summaryrefslogtreecommitdiff
path: root/services/strategy-engine
AgeCommit message (Collapse)Author
9 hoursfeat(strategy): Phase 3 complete — individual strategy upgradesTheSiahxyz
- 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
9 hoursfeat(strategy): add RSI divergence detection and MACD signal-line crossoverTheSiahxyz
9 hoursfeat(strategy): add EMA pullback entry and VWAP daily reset with deviation bandsTheSiahxyz
10 hoursfeat(strategy): add Volume Profile HVN/LVN and Combined adaptive weightingTheSiahxyz
10 hoursfeat(strategy): add Grid trend guard and Bollinger squeeze detectionTheSiahxyz
24 hoursfeat(strategy): Phase 2 complete — strategy infrastructure upgradeTheSiahxyz
- 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
24 hoursfeat(strategy): apply filters, conviction scoring, and ATR stops to all ↵TheSiahxyz
strategies
24 hoursfeat(strategy): add ADX regime filter, volume confirmation, and ATR stops to ↵TheSiahxyz
BaseStrategy
24 hoursfeat(strategy): add technical indicators library (ATR, ADX, RSI, MACD, ↵TheSiahxyz
Bollinger, Stochastic, OBV)
25 hoursfix: lint cleanup after critical and high priority fixesTheSiahxyz
25 hoursfix: WS factory, backtester config, CI docker builds, health port docsTheSiahxyz
25 hoursfix(strategy-engine): process multiple symbols concurrently with asyncio.gatherTheSiahxyz
25 hoursfix: lint cleanup for API, combined strategy, and formattingTheSiahxyz
25 hoursfeat(strategy): add combined strategy with weighted signal votingTheSiahxyz
25 hoursfeat(security): add bearer token auth for health/metrics endpointsTheSiahxyz
26 hoursfeat: medium priority improvementsTheSiahxyz
- Add 30 edge case tests (zero volume, empty data, extreme values, strategy reset, notifier failures) - Fix VWAP division by zero on zero-price candles - Add DB transaction rollback on errors + transaction() context manager - Add parameter validation to all 7 strategies with 41 validation tests - Fix lint issues across test files
26 hourstest: add edge case tests for zero volume, empty data, extreme valuesTheSiahxyz
26 hoursfeat(strategy): add parameter validation to all strategiesTheSiahxyz
26 hoursfix: clean up backtester strategy loading and update DockerfilesTheSiahxyz
26 hoursfix: resolve critical deployment blockersTheSiahxyz
- Add Alembic initial migration (6 tables: candles, signals, orders, trades, positions, portfolio_snapshots) - Expose health ports (8080-8083) in docker-compose with healthchecks - Add numpy dependency to strategy-engine pyproject.toml
26 hoursfix: resolve lint issues and final integration fixesTheSiahxyz
- 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
27 hoursfeat(strategy): add Volume Profile strategyTheSiahxyz
27 hoursfeat(strategy): add Bollinger Bands strategyTheSiahxyz
27 hoursfeat(strategy): add VWAP strategyTheSiahxyz
27 hoursfeat(strategy): add MACD strategyTheSiahxyz
27 hoursfeat(strategy): add EMA Crossover strategyTheSiahxyz
27 hoursfeat(strategy): add warmup_period to BaseStrategy and YAML config loadingTheSiahxyz
27 hoursfeat(services): integrate structlog, healthcheck, metrics, and TelegramTheSiahxyz
Replace logging.basicConfig/getLogger with structlog setup_logging in all four service entry points. Add HealthCheckServer, ServiceMetrics, and TelegramNotifier initialization to each service. Update OrderExecutor to accept a notifier parameter and send order notifications. Add RedisBroker.ping() for health checks. Update executor tests with notifier=AsyncMock().
27 hoursfeat: initial trading platform implementationTheSiahxyz
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