cyqnt-trd 0.1.9.dev0__tar.gz → 0.1.9.dev2__tar.gz

{cyqnt_trd-0.1.9.dev0/cyqnt_trd.egg-info → cyqnt_trd-0.1.9.dev2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: cyqnt-trd
-Version: 0.1.9.dev0
+Version: 0.1.9.dev2
 Summary: A cryptocurrency trading toolkit centered on the standard_bot backtesting, paper signal, and execution workflow
 Author-email: Haowen Wang <wanghw@zju.edu.cn>
 License-Expression: MIT
@@ -14,27 +14,30 @@ Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.8
 Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
 Classifier: Topic :: Office/Business :: Financial :: Investment
-Requires-Python: <3.11,>=3.8
+Requires-Python: <3.12,>=3.8
 Description-Content-Type: text/markdown
 License-File: LICENSE
-Requires-Dist: pandas>=2.2.0
-Requires-Dist: numpy<1.25.0,>=1.23.0
-Requires-Dist: polars<2.0,>=1.0
-Requires-Dist: numba<0.62,>=0.60
-Requires-Dist: pyarrow>=16.1.0
-Requires-Dist: matplotlib<3.8.0,>=3.5.0
-Requires-Dist: scipy<1.11.0,>=1.9.0
-Requires-Dist: requests>=2.32.0
-Requires-Dist: binance-sdk-spot
-Requires-Dist: binance-sdk-derivatives-trading-usds-futures
-Requires-Dist: binance-sdk-algo
-Requires-Dist: binance-common
+Requires-Dist: pandas==2.3.3
+Requires-Dist: numpy==1.24.4
+Requires-Dist: polars==1.0.0
+Requires-Dist: numba==0.60.0
+Requires-Dist: pyarrow==21.0.0
+Requires-Dist: matplotlib==3.7.5
+Requires-Dist: scipy==1.10.1
+Requires-Dist: requests==2.32.5
+Requires-Dist: binance-sdk-spot==8.2.1
+Requires-Dist: binance-sdk-derivatives-trading-usds-futures==10.0.1
+Requires-Dist: binance-sdk-algo==2.6.0
+Requires-Dist: binance-common==3.8.0
 Provides-Extra: dev
 Requires-Dist: pytest>=8.0.0; extra == "dev"
 Requires-Dist: pytest-cov<5.0.0,>=4.0.0; extra == "dev"
 Requires-Dist: black<24.0.0,>=22.0.0; extra == "dev"
 Requires-Dist: ruff<0.2.0,>=0.1.0; extra == "dev"
+Provides-Extra: market-data
+Requires-Dist: yfinance>=0.2.38; extra == "market-data"
 Dynamic: license-file
 
 # cyqnt-trd
@@ -59,6 +62,25 @@ The current recommended path is:
 pip install cyqnt-trd
 ```
 
+The package supports Python `>=3.8,<3.12`, which includes Binance AI's Python `3.11.2`.
+
+For HTTPS requests, `cyqnt-trd` resolves the CA bundle in this order:
+
+1. `REQUESTS_CA_BUNDLE`
+2. `SSL_CERT_FILE`
+3. `CURL_CA_BUNDLE`
+4. Linux system CA bundle: `/etc/ssl/certs/ca-certificates.crt`
+5. `certifi`
+6. `requests` default verification behavior
+
+For special Linux deployments where Binance endpoints are signed by an internal CA that exists only in the
+system trust store, set the deployment CA bundle via environment variables, for example:
+
+```bash
+export REQUESTS_CA_BUNDLE=/etc/ssl/certs/ca-certificates.crt
+export SSL_CERT_FILE=/etc/ssl/certs/ca-certificates.crt
+```
+
 ### For development
 
 ```bash
@@ -152,17 +174,18 @@ The `standard_bot` mainline currently includes Numba-backed support for:
 
 Key dependencies include:
 
-- `pandas>=2.2.0`
-- `polars>=1.0,<2.0`
-- `numba>=0.60,<0.62`
-- `pyarrow>=16.1.0`
-- `requests>=2.32.0`
+- `pandas==2.3.3`
+- `polars==1.0.0`
+- `numba==0.60.0`
+- `pyarrow==21.0.0`
+- `requests==2.32.5`
 
