Local changes: Updated model training, removed debug instrumentation, and configuration improvements

src/strategies/technical/moving_avg_strategy.py

@@ -0,0 +1,79 @@
+"""Moving Average Crossover strategy."""
+
+import pandas as pd
+from decimal import Decimal
+from typing import Optional, Dict, Any
+from src.strategies.base import BaseStrategy, StrategySignal, SignalType
+from src.data.indicators import get_indicators
+
+class MovingAverageStrategy(BaseStrategy):
+    """Moving average crossover strategy."""
+    
+    def __init__(self, name: str, parameters: Optional[Dict[str, Any]] = None, timeframes: Optional[list] = None):
+        """Initialize moving average strategy.
+        
+        Parameters:
+            fast_period: Fast MA period (default 10)
+            slow_period: Slow MA period (default 30)
+            ma_type: MA type - 'sma' or 'ema' (default 'ema')
+        """
+        super().__init__(name, parameters, timeframes)
+        self.fast_period = self.parameters.get('fast_period', 10)
+        self.slow_period = self.parameters.get('slow_period', 30)
+        self.ma_type = self.parameters.get('ma_type', 'ema')
+        self.indicators = get_indicators()
+        self._price_history = []
+    
+    async def on_tick(self, symbol: str, price: Decimal, timeframe: str, data: Dict[str, Any]) -> Optional[StrategySignal]:
+        """Generate signal based on MA crossover."""
+        
+        
+        # Add price to history
+        self._price_history.append(float(price))
+        if len(self._price_history) < self.slow_period + 1:
+            return None
+        
+        # Calculate MAs
+        prices = pd.Series(self._price_history[-self.slow_period-1:])
+        
+        if self.ma_type == 'sma':
+            fast_ma = self.indicators.sma(prices, self.fast_period)
+            slow_ma = self.indicators.sma(prices, self.slow_period)
+        else:
+            fast_ma = self.indicators.ema(prices, self.fast_period)
+            slow_ma = self.indicators.ema(prices, self.slow_period)
+        
+        if len(fast_ma) < 2 or len(slow_ma) < 2:
+            return None
+        
+        # Check for crossover
+        fast_current = fast_ma.iloc[-1]
+        fast_prev = fast_ma.iloc[-2]
+        slow_current = slow_ma.iloc[-1]
+        slow_prev = slow_ma.iloc[-2]
+        
+        # Bullish crossover
+        if fast_prev <= slow_prev and fast_current > slow_current:
+            return StrategySignal(
+                signal_type=SignalType.BUY,
+                symbol=symbol,
+                strength=min(1.0, (fast_current - slow_current) / slow_current),
+                price=price,
+                metadata={'fast_ma': float(fast_current), 'slow_ma': float(slow_current)}
+            )
+        # Bearish crossover
+        elif fast_prev >= slow_prev and fast_current < slow_current:
+            return StrategySignal(
+                signal_type=SignalType.SELL,
+                symbol=symbol,
+                strength=min(1.0, (slow_current - fast_current) / slow_current),
+                price=price,
+                metadata={'fast_ma': float(fast_current), 'slow_ma': float(slow_current)}
+            )
+        
+        return None
+    
+    def on_signal(self, signal: StrategySignal) -> Optional[StrategySignal]:
+        """Process signal."""
+        return signal if self.should_execute(signal) else None
+