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| author | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-02 09:20:45 +0900 |
|---|---|---|
| committer | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-02 09:20:45 +0900 |
| commit | 98039ac910ab9afcdcb1813d00f3de8de0d2803c (patch) | |
| tree | 648753729955fc7233d00e710f983a69e42672a0 /services/strategy-engine/tests/test_vwap_strategy.py | |
| parent | 3a256abb8c04ef07f125b0fb41f8f9090d97b136 (diff) | |
feat(strategy): Phase 3 complete — individual strategy upgrades
- RSI: bullish/bearish divergence detection (conviction 0.9)
- MACD: signal-line crossover + zero-line distance conviction
- Grid: trend break exit + out-of-range guard
- Bollinger: squeeze detection + breakout signals + %B conviction
- EMA Crossover: pullback entry mode (wait for EMA retest)
- VWAP: daily reset + 1σ/2σ deviation bands + band-based conviction
- Volume Profile: HVN/LVN node detection for stronger signals
- Combined: adaptive weighting based on sub-strategy win rates
- 363 tests passing
Diffstat (limited to 'services/strategy-engine/tests/test_vwap_strategy.py')
| -rw-r--r-- | services/strategy-engine/tests/test_vwap_strategy.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/services/strategy-engine/tests/test_vwap_strategy.py b/services/strategy-engine/tests/test_vwap_strategy.py index 2cc4766..0312972 100644 --- a/services/strategy-engine/tests/test_vwap_strategy.py +++ b/services/strategy-engine/tests/test_vwap_strategy.py @@ -1,6 +1,6 @@ """Tests for the VWAP strategy.""" -from datetime import datetime, timezone, timedelta +from datetime import datetime, timezone from decimal import Decimal |