 Binance SDK dependencies:
 
-- `binance-sdk-spot`
-- `binance-sdk-derivatives-trading-usds-futures`
-- `binance-sdk-algo`
+- `binance-sdk-spot==8.2.1`
+- `binance-sdk-derivatives-trading-usds-futures==10.0.1`
+- `binance-sdk-algo==2.6.0`
+- `binance-common==3.8.0`
 - `binance-common`
 
 ## License

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/README.md

@@ -20,6 +20,25 @@ The current recommended path is:
 pip install cyqnt-trd
 ```
 
+The package supports Python `>=3.8,<3.12`, which includes Binance AI's Python `3.11.2`.
+
+For HTTPS requests, `cyqnt-trd` resolves the CA bundle in this order:
+
+1. `REQUESTS_CA_BUNDLE`
+2. `SSL_CERT_FILE`
+3. `CURL_CA_BUNDLE`
+4. Linux system CA bundle: `/etc/ssl/certs/ca-certificates.crt`
+5. `certifi`
+6. `requests` default verification behavior
+
+For special Linux deployments where Binance endpoints are signed by an internal CA that exists only in the
+system trust store, set the deployment CA bundle via environment variables, for example:
+
+```bash
+export REQUESTS_CA_BUNDLE=/etc/ssl/certs/ca-certificates.crt
+export SSL_CERT_FILE=/etc/ssl/certs/ca-certificates.crt
+```
+
 ### For development
 
 ```bash
@@ -113,17 +132,18 @@ The `standard_bot` mainline currently includes Numba-backed support for:
 
 Key dependencies include:
 
-- `pandas>=2.2.0`
-- `polars>=1.0,<2.0`
-- `numba>=0.60,<0.62`
-- `pyarrow>=16.1.0`
-- `requests>=2.32.0`
+- `pandas==2.3.3`
+- `polars==1.0.0`
+- `numba==0.60.0`
+- `pyarrow==21.0.0`
+- `requests==2.32.5`
 
 Binance SDK dependencies:
 
-- `binance-sdk-spot`
-- `binance-sdk-derivatives-trading-usds-futures`
-- `binance-sdk-algo`
+- `binance-sdk-spot==8.2.1`
+- `binance-sdk-derivatives-trading-usds-futures==10.0.1`
+- `binance-sdk-algo==2.6.0`
+- `binance-common==3.8.0`
 - `binance-common`
 
 ## License

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/cyqnt_trd/__init__.py

@@ -9,7 +9,7 @@ Cyqnt Trading Package
 - backtesting: 回测框架，支持因子测试和策略回测
 """
 
-__version__ = "0.1.9.dev"
+__version__ = "0.1.9.dev2"
 
 _OPTIONAL_IMPORT_ERRORS = {}
 

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/cyqnt_trd/get_data/get_trending_data.py

@@ -768,4 +768,3 @@ if __name__ == "__main__":
     #     limit=100,
     #     output_dir="data"
     # )
-

cyqnt_trd-0.1.9.dev2/cyqnt_trd/standard_bot/data/_ssl_utils.py

@@ -0,0 +1,39 @@
+"""
+Helpers for resolving the CA bundle used by outbound HTTPS requests.
+"""
+
+from __future__ import annotations
+
+import os
+from pathlib import Path
+from typing import Union
+
+
+_LINUX_SYSTEM_CA = "/etc/ssl/certs/ca-certificates.crt"
+
+
+def resolve_ca_bundle() -> Union[str, bool]:
+    """
+    Resolve the CA bundle for HTTPS requests.
+
+    Resolution order:
+    1. Explicit deployment environment variables
+    2. Linux system CA bundle
+    3. certifi bundle when available
+    4. requests default verification behavior
+    """
+
+    for env_var in ("REQUESTS_CA_BUNDLE", "SSL_CERT_FILE", "CURL_CA_BUNDLE"):
+        value = os.environ.get(env_var, "").strip()
+        if value and Path(value).exists():
+            return value
+
+    if Path(_LINUX_SYSTEM_CA).exists():
+        return _LINUX_SYSTEM_CA
+
+    try:
+        import certifi
+
+        return certifi.where()
+    except ImportError:  # pragma: no cover - depends on environment packaging
+        return True

