies/indicators/trend.py +++ b/services/strategy-engine/strategies/indicators/trend.py @@ -1,4 +1,5 @@ """Trend indicators: EMA, SMA, MACD, ADX.""" + import pandas as pd import numpy as np @@ -101,4 +102,4 @@ def adx( for i in range(2 * period + 1, n): adx_vals[i] = (adx_vals[i - 1] * (period - 1) + dx[i]) / period - return pd.Series(adx_vals, index=closes.index if hasattr(closes, 'index') else None) + return pd.Series(adx_vals, index=closes.index if hasattr(closes, "index") else None) |