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

src/strategies/technical/rsi_strategy.py

@@ -0,0 +1,67 @@
+"""RSI (Relative Strength Index) 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 RSIStrategy(BaseStrategy):
+    """RSI-based trading strategy."""
+    
+    def __init__(self, name: str, parameters: Optional[Dict[str, Any]] = None, timeframes: Optional[list] = None):
+        """Initialize RSI strategy.
+        
+        Parameters:
+            rsi_period: RSI period (default 14)
+            oversold: Oversold threshold (default 30)
+            overbought: Overbought threshold (default 70)
+        """
+        super().__init__(name, parameters, timeframes)
+        self.rsi_period = self.parameters.get('rsi_period', 14)
+        self.oversold = self.parameters.get('oversold', 30)
+        self.overbought = self.parameters.get('overbought', 70)
+        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 RSI."""
+        
+        # Add price to history
+        self._price_history.append(float(price))
+        if len(self._price_history) < self.rsi_period + 1:
+            return None
+        
+        # Calculate RSI
+        prices = pd.Series(self._price_history[-self.rsi_period-1:])
+        rsi = self.indicators.rsi(prices, self.rsi_period)
+        
+        if len(rsi) == 0:
+            return None
+        
+        current_rsi = rsi.iloc[-1]
+        
+        # Generate signals
+        if current_rsi < self.oversold:
+            return StrategySignal(
+                signal_type=SignalType.BUY,
+                symbol=symbol,
+                strength=1.0 - (current_rsi / self.oversold),
+                price=price,
+                metadata={'rsi': float(current_rsi)}
+            )
+        elif current_rsi > self.overbought:
+            return StrategySignal(
+                signal_type=SignalType.SELL,
+                symbol=symbol,
+                strength=(current_rsi - self.overbought) / (100 - self.overbought),
+                price=price,
+                metadata={'rsi': float(current_rsi)}
+            )
+        
+        return None
+    
+    def on_signal(self, signal: StrategySignal) -> Optional[StrategySignal]:
+        """Process signal."""
+        return signal if self.should_execute(signal) else None
+