summaryrefslogtreecommitdiff
path: root/services/strategy-engine/strategies/bollinger_strategy.py
diff options
context:
space:
mode:
Diffstat (limited to 'services/strategy-engine/strategies/bollinger_strategy.py')
-rw-r--r--services/strategy-engine/strategies/bollinger_strategy.py7
1 files changed, 7 insertions, 0 deletions
diff --git a/services/strategy-engine/strategies/bollinger_strategy.py b/services/strategy-engine/strategies/bollinger_strategy.py
index bee7ee4..4aceee4 100644
--- a/services/strategy-engine/strategies/bollinger_strategy.py
+++ b/services/strategy-engine/strategies/bollinger_strategy.py
@@ -29,6 +29,13 @@ class BollingerStrategy(BaseStrategy):
self._min_bandwidth = float(params.get("min_bandwidth", 0.02))
self._quantity = Decimal(str(params.get("quantity", "0.01")))
+ if self._period < 2:
+ raise ValueError(f"Bollinger period must be >= 2, got {self._period}")
+ if self._num_std <= 0:
+ raise ValueError(f"Bollinger num_std must be > 0, got {self._num_std}")
+ if self._quantity <= 0:
+ raise ValueError(f"Quantity must be positive, got {self._quantity}")
+
def reset(self) -> None:
self._closes.clear()
self._was_below_lower = False