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- 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
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- 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
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strategies
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BaseStrategy
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Bollinger, Stochastic, OBV)
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- Fix ambiguous variable name in binance_rest.py
- Remove unused volumes variable in volume_profile_strategy.py
- Fix import ordering in backtester main.py and test_metrics.py
- Auto-format all files with ruff
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Binance spot crypto trading platform with microservices architecture:
- shared: Pydantic models, Redis Streams broker, asyncpg DB layer
- data-collector: Binance WebSocket/REST market data collection
- strategy-engine: Plugin-based strategy execution (RSI, Grid)
- order-executor: Order execution with risk management
- portfolio-manager: Position tracking and PnL calculation
- backtester: Historical strategy testing with simulator
- cli: Click-based CLI for all operations
- Docker Compose orchestration with Redis and PostgreSQL
- 24 test files covering all modules
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