trading/scripts/seed_strategies.py

"""Seed default trading strategies.

Inserts nine strategies with equal initial weights (~0.111 each):
  - momentum
  - mean_reversion
  - news_driven
  - value
  - macd_crossover
  - bollinger_breakout
  - vwap
  - liquidity
  - ma_stack

Usage:
    python -m scripts.seed_strategies
"""

from __future__ import annotations

import asyncio
import logging

from sqlalchemy import select

from shared.config import BaseConfig
from shared.db import create_db
from shared.models.trading import Strategy

logger = logging.getLogger(__name__)

# Default strategies to seed
DEFAULT_STRATEGIES = [
    {
        "name": "momentum",
        "description": (
            "Buy when price crosses above N-period SMA with increasing volume; "
            "sell when it crosses below."
        ),
        "current_weight": 0.111,
        "active": True,
    },
    {
        "name": "mean_reversion",
        "description": (
            "Buy when RSI < 30 (oversold); sell when RSI > 70 (overbought). "
            "Signal strength proportional to RSI extremity."
        ),
        "current_weight": 0.111,
        "active": True,
    },
    {
        "name": "news_driven",
        "description": (
            "Buy on strong positive sentiment (score > 0.7, confidence > 0.6); "
            "sell on strong negative. Decay factor for stale news (> 4 hours)."
        ),
        "current_weight": 0.111,
        "active": True,
    },
    {
        "name": "value",
        "description": (
            "Fundamental valuation: LONG when PEG < 1.0 and P/E < 25 with positive "
            "EPS growth; SHORT when PEG > 3.0 or P/E > 50 with negative growth."
        ),
        "current_weight": 0.111,
        "active": True,
    },
    {
        "name": "macd_crossover",
        "description": (
            "MACD/signal line crossover: LONG on bullish crossover (MACD crosses above "
            "signal), SHORT on bearish. Strength from histogram magnitude."
        ),
        "current_weight": 0.111,
        "active": True,
    },
    {
        "name": "bollinger_breakout",
        "description": (
            "Bollinger Band breakout: LONG on upper band break with high volume (momentum) "
            "or below lower band (mean reversion). SHORT on failed breakout."
        ),
        "current_weight": 0.111,
        "active": True,
    },
    {
        "name": "vwap",
        "description": (
            "VWAP crossover: LONG when price crosses above VWAP with increasing volume, "
            "SHORT when below."
        ),
        "current_weight": 0.111,
        "active": True,
    },
    {
        "name": "liquidity",
        "description": (
            "Volume-based: LONG on high relative volume (>2x) with rising price, "
            "SHORT on high volume with falling price or bearish divergence."
        ),
        "current_weight": 0.112,
        "active": True,
    },
    {
        "name": "ma_stack",
        "description": (
            "Moving average alignment: LONG when price > EMA-9 > EMA-21 > SMA-50 > "
            "SMA-200 (full bull stack). Golden/death cross detection."
        ),
        "current_weight": 0.111,
        "active": True,
    },
]


async def seed(database_url: str | None = None) -> None:
    """Insert default strategies if they do not already exist.

    Parameters
    ----------
    database_url:
        Override for the database URL.  If ``None``, the default from
        :class:`~shared.config.BaseConfig` is used.
    """
    config = BaseConfig()
    if database_url:
        config.database_url = database_url

    _engine, session_factory = create_db(config)

    async with session_factory() as session:
        for strategy_data in DEFAULT_STRATEGIES:
            # Check if the strategy already exists by name
            result = await session.execute(
                select(Strategy).where(Strategy.name == strategy_data["name"])
            )
            existing = result.scalar_one_or_none()

            if existing:
                logger.info(
                    "Strategy '%s' already exists (weight=%.3f), skipping",
                    existing.name,
                    existing.current_weight,
                )
                continue

            strategy = Strategy(**strategy_data)
            session.add(strategy)
            logger.info(
                "Inserted strategy '%s' with weight %.3f",
                strategy_data["name"],
                strategy_data["current_weight"],
            )

        await session.commit()

    await _engine.dispose()
    logger.info("Strategy seeding complete")


def main() -> None:
    """CLI entry-point."""
    logging.basicConfig(level=logging.INFO)
    asyncio.run(seed())


if __name__ == "__main__":
    main()