Implements comprehensive strategy execution framework:
- ExecutionStatus, RetryPolicy, ExecutionEvent enums
- RetryConfig, MonitoringConfig, ExecutorConfig dataclasses
- OrderExecution, ExecutionResult tracking classes
- StrategyExecutor main class
Features:
- Synchronous and asynchronous signal execution
- Signal to order conversion via SignalToOrderConverter
- Order submission with configurable retry logic
- Order monitoring with timeout handling
- Event-driven architecture with handler registration
- Comprehensive execution metrics and logging
- Dry run mode for testing
- Support for stop loss and take profit orders
- Position manager integration (optional)
- Cancel execution capability
- Execution summary generation
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
Implements comprehensive signal to order conversion framework:
- TradingSignal dataclass for BUY/SELL/HOLD signals
- SignalToOrderConverter main class
- Multiple position sizing methods (fixed, percent, risk-based, volatility)
- Configurable stop loss (fixed percent, ATR-based, trailing)
- Configurable take profit (fixed percent, R:R ratio)
Features:
- Signal strength multipliers (strong/moderate/weak)
- Confidence scaling for position sizes
- Order validation with detailed error reporting
- Lot size rounding
- Max position size limits
- Automatic stop loss and take profit orders
- Support for limit orders with configurable offset
- Batch signal conversion
- Integration with OrderRequest from broker_base
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
Andrew Kaszubski