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/cyqnt_trd/standard_bot/data/adapters.py

@@ -13,6 +13,7 @@ from typing import Dict, List, Optional
 import requests
 
 from ..core import Bar, BundleMeta, MarketBundle, MarketQuery
+from ._ssl_utils import resolve_ca_bundle
 
 
 _SPOT_KLINES_URL = "https://api.binance.com/api/v3/uiKlines"
@@ -87,7 +88,12 @@ class BinanceRestMarketDataAdapter:
         if market_query.time_range.end_ts is not None:
             params["endTime"] = int(market_query.time_range.end_ts)
 
-        response = requests.get(self.base_url, params=params, timeout=self.timeout)
+        response = requests.get(
+            self.base_url,
+            params=params,
+            timeout=self.timeout,
+            verify=resolve_ca_bundle(),
+        )
         response.raise_for_status()
         return response.json()
 

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/cyqnt_trd/standard_bot/data/downloader.py

@@ -14,6 +14,7 @@ import requests
 
 from .alignment import timeframe_to_ms
 from .historical import build_history_path, ensure_pyarrow_available
+from ._ssl_utils import resolve_ca_bundle
 from .adapters import _FUTURES_KLINES_URL, _SPOT_KLINES_URL
 
 try:
@@ -179,6 +180,11 @@ class HistoricalBinanceDownloader:
             "limit": int(self.chunk_limit),
         }
         session = self.session or requests
-        response = session.get(self.base_url, params=params, timeout=self.timeout)
+        response = session.get(
+            self.base_url,
+            params=params,
+            timeout=self.timeout,
+            verify=resolve_ca_bundle(),
+        )
         response.raise_for_status()
         return response.json()

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/cyqnt_trd/standard_bot/data/historical.py

@@ -27,7 +27,7 @@ except ImportError:  # pragma: no cover - exercised in environments without pyar
     pq = None
 
 
-SUPPORTED_RESAMPLE_TIMEFRAMES = {"5m", "1h"}
+SUPPORTED_RESAMPLE_TIMEFRAMES = {"5m", "15m", "1h"}
 PARQUET_COLUMNS = [
     "open_time",
     "close_time",

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/cyqnt_trd/standard_bot/entrypoints/common.py

@@ -72,6 +72,10 @@ def build_market_data_adapter(
     )
 
 
+def infer_contract_multiplier(*, market_type: str, symbol: str) -> float:
+    return 1.0
+
+
 def build_strategy_pipeline(
     *,
     strategy: str,
@@ -87,6 +91,17 @@ def build_strategy_pipeline(
     overbought: float,
     donchian_window: int = 20,
     breakout_buffer_bps: float = 0.0,
+    adx_period: int = 14,
+    adx_threshold: float = 25.0,
+    atr_ma_period: int = 20,
+    atr_period: int = 14,
+    atr_multiplier: float = 2.0,
+    bollinger_period: int = 20,
+    bollinger_stddev_multiplier: float = 2.0,
+    macd_fast_period: int = 12,
+    macd_slow_period: int = 26,
+    macd_signal_period: int = 9,
+    macd_histogram_threshold: float = 0.0,
     primary_ma_period: int = 20,
     reference_ma_period: int = 20,
     spread_threshold_bps: float = 0.0,
@@ -133,6 +148,49 @@ def build_strategy_pipeline(
                 "breakout_buffer_bps": breakout_buffer_bps,
             },
         }
+    elif strategy == "adx_trend_strength":
+        plugin_spec = {
+            "plugin_id": "adx_trend_strength",
+            "config": {
+                "instrument_id": symbol,
+                "timeframe": interval,
+                "period": adx_period,
+                "adx_threshold": adx_threshold,
+            },
+        }
+    elif strategy == "atr_breakout":
+        plugin_spec = {
+            "plugin_id": "atr_breakout",
+            "config": {
+                "instrument_id": symbol,
+                "timeframe": interval,
+                "ma_period": atr_ma_period,
+                "atr_period": atr_period,
+                "atr_multiplier": atr_multiplier,
+            },
+        }
+    elif strategy == "bollinger_mean_reversion":
+        plugin_spec = {
+            "plugin_id": "bollinger_mean_reversion",
+            "config": {
+                "instrument_id": symbol,
+                "timeframe": interval,
+                "period": bollinger_period,
+                "stddev_multiplier": bollinger_stddev_multiplier,
+            },
+        }
+    elif strategy == "macd_trend_follow":
+        plugin_spec = {
+            "plugin_id": "macd_trend_follow",
+            "config": {
+                "instrument_id": symbol,
+                "timeframe": interval,
+                "fast_period": macd_fast_period,
+                "slow_period": macd_slow_period,
+                "signal_period": macd_signal_period,
+                "histogram_threshold": macd_histogram_threshold,
+            },
+        }
     elif strategy == "multi_timeframe_ma_spread":
         plugin_spec = {
             "plugin_id": "multi_timeframe_ma_spread",

