d36ae40df1
- Point Ollama to local instance via host.docker.internal, use gemma3 model - Remove Docker Ollama service (using host's Ollama instead) - Add company-name-to-ticker mapping (Apple→AAPL, Tesla→TSLA, etc.) for RSS articles - Lower signal thresholds for faster feedback with paper trading: - FinBERT confidence: 0.6→0.4, signal strength: 0.3→0.15 - News strategy: article_count 2→1, confidence 0.5→0.3, score ±0.3→±0.15 - Fix market data BarSet access bug (BarSet.__contains__ returns False incorrectly) - Fix market data SIP feed error by switching to IEX feed for free Alpaca accounts - Fix nginx proxy routing for /api/auth/* to api-gateway /auth/* - Add seed_sample_data script - Update tests for new thresholds and alpaca mock modules
60 lines
1.7 KiB
Python
60 lines
1.7 KiB
Python
"""News-driven strategy — trade on aggregated news sentiment."""
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from datetime import datetime, timezone
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from shared.schemas.trading import MarketSnapshot, SentimentContext, SignalDirection, TradeSignal
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from shared.strategies.base import BaseStrategy
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class NewsDrivenStrategy(BaseStrategy):
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"""Generate signals from aggregated news sentiment for a ticker.
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**Buy signal** (LONG):
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``avg_score > 0.15`` AND ``avg_confidence > 0.3`` AND
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``article_count >= 1``.
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**Sell signal** (SHORT):
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``avg_score < -0.15`` AND ``avg_confidence > 0.3`` AND
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``article_count >= 1``.
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Signal strength = ``abs(avg_score) * avg_confidence``, clamped to
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[0, 1].
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"""
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name: str = "news_driven"
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async def evaluate(
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self,
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ticker: str,
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market: MarketSnapshot,
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sentiment: SentimentContext | None = None,
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) -> TradeSignal | None:
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if sentiment is None:
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return None
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# Require at least 1 article.
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if sentiment.article_count < 1:
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return None
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# Require minimum confidence.
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if sentiment.avg_confidence <= 0.3:
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return None
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if sentiment.avg_score > 0.15:
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direction = SignalDirection.LONG
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elif sentiment.avg_score < -0.15:
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direction = SignalDirection.SHORT
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else:
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# Sentiment is neutral — no opinion.
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return None
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raw_strength = abs(sentiment.avg_score) * sentiment.avg_confidence
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strength = max(0.0, min(1.0, raw_strength))
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return TradeSignal(
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ticker=ticker,
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direction=direction,
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strength=strength,
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strategy_sources=[self.name],
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timestamp=datetime.now(tz=timezone.utc),
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)
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