From 380b8c079a9f92ece128ecccdff6c62fdef8f3b2 Mon Sep 17 00:00:00 2001
From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>
Date: Wed, 1 Apr 2026 16:14:11 +0900
Subject: feat(strategy): add warmup_period to BaseStrategy and YAML config
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---
 services/strategy-engine/strategies/base.py                   | 5 +++++
 services/strategy-engine/strategies/config/grid_strategy.yaml | 4 ++++
 services/strategy-engine/strategies/config/rsi_strategy.yaml  | 4 ++++
 services/strategy-engine/strategies/grid_strategy.py          | 4 ++++
 services/strategy-engine/strategies/rsi_strategy.py           | 4 ++++
 5 files changed, 21 insertions(+)
 create mode 100644 services/strategy-engine/strategies/config/grid_strategy.yaml
 create mode 100644 services/strategy-engine/strategies/config/rsi_strategy.yaml

(limited to 'services/strategy-engine/strategies')

diff --git a/services/strategy-engine/strategies/base.py b/services/strategy-engine/strategies/base.py
index 06101d0..fdf49ed 100644
--- a/services/strategy-engine/strategies/base.py
+++ b/services/strategy-engine/strategies/base.py
@@ -5,6 +5,11 @@ from shared.models import Candle, Signal
 class BaseStrategy(ABC):
     name: str = "base"
 
+    @property
+    @abstractmethod
+    def warmup_period(self) -> int:
+        pass
+
     @abstractmethod
     def on_candle(self, candle: Candle) -> Signal | None:
         pass
diff --git a/services/strategy-engine/strategies/config/grid_strategy.yaml b/services/strategy-engine/strategies/config/grid_strategy.yaml
new file mode 100644
index 0000000..607f3df
--- /dev/null
+++ b/services/strategy-engine/strategies/config/grid_strategy.yaml
@@ -0,0 +1,4 @@
+lower_price: 60000
+upper_price: 70000
+grid_count: 5
+quantity: "0.01"
diff --git a/services/strategy-engine/strategies/config/rsi_strategy.yaml b/services/strategy-engine/strategies/config/rsi_strategy.yaml
new file mode 100644
index 0000000..8b287a1
--- /dev/null
+++ b/services/strategy-engine/strategies/config/rsi_strategy.yaml
@@ -0,0 +1,4 @@
+period: 14
+oversold: 30
+overbought: 70
+quantity: "0.01"
diff --git a/services/strategy-engine/strategies/grid_strategy.py b/services/strategy-engine/strategies/grid_strategy.py
index f669f09..78e2703 100644
--- a/services/strategy-engine/strategies/grid_strategy.py
+++ b/services/strategy-engine/strategies/grid_strategy.py
@@ -18,6 +18,10 @@ class GridStrategy(BaseStrategy):
         self._grid_levels: list[float] = []
         self._last_zone: Optional[int] = None
 
+    @property
+    def warmup_period(self) -> int:
+        return 2
+
     def configure(self, params: dict) -> None:
         self._lower_price = float(params["lower_price"])
         self._upper_price = float(params["upper_price"])
diff --git a/services/strategy-engine/strategies/rsi_strategy.py b/services/strategy-engine/strategies/rsi_strategy.py
index aebbafc..c37957d 100644
--- a/services/strategy-engine/strategies/rsi_strategy.py
+++ b/services/strategy-engine/strategies/rsi_strategy.py
@@ -34,6 +34,10 @@ class RsiStrategy(BaseStrategy):
         self._overbought: float = 70.0
         self._quantity: Decimal = Decimal("0.01")
 
+    @property
+    def warmup_period(self) -> int:
+        return self._period + 1
+
     def configure(self, params: dict) -> None:
         self._period = int(params.get("period", 14))
         self._oversold = float(params.get("oversold", 30))
-- 
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