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/cyqnt_trd/standard_bot/entrypoints/mvp_backtest.py

@@ -17,6 +17,7 @@ from .common import (
     build_market_data_adapter,
     build_strategy_pipeline,
     build_time_range,
+    infer_contract_multiplier,
     make_registry,
 )
 from ..simulation import NumbaBacktestRunner, SnapshotBacktestRunner
@@ -31,7 +32,17 @@ def build_parser() -> argparse.ArgumentParser:
     parser.add_argument("--engine", choices=["python", "numba"], default="numba")
     parser.add_argument(
         "--strategy",
-        choices=["moving_average_cross", "price_moving_average", "rsi_reversion", "donchian_breakout", "multi_timeframe_ma_spread"],
+        choices=[
+            "moving_average_cross",
+            "price_moving_average",
+            "rsi_reversion",
+            "donchian_breakout",
+            "adx_trend_strength",
+            "atr_breakout",
+            "bollinger_mean_reversion",
+            "macd_trend_follow",
+            "multi_timeframe_ma_spread",
+        ],
         default="moving_average_cross",
     )
     parser.add_argument("--secondary-interval", default="1h")
@@ -43,6 +54,17 @@ def build_parser() -> argparse.ArgumentParser:
     parser.add_argument("--overbought", type=float, default=70.0)
     parser.add_argument("--donchian-window", type=int, default=20)
     parser.add_argument("--breakout-buffer-bps", type=float, default=0.0)
+    parser.add_argument("--adx-period", type=int, default=14)
+    parser.add_argument("--adx-threshold", type=float, default=25.0)
+    parser.add_argument("--atr-ma-period", type=int, default=20)
+    parser.add_argument("--atr-period", type=int, default=14)
+    parser.add_argument("--atr-multiplier", type=float, default=2.0)
+    parser.add_argument("--bollinger-period", type=int, default=20)
+    parser.add_argument("--bollinger-stddev-multiplier", type=float, default=2.0)
+    parser.add_argument("--macd-fast-period", type=int, default=12)
+    parser.add_argument("--macd-slow-period", type=int, default=26)
+    parser.add_argument("--macd-signal-period", type=int, default=9)
+    parser.add_argument("--macd-histogram-threshold", type=float, default=0.0)
     parser.add_argument("--primary-ma-period", type=int, default=20)
     parser.add_argument("--reference-ma-period", type=int, default=20)
     parser.add_argument("--spread-threshold-bps", type=float, default=0.0)
@@ -54,6 +76,10 @@ def build_parser() -> argparse.ArgumentParser:
     parser.add_argument("--impact-slippage-bps", type=float, default=0.0)
     parser.add_argument("--funding-bps-per-bar", type=float, default=0.0)
     parser.add_argument("--max-bar-volume-fraction", type=float, default=0.10)
+    parser.add_argument("--contract-multiplier", type=float, default=None)
+    parser.add_argument("--quantity-step", type=float, default=0.0)
+    parser.add_argument("--min-quantity", type=float, default=0.0)
+    parser.add_argument("--fixed-fee-per-contract", type=float, default=0.0)
     parser.add_argument("--tail-bars", type=int, default=120)
     parser.add_argument("--output-json", default=None)
     return add_historical_data_arguments(parser)
@@ -111,6 +137,17 @@ def main() -> int:
         overbought=args.overbought,
         donchian_window=args.donchian_window,
         breakout_buffer_bps=args.breakout_buffer_bps,
+        adx_period=args.adx_period,
+        adx_threshold=args.adx_threshold,
+        atr_ma_period=args.atr_ma_period,
+        atr_period=args.atr_period,
+        atr_multiplier=args.atr_multiplier,
+        bollinger_period=args.bollinger_period,
+        bollinger_stddev_multiplier=args.bollinger_stddev_multiplier,
+        macd_fast_period=args.macd_fast_period,
+        macd_slow_period=args.macd_slow_period,
+        macd_signal_period=args.macd_signal_period,
+        macd_histogram_threshold=args.macd_histogram_threshold,
         primary_ma_period=args.primary_ma_period,
         reference_ma_period=args.reference_ma_period,
         spread_threshold_bps=args.spread_threshold_bps,
@@ -128,6 +165,7 @@ def main() -> int:
             "commission_bps": args.commission_bps,
             "taker_fee_bps": args.taker_fee_bps if args.taker_fee_bps is not None else args.commission_bps,
             "funding_bps_per_bar": args.funding_bps_per_bar,
+            "fixed_fee_per_contract": args.fixed_fee_per_contract,
         },
         slippage_model={
             "slippage_bps": args.slippage_bps,
@@ -137,6 +175,14 @@ def main() -> int:
         extras={
             "engine": args.engine,
             "execution_assumption": "signal_at_bar_close_fill_next_bar_open",
+            "market_type": args.market_type,
+            "contract_multiplier": (
+                args.contract_multiplier
+                if args.contract_multiplier is not None
+                else infer_contract_multiplier(market_type=args.market_type, symbol=args.symbol.upper())
+            ),
+            "quantity_step": args.quantity_step,
+            "min_quantity": args.min_quantity,
         },
     )
 
