trading/shared/strategies/news_driven.py

73 lines
2.3 KiB
Python

"""News-driven trading strategy.
Buy on strong positive sentiment (score > 0.7, confidence > 0.6),
sell on strong negative sentiment. Signal strength is the product
of sentiment score and confidence, with a decay factor for stale news.
"""
from __future__ import annotations
from datetime import datetime, timezone
from shared.schemas.trading import MarketSnapshot, SentimentContext, SignalDirection, TradeSignal
from shared.strategies.base import BaseStrategy
class NewsDrivenStrategy(BaseStrategy):
"""Sentiment-based strategy driven by scored news articles."""
name: str = "news_driven"
def __init__(
self,
positive_threshold: float = 0.7,
negative_threshold: float = -0.7,
min_confidence: float = 0.6,
min_articles: int = 1,
) -> None:
self.positive_threshold = positive_threshold
self.negative_threshold = negative_threshold
self.min_confidence = min_confidence
self.min_articles = min_articles
async def evaluate(
self,
ticker: str,
market: MarketSnapshot,
sentiment: SentimentContext | None = None,
) -> TradeSignal | None:
"""Generate a signal based on aggregated news sentiment."""
if sentiment is None:
return None
if sentiment.article_count < self.min_articles:
return None
if sentiment.avg_confidence < self.min_confidence:
return None
score = sentiment.avg_score
if score > self.positive_threshold:
direction = SignalDirection.LONG
elif score < self.negative_threshold:
direction = SignalDirection.SHORT
else:
return None
# Strength = |score| * confidence (both in [0, 1])
strength = abs(score) * sentiment.avg_confidence
strength = min(max(strength, 0.0), 1.0)
return TradeSignal(
ticker=ticker,
direction=direction,
strength=round(strength, 4),
strategy_sources=[self.name],
sentiment_context={
"avg_score": sentiment.avg_score,
"article_count": sentiment.article_count,
"avg_confidence": sentiment.avg_confidence,
},
timestamp=datetime.now(timezone.utc),
)