feat(strategy): add warmup_period to BaseStrategy and YAML config loading

6 files changed, 32 insertions, 1 deletions

diff --git a/services/strategy-engine/src/strategy_engine/plugin_loader.py b/services/strategy-engine/src/strategy_engine/plugin_loader.py
index 719dc6d..f99b670 100644
--- a/services/strategy-engine/src/strategy_engine/plugin_loader.py
+++ b/services/strategy-engine/src/strategy_engine/plugin_loader.py
@@ -3,12 +3,15 @@ import importlib.util
 import sys
 from pathlib import Path
 
+import yaml
+
 from strategies.base import BaseStrategy
 
 
 def load_strategies(strategies_dir: Path) -> list[BaseStrategy]:
     """Scan strategies_dir for *.py files and load all BaseStrategy subclasses."""
     loaded: list[BaseStrategy] = []
+    config_dir = strategies_dir / "config"
 
     for path in sorted(strategies_dir.glob("*.py")):
         # Skip dunder files and base
@@ -31,6 +34,13 @@ def load_strategies(strategies_dir: Path) -> list[BaseStrategy]:
                 and issubclass(obj, BaseStrategy)
                 and obj is not BaseStrategy
             ):
-                loaded.append(obj())
+                instance = obj()
+                yaml_path = config_dir / f"{path.stem}.yaml"
+                if yaml_path.exists():
+                    with open(yaml_path) as f:
+                        params = yaml.safe_load(f)
+                    if params:
+                        instance.configure(params)
+                loaded.append(instance)
 
     return loaded
diff --git a/services/strategy-engine/strategies/base.py b/services/strategy-engine/strategies/base.py
index 06101d0..fdf49ed 100644
--- a/services/strategy-engine/strategies/base.py
+++ b/services/strategy-engine/strategies/base.py
@@ -5,6 +5,11 @@ from shared.models import Candle, Signal
 class BaseStrategy(ABC):
     name: str = "base"
 
+    @property
+    @abstractmethod
+    def warmup_period(self) -> int:
+        pass
+
     @abstractmethod
     def on_candle(self, candle: Candle) -> Signal | None:
         pass
diff --git a/services/strategy-engine/strategies/config/grid_strategy.yaml b/services/strategy-engine/strategies/config/grid_strategy.yaml
new file mode 100644
index 0000000..607f3df
--- /dev/null
+++ b/services/strategy-engine/strategies/config/grid_strategy.yaml
@@ -0,0 +1,4 @@
+lower_price: 60000
+upper_price: 70000
+grid_count: 5
+quantity: "0.01"
diff --git a/services/strategy-engine/strategies/config/rsi_strategy.yaml b/services/strategy-engine/strategies/config/rsi_strategy.yaml
new file mode 100644
index 0000000..8b287a1
--- /dev/null
+++ b/services/strategy-engine/strategies/config/rsi_strategy.yaml
@@ -0,0 +1,4 @@
+period: 14
+oversold: 30
+overbought: 70
+quantity: "0.01"
diff --git a/services/strategy-engine/strategies/grid_strategy.py b/services/strategy-engine/strategies/grid_strategy.py
index f669f09..78e2703 100644
--- a/services/strategy-engine/strategies/grid_strategy.py
+++ b/services/strategy-engine/strategies/grid_strategy.py
@@ -18,6 +18,10 @@ class GridStrategy(BaseStrategy):
         self._grid_levels: list[float] = []
         self._last_zone: Optional[int] = None
 
+    @property
+    def warmup_period(self) -> int:
+        return 2
+
     def configure(self, params: dict) -> None:
         self._lower_price = float(params["lower_price"])
         self._upper_price = float(params["upper_price"])
diff --git a/services/strategy-engine/strategies/rsi_strategy.py b/services/strategy-engine/strategies/rsi_strategy.py
index aebbafc..c37957d 100644
--- a/services/strategy-engine/strategies/rsi_strategy.py
+++ b/services/strategy-engine/strategies/rsi_strategy.py
@@ -34,6 +34,10 @@ class RsiStrategy(BaseStrategy):
         self._overbought: float = 70.0
         self._quantity: Decimal = Decimal("0.01")
 
+    @property
+    def warmup_period(self) -> int:
+        return self._period + 1
+
     def configure(self, params: dict) -> None:
         self._period = int(params.get("period", 14))
         self._oversold = float(params.get("oversold", 30))