@@ -169,11 +215,15 @@ def main() -> int:
     if args.engine == "numba":
         print(
             "execution_model=signal_at_bar_close_fill_next_bar_open "
-            "taker_fee_bps=%.4f funding_bps_per_bar=%.4f max_bar_volume_fraction=%.4f"
+            "taker_fee_bps=%.4f funding_bps_per_bar=%.4f max_bar_volume_fraction=%.4f "
+            "contract_multiplier=%.4f quantity_step=%.4f fixed_fee_per_contract=%.4f"
             % (
                 float(request.fee_model.get("taker_fee_bps", 0.0)),
                 float(request.fee_model.get("funding_bps_per_bar", 0.0)),
                 float(request.slippage_model.get("max_bar_volume_fraction", 0.0)),
+                float(request.extras.get("contract_multiplier", 1.0)),
+                float(request.extras.get("quantity_step", 0.0)),
+                float(request.fee_model.get("fixed_fee_per_contract", 0.0)),
             )
         )
     if trades:

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/cyqnt_trd/standard_bot/entrypoints/mvp_monitor_http.py

@@ -172,6 +172,17 @@ def handler_factory(args, *, runner_override=None):
                         overbought=float(payload.get("overbought", 70.0)),
                         donchian_window=int(payload.get("donchian_window", 20)),
                         breakout_buffer_bps=float(payload.get("breakout_buffer_bps", 0.0)),
+                        adx_period=int(payload.get("adx_period", 14)),
+                        adx_threshold=float(payload.get("adx_threshold", 25.0)),
+                        atr_ma_period=int(payload.get("atr_ma_period", 20)),
+                        atr_period=int(payload.get("atr_period", 14)),
+                        atr_multiplier=float(payload.get("atr_multiplier", 2.0)),
+                        bollinger_period=int(payload.get("bollinger_period", 20)),
+                        bollinger_stddev_multiplier=float(payload.get("bollinger_stddev_multiplier", 2.0)),
+                        macd_fast_period=int(payload.get("macd_fast_period", 12)),
+                        macd_slow_period=int(payload.get("macd_slow_period", 26)),
+                        macd_signal_period=int(payload.get("macd_signal_period", 9)),
+                        macd_histogram_threshold=float(payload.get("macd_histogram_threshold", 0.0)),
                         primary_ma_period=int(payload.get("primary_ma_period", 20)),
                         reference_ma_period=int(payload.get("reference_ma_period", 20)),
                         spread_threshold_bps=float(payload.get("spread_threshold_bps", 0.0)),

