97 lines
2.5 KiB
Python
97 lines
2.5 KiB
Python
"""Strategy module for trading strategy execution.
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This module provides strategy orchestration including:
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- Signal to order conversion
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- End-to-end strategy execution
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- Position management
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Issue #36: [STRAT-35] Signal to order converter
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Issue #37: [STRAT-36] Strategy executor - end-to-end orchestration
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Submodules:
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signal_to_order: Convert signals to executable orders
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Classes:
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Enums:
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- SignalType: Type of trading signal (buy, sell, hold)
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- SignalStrength: Strength of signal (strong, moderate, weak)
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- PositionSizingMethod: Position sizing method
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- StopLossType: Type of stop loss
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- TakeProfitType: Type of take profit
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- OrderValidationError: Order validation error types
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Data Classes:
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- TradingSignal: A trading signal from strategy
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- PositionSizingConfig: Position sizing configuration
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- StopLossConfig: Stop loss configuration
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- TakeProfitConfig: Take profit configuration
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- ConversionConfig: Signal to order conversion config
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- OrderValidationResult: Result of order validation
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- ConversionResult: Result of signal to order conversion
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Main Classes:
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- SignalToOrderConverter: Converts signals to orders
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Example:
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>>> from tradingagents.strategy import (
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... SignalToOrderConverter,
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... TradingSignal,
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... SignalType,
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... ConversionConfig,
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... )
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>>> from decimal import Decimal
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>>>
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>>> converter = SignalToOrderConverter(
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... portfolio_value=Decimal("100000"),
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... current_prices={"AAPL": Decimal("150.00")},
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... )
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>>>
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>>> signal = TradingSignal(
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... symbol="AAPL",
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... signal_type=SignalType.BUY,
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... )
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>>> result = converter.convert(signal)
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>>> if result.success:
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... print(f"Order: {result.order_request}")
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"""
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from .signal_to_order import (
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# Enums
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SignalType,
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SignalStrength,
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PositionSizingMethod,
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StopLossType,
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TakeProfitType,
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OrderValidationError,
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# Data Classes
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TradingSignal,
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PositionSizingConfig,
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StopLossConfig,
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TakeProfitConfig,
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ConversionConfig,
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OrderValidationResult,
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ConversionResult,
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# Main Class
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SignalToOrderConverter,
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)
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__all__ = [
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# Enums
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"SignalType",
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"SignalStrength",
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"PositionSizingMethod",
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"StopLossType",
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"TakeProfitType",
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"OrderValidationError",
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# Data Classes
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"TradingSignal",
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"PositionSizingConfig",
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"StopLossConfig",
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"TakeProfitConfig",
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"ConversionConfig",
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"OrderValidationResult",
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"ConversionResult",
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# Main Class
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"SignalToOrderConverter",
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]
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