110 lines
2.8 KiB
Python
110 lines
2.8 KiB
Python
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"""Seed default trading strategies.
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Inserts three strategies with equal initial weights (0.333 each):
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- momentum
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- mean_reversion
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- news_driven
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Usage:
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python -m scripts.seed_strategies
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"""
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from __future__ import annotations
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import asyncio
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import logging
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from sqlalchemy import select
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from shared.config import BaseConfig
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from shared.db import create_db
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from shared.models.trading import Strategy
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logger = logging.getLogger(__name__)
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# Default strategies to seed
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DEFAULT_STRATEGIES = [
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{
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"name": "momentum",
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"description": (
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"Buy when price crosses above N-period SMA with increasing volume; "
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"sell when it crosses below."
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),
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"current_weight": 0.333,
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"active": True,
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},
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{
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"name": "mean_reversion",
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"description": (
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"Buy when RSI < 30 (oversold); sell when RSI > 70 (overbought). "
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"Signal strength proportional to RSI extremity."
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),
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"current_weight": 0.333,
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"active": True,
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},
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{
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"name": "news_driven",
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"description": (
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"Buy on strong positive sentiment (score > 0.7, confidence > 0.6); "
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"sell on strong negative. Decay factor for stale news (> 4 hours)."
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),
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"current_weight": 0.333,
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"active": True,
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},
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]
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async def seed(database_url: str | None = None) -> None:
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"""Insert default strategies if they do not already exist.
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Parameters
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----------
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database_url:
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Override for the database URL. If ``None``, the default from
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:class:`~shared.config.BaseConfig` is used.
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"""
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config = BaseConfig()
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if database_url:
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config.database_url = database_url
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_engine, session_factory = create_db(config)
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async with session_factory() as session:
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for strategy_data in DEFAULT_STRATEGIES:
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# Check if the strategy already exists by name
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result = await session.execute(
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select(Strategy).where(Strategy.name == strategy_data["name"])
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)
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existing = result.scalar_one_or_none()
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if existing:
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logger.info(
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"Strategy '%s' already exists (weight=%.3f), skipping",
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existing.name,
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existing.current_weight,
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)
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continue
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strategy = Strategy(**strategy_data)
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session.add(strategy)
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logger.info(
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"Inserted strategy '%s' with weight %.3f",
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strategy_data["name"],
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strategy_data["current_weight"],
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)
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await session.commit()
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await _engine.dispose()
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logger.info("Strategy seeding complete")
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def main() -> None:
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"""CLI entry-point."""
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logging.basicConfig(level=logging.INFO)
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asyncio.run(seed())
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if __name__ == "__main__":
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main()
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