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/cyqnt_trd/standard_bot/entrypoints/mvp_paper.py

@@ -29,7 +29,17 @@ def build_parser() -> argparse.ArgumentParser:
     parser.add_argument("--market-type", choices=["spot", "futures"], default="spot")
     parser.add_argument(
         "--strategy",
-        choices=["moving_average_cross", "price_moving_average", "rsi_reversion", "donchian_breakout", "multi_timeframe_ma_spread"],
+        choices=[
+            "moving_average_cross",
+            "price_moving_average",
+            "rsi_reversion",
+            "donchian_breakout",
+            "adx_trend_strength",
+            "atr_breakout",
+            "bollinger_mean_reversion",
+            "macd_trend_follow",
+            "multi_timeframe_ma_spread",
+        ],
         default="moving_average_cross",
     )
     parser.add_argument("--fast-window", type=int, default=5)
@@ -40,6 +50,17 @@ def build_parser() -> argparse.ArgumentParser:
     parser.add_argument("--overbought", type=float, default=70.0)
     parser.add_argument("--donchian-window", type=int, default=20)
     parser.add_argument("--breakout-buffer-bps", type=float, default=0.0)
+    parser.add_argument("--adx-period", type=int, default=14)
+    parser.add_argument("--adx-threshold", type=float, default=25.0)
+    parser.add_argument("--atr-ma-period", type=int, default=20)
+    parser.add_argument("--atr-period", type=int, default=14)
+    parser.add_argument("--atr-multiplier", type=float, default=2.0)
+    parser.add_argument("--bollinger-period", type=int, default=20)
+    parser.add_argument("--bollinger-stddev-multiplier", type=float, default=2.0)
+    parser.add_argument("--macd-fast-period", type=int, default=12)
+    parser.add_argument("--macd-slow-period", type=int, default=26)
+    parser.add_argument("--macd-signal-period", type=int, default=9)
+    parser.add_argument("--macd-histogram-threshold", type=float, default=0.0)
     parser.add_argument("--secondary-interval", default="1h")
     parser.add_argument("--primary-ma-period", type=int, default=20)
     parser.add_argument("--reference-ma-period", type=int, default=20)
@@ -117,6 +138,17 @@ def main() -> int:
             overbought=args.overbought,
             donchian_window=args.donchian_window,
             breakout_buffer_bps=args.breakout_buffer_bps,
+            adx_period=args.adx_period,
+            adx_threshold=args.adx_threshold,
+            atr_ma_period=args.atr_ma_period,
+            atr_period=args.atr_period,
+            atr_multiplier=args.atr_multiplier,
+            bollinger_period=args.bollinger_period,
+            bollinger_stddev_multiplier=args.bollinger_stddev_multiplier,
+            macd_fast_period=args.macd_fast_period,
+            macd_slow_period=args.macd_slow_period,
+            macd_signal_period=args.macd_signal_period,
+            macd_histogram_threshold=args.macd_histogram_threshold,
             primary_ma_period=args.primary_ma_period,
             reference_ma_period=args.reference_ma_period,
             spread_threshold_bps=args.spread_threshold_bps,

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/cyqnt_trd/standard_bot/entrypoints/mvp_runtime_consistency.py

