// Trading module placeholder // This would contain Nautilus Trader strategy integration use serde::{Deserialize, Serialize}; #[derive(Debug, Clone, Serialize, Deserialize)] pub struct StrategyConfig { pub name: String, pub symbols: Vec, pub capital: f64, pub risk_per_trade: f64, pub max_positions: usize, } impl Default for StrategyConfig { fn default() -> Self { Self { name: "RapidAgentStrategy".to_string(), symbols: vec![ "BTCUSDT".to_string(), "ETHUSDT".to_string(), "SOLUSDT".to_string(), ], capital: 10000.0, risk_per_trade: 0.02, max_positions: 3, } } } pub struct TradingStrategy { config: StrategyConfig, } impl TradingStrategy { pub fn new(config: StrategyConfig) -> Self { Self { config } } pub fn should_entry(&self, symbol: &str, rsi: f64, trend: &str) -> bool { if rsi < 30.0 && trend == "bullish" { return true; } if rsi < 40.0 && trend == "bullish" { return true; } false } pub fn should_exit(&self, symbol: &str, rsi: f64, pnl_percent: f64) -> bool { if rsi > 70.0 { return true; } if pnl_percent >= self.config.risk_per_trade * 5.0 { return true; } if pnl_percent <= -self.config.risk_per_trade * 2.0 { return true; } false } pub fn calculate_position_size(&self, capital: f64, entry: f64, stop_loss: f64) -> f64 { let risk_amount = capital * self.config.risk_per_trade; let risk_per_unit = (entry - stop_loss).abs() / entry; risk_amount / risk_per_unit } }