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path: root/services/strategy-engine/strategies/vwap_strategy.py
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14 hoursfeat: add market sentiment filters (Fear & Greed, CryptoPanic, CryptoQuant)TheSiahxyz
- SentimentProvider: fetches Fear & Greed Index (free, no key), CryptoPanic news sentiment (free key), CryptoQuant exchange netflow (free key) - SentimentData: aggregated should_buy/should_block logic - Fear < 30 = buy opportunity, Greed > 80 = block buying - Negative news < -0.5 = block buying - Exchange outflow = bullish, inflow = bearish - Integrated into Asian Session RSI strategy as entry filter - All providers optional — disabled when API key missing - 14 sentiment tests + 386 total tests passing
15 hoursfeat(strategy): add EMA pullback entry and VWAP daily reset with deviation bandsTheSiahxyz
29 hoursfeat(strategy): apply filters, conviction scoring, and ATR stops to all ↵TheSiahxyz
strategies
29 hoursfeat(strategy): add ADX regime filter, volume confirmation, and ATR stops to ↵TheSiahxyz
BaseStrategy
31 hourstest: add edge case tests for zero volume, empty data, extreme valuesTheSiahxyz
31 hoursfeat(strategy): add parameter validation to all strategiesTheSiahxyz
32 hoursfeat(strategy): add VWAP strategyTheSiahxyz