@@ -49,7 +49,17 @@ def build_parser() -> argparse.ArgumentParser:
     parser.add_argument("--market-type", choices=["spot", "futures"], default="futures")
     parser.add_argument(
         "--strategy",
-        choices=["moving_average_cross", "price_moving_average", "rsi_reversion", "donchian_breakout", "multi_timeframe_ma_spread"],
+        choices=[
+            "moving_average_cross",
+            "price_moving_average",
+            "rsi_reversion",
+            "donchian_breakout",
+            "adx_trend_strength",
+            "atr_breakout",
+            "bollinger_mean_reversion",
+            "macd_trend_follow",
+            "multi_timeframe_ma_spread",
+        ],
         default="multi_timeframe_ma_spread",
     )
     parser.add_argument("--fast-window", type=int, default=5)
@@ -60,6 +70,17 @@ def build_parser() -> argparse.ArgumentParser:
     parser.add_argument("--overbought", type=float, default=70.0)
     parser.add_argument("--donchian-window", type=int, default=20)
     parser.add_argument("--breakout-buffer-bps", type=float, default=0.0)
+    parser.add_argument("--adx-period", type=int, default=14)
+    parser.add_argument("--adx-threshold", type=float, default=25.0)
+    parser.add_argument("--atr-ma-period", type=int, default=20)
+    parser.add_argument("--atr-period", type=int, default=14)
+    parser.add_argument("--atr-multiplier", type=float, default=2.0)
+    parser.add_argument("--bollinger-period", type=int, default=20)
+    parser.add_argument("--bollinger-stddev-multiplier", type=float, default=2.0)
+    parser.add_argument("--macd-fast-period", type=int, default=12)
+    parser.add_argument("--macd-slow-period", type=int, default=26)
+    parser.add_argument("--macd-signal-period", type=int, default=9)
+    parser.add_argument("--macd-histogram-threshold", type=float, default=0.0)
     parser.add_argument("--entry-threshold", type=float, default=0.0)
     parser.add_argument("--primary-ma-period", type=int, default=20)
     parser.add_argument("--reference-ma-period", type=int, default=20)
@@ -143,6 +164,17 @@ def main() -> int:
         overbought=args.overbought,
         donchian_window=args.donchian_window,
         breakout_buffer_bps=args.breakout_buffer_bps,
+        adx_period=args.adx_period,
+        adx_threshold=args.adx_threshold,
+        atr_ma_period=args.atr_ma_period,
+        atr_period=args.atr_period,
+        atr_multiplier=args.atr_multiplier,
+        bollinger_period=args.bollinger_period,
+        bollinger_stddev_multiplier=args.bollinger_stddev_multiplier,
+        macd_fast_period=args.macd_fast_period,
+        macd_slow_period=args.macd_slow_period,
+        macd_signal_period=args.macd_signal_period,
+        macd_histogram_threshold=args.macd_histogram_threshold,
         primary_ma_period=args.primary_ma_period,
         reference_ma_period=args.reference_ma_period,
         spread_threshold_bps=args.spread_threshold_bps,

{cyqnt_trd-0.1.9.dev0 → cyqnt_trd-0.1.9.dev2}/cyqnt_trd/standard_bot/signal/__init__.py

@@ -13,8 +13,16 @@ from .interfaces import (
 from .encoders import EncodedCloseSeries, encode_close_series, series_for
 from .numba_kernels import NUMBA_AVAILABLE
 from .plugins import (
+    AdxTrendStrengthConfig,
+    AdxTrendStrengthPlugin,
+    AtrBreakoutConfig,
+    AtrBreakoutPlugin,
+    BollingerMeanReversionConfig,
+    BollingerMeanReversionPlugin,
     DonchianBreakoutConfig,
     DonchianBreakoutPlugin,
+    MacdTrendFollowConfig,
+    MacdTrendFollowPlugin,
     MovingAverageCrossConfig,
     MovingAverageCrossPlugin,
     MultiTimeframeMaSpreadConfig,
@@ -28,11 +36,19 @@ from .plugins import (
 from .registry import PipelineStepResult, SignalPluginRegistry
 
 __all__ = [
+    "AdxTrendStrengthConfig",
+    "AdxTrendStrengthPlugin",
+    "AtrBreakoutConfig",
+    "AtrBreakoutPlugin",
     "BatchSignalPlugin",
+    "BollingerMeanReversionConfig",
+    "BollingerMeanReversionPlugin",
     "DonchianBreakoutConfig",
     "DonchianBreakoutPlugin",
     "EncodedCloseSeries",
     "IncrementalSignalPlugin",
+    "MacdTrendFollowConfig",
+    "MacdTrendFollowPlugin",
     "MovingAverageCrossConfig",
     "MovingAverageCrossPlugin",
     "MultiTimeframeMaSpreadConfig",