| """
|
| strategy/base.py — Abstract strategy interface.
|
| All strategies must implement generate_signal().
|
| """
|
| from __future__ import annotations
|
|
|
| from abc import ABC, abstractmethod
|
|
|
| import pandas as pd
|
|
|
| from contracts import TechnicalScore, PriceTarget
|
|
|
|
|
| class Strategy(ABC):
|
| """Abstract base class for all trading strategies."""
|
|
|
| name: str = "base"
|
|
|
| @abstractmethod
|
| def generate_signal(
|
| self,
|
| symbol: str,
|
| df_5m: pd.DataFrame,
|
| df_1h: pd.DataFrame | None = None,
|
| df_1d: pd.DataFrame | None = None,
|
| open_positions: dict[str, str] | None = None,
|
| corr_matrix: pd.DataFrame | None = None,
|
| ) -> tuple[TechnicalScore, PriceTarget]:
|
| """Generate a technical signal and price target for a symbol.
|
|
|
| Args:
|
| symbol: Stock symbol
|
| df_5m: 5-minute OHLCV bars
|
| df_1h: 1-hour OHLCV bars (optional, for multi-timeframe)
|
| df_1d: Daily OHLCV bars (optional, for trend filter)
|
| open_positions: {symbol: "buy"|"sell"} of open positions
|
| corr_matrix: Correlation matrix for guard
|
|
|
| Returns: (TechnicalScore, PriceTarget)
|
| """
|
|
|
