6c7eed7580
Fresh history cut from cynarAI/evoo antigravity-handoff/project-timeline (Voice First + project timeline). Brand docs/titles as evOo; keep @rakazo/* packages as tech debt. Excludes node_modules, caches, secrets, voice blobs.
49 lines
1.7 KiB
Python
49 lines
1.7 KiB
Python
"""
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Apex Momentum Strategy Module (Alpha-1)
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Calculates breakout and trend-following signals.
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"""
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from typing import List, Dict, Any, Optional
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class MomentumStrategy:
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def __init__(self, params: Optional[Dict[str, Any]] = None):
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self.params = params or {}
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self.lookback = self.params.get("lookback_period", 20)
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self.rsi_oversold = self.params.get("rsi_oversold", 32)
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self.rsi_overbought = self.params.get("rsi_overbought", 68)
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def generate_signal(self, symbol: str, prices: List[float], volume: List[float]) -> Optional[Dict[str, Any]]:
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"""
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Evaluates recent tick series and outputs a trading signal if criteria are satisfied.
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"""
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if len(prices) < self.lookback:
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return None
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recent_window = prices[-self.lookback:]
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current_price = prices[-1]
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sma = sum(recent_window) / len(recent_window)
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# Simple momentum breakout check
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if current_price > sma * 1.015:
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return {
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"symbol": symbol,
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"action": "BUY",
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"price": current_price,
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"strategy": "Alpha-1:Momentum",
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"risk_percent": 0.35,
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"stop_loss": current_price * 0.985,
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"take_profit": current_price * 1.045
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}
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elif current_price < sma * 0.985:
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return {
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"symbol": symbol,
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"action": "SELL",
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"price": current_price,
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"strategy": "Alpha-1:Momentum",
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"risk_percent": 0.35,
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"stop_loss": current_price * 1.015,
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"take_profit": current_price * 0.955
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}
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return None
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