""" Apex Momentum Strategy Module (Alpha-1) Calculates breakout and trend-following signals. """ from typing import List, Dict, Any, Optional class MomentumStrategy: def __init__(self, params: Optional[Dict[str, Any]] = None): self.params = params or {} self.lookback = self.params.get("lookback_period", 20) self.rsi_oversold = self.params.get("rsi_oversold", 32) self.rsi_overbought = self.params.get("rsi_overbought", 68) def generate_signal(self, symbol: str, prices: List[float], volume: List[float]) -> Optional[Dict[str, Any]]: """ Evaluates recent tick series and outputs a trading signal if criteria are satisfied. """ if len(prices) < self.lookback: return None recent_window = prices[-self.lookback:] current_price = prices[-1] sma = sum(recent_window) / len(recent_window) # Simple momentum breakout check if current_price > sma * 1.015: return { "symbol": symbol, "action": "BUY", "price": current_price, "strategy": "Alpha-1:Momentum", "risk_percent": 0.35, "stop_loss": current_price * 0.985, "take_profit": current_price * 1.045 } elif current_price < sma * 0.985: return { "symbol": symbol, "action": "SELL", "price": current_price, "strategy": "Alpha-1:Momentum", "risk_percent": 0.35, "stop_loss": current_price * 1.015, "take_profit": current_price * 0.955 } return None