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)
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- 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
---
 .../strategy-engine/strategies/grid_strategy.py     | 21 ++++++++++++---------
 1 file changed, 12 insertions(+), 9 deletions(-)

(limited to 'services/strategy-engine/strategies/grid_strategy.py')

diff --git a/services/strategy-engine/strategies/grid_strategy.py b/services/strategy-engine/strategies/grid_strategy.py
index 07ccaba..283bfe5 100644
--- a/services/strategy-engine/strategies/grid_strategy.py
+++ b/services/strategy-engine/strategies/grid_strategy.py
@@ -40,9 +40,7 @@ class GridStrategy(BaseStrategy):
                 f"got lower={self._lower_price}, upper={self._upper_price}"
             )
         if self._exit_threshold_pct <= 0:
-            raise ValueError(
-                f"exit_threshold_pct must be > 0, got {self._exit_threshold_pct}"
-            )
+            raise ValueError(f"exit_threshold_pct must be > 0, got {self._exit_threshold_pct}")
         if self._grid_count < 2:
             raise ValueError(f"Grid grid_count must be >= 2, got {self._grid_count}")
         if self._quantity <= 0:
@@ -90,12 +88,17 @@ class GridStrategy(BaseStrategy):
                 if not self._out_of_range:
                     self._out_of_range = True
                     # Exit signal — close positions
-                    return self._apply_filters(Signal(
-                        strategy=self.name, symbol=candle.symbol,
-                        side=OrderSide.SELL, price=candle.close,
-                        quantity=self._quantity, conviction=0.8,
-                        reason=f"Grid: price {price:.2f} broke out of range [{self._grid_levels[0]:.2f}, {self._grid_levels[-1]:.2f}]",
-                    ))
+                    return self._apply_filters(
+                        Signal(
+                            strategy=self.name,
+                            symbol=candle.symbol,
+                            side=OrderSide.SELL,
+                            price=candle.close,
+                            quantity=self._quantity,
+                            conviction=0.8,
+                            reason=f"Grid: price {price:.2f} broke out of range [{self._grid_levels[0]:.2f}, {self._grid_levels[-1]:.2f}]",
+                        )
+                    )
                 return None  # Already out of range, no more signals
             else:
                 self._out_of_range = False
-- 
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