From b9d21e2e2f7ae096c2f8a01bb142a685683b5b90 Mon Sep 17 00:00:00 2001 From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> Date: Thu, 2 Apr 2026 09:44:43 +0900 Subject: feat: add market sentiment filters (Fear & Greed, CryptoPanic, CryptoQuant) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - 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 --- services/strategy-engine/strategies/combined_strategy.py | 12 +++++++++--- 1 file changed, 9 insertions(+), 3 deletions(-) (limited to 'services/strategy-engine/strategies/combined_strategy.py') diff --git a/services/strategy-engine/strategies/combined_strategy.py b/services/strategy-engine/strategies/combined_strategy.py index 907d9c5..ba92485 100644 --- a/services/strategy-engine/strategies/combined_strategy.py +++ b/services/strategy-engine/strategies/combined_strategy.py @@ -53,7 +53,9 @@ class CombinedStrategy(BaseStrategy): self._trade_history[strategy_name].append(is_win) # Keep only last N results if len(self._trade_history[strategy_name]) > self._history_window: - self._trade_history[strategy_name] = self._trade_history[strategy_name][-self._history_window:] + self._trade_history[strategy_name] = self._trade_history[strategy_name][ + -self._history_window : + ] def _get_adaptive_weight(self, strategy_name: str, base_weight: float) -> float: """Get weight adjusted by recent performance.""" @@ -90,10 +92,14 @@ class CombinedStrategy(BaseStrategy): effective_weight = self._get_adaptive_weight(strategy.name, weight) if signal.side == OrderSide.BUY: score += effective_weight * signal.conviction - reasons.append(f"{strategy.name}:BUY({effective_weight}*{signal.conviction:.2f})") + reasons.append( + f"{strategy.name}:BUY({effective_weight}*{signal.conviction:.2f})" + ) elif signal.side == OrderSide.SELL: score -= effective_weight * signal.conviction - reasons.append(f"{strategy.name}:SELL({effective_weight}*{signal.conviction:.2f})") + reasons.append( + f"{strategy.name}:SELL({effective_weight}*{signal.conviction:.2f})" + ) normalized = score / total_weight # Range: -1.0 to 1.0 -- cgit v1.2.3