forexsmartbot 3.2.0__tar.gz → 3.2.2__tar.gz

{forexsmartbot-3.2.0 → forexsmartbot-3.2.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: forexsmartbot
-Version: 3.2.0
+Version: 3.2.2
 Summary: Professional forex trading bot with advanced risk management and strategy plugins
 Author-email: VoxHash <contact@voxhash.dev>
 License: MIT
@@ -30,7 +30,7 @@ Requires-Dist: mplfinance>=0.12.10
 Requires-Dist: TA-Lib>=0.6.7
 Requires-Dist: requests>=2.31.0
 Requires-Dist: ib-insync>=0.9.86
-Requires-Dist: win10toast>=0.9
+Requires-Dist: win10toast>=0.9; sys_platform == "win32"
 Provides-Extra: dev
 Requires-Dist: pytest>=7.0.0; extra == "dev"
 Requires-Dist: pytest-cov>=4.0.0; extra == "dev"
@@ -42,13 +42,17 @@ Dynamic: license-file
 
 # ForexSmartBot
 
-[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE)
-[![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
-[![PyQt6](https://img.shields.io/badge/PyQt6-6.7+-green.svg)](https://www.riverbankcomputing.com/software/pyqt/)
-[![Version](https://img.shields.io/badge/version-3.2.0-blue.svg)](https://github.com/VoxHash/ForexSmartBot/releases)
+![PyPI version](https://img.shields.io/pypi/v/forexsmartbot.svg)
+![Python Versions](https://img.shields.io/pypi/pyversions/forexsmartbot.svg)
+![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)
+![PyQt6](https://img.shields.io/badge/PyQt6-6.7+-green.svg)
+
+
 
 > Professional-grade desktop application for automated forex trading with advanced risk management, multiple trading strategies, and real-time portfolio monitoring.
 
+
+
 ## ✨ Features
 
 - **Multi-Strategy Trading**: 17+ built-in strategies including 7 ML-based approaches
@@ -60,6 +64,8 @@ Dynamic: license-file
 - **Strategy Builder**: Visual strategy construction with code generation
 - **Strategy Marketplace**: Community-driven strategy sharing platform
 
+
+
 ## 🧭 Table of Contents
 
 - [Quick Start](#-quick-start)
@@ -70,6 +76,8 @@ Dynamic: license-file
 - [Contributing](#-contributing)
 - [License](#-license)
 
+
+
 ## 🚀 Quick Start
 
 ```bash
@@ -84,12 +92,18 @@ For detailed installation instructions, see [docs/installation.md](docs/Installa
 
 ## 💿 Installation
 
+
+
 ### From PyPI (Recommended)
+
 ```bash
 pip install forexsmartbot
 ```
 
+
+
 ### From Source
+
 ```bash
 git clone https://github.com/VoxHash/ForexSmartBot.git
 cd ForexSmartBot
@@ -97,7 +111,10 @@ pip install -r requirements.txt
 python app.py
 ```
 
+
+
 ### With GPU Acceleration (Optional)
+
 ```bash
 # For CUDA 12.x
 pip install cupy-cuda12x
@@ -108,8 +125,22 @@ pip install cupy-cuda11x
 
 See [docs/GPU_ACCELERATION.md](docs/GPU_ACCELERATION.md) for detailed setup instructions.
 
+### With Native Rust Indicators (Optional)
+
+Lower-memory SMA/ATR/RSI and parallel batch SMA via PyO3 (`native/fsb_core`). Requires [Rust](https://rustup.rs/) and [maturin](https://www.maturin.rs/).
+
+```bash
+# once: curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
+pip install maturin
+cd native/fsb_core && maturin develop --release
+```
+
+Without the extension, the same Python APIs use a NumPy fallback automatically. See [docs/PERFORMANCE_TUNING.md](docs/PERFORMANCE_TUNING.md).
+
 ## 🛠 Usage
 
+
+
 ### Basic Workflow
 
 1. Launch the application: `python app.py`
@@ -122,12 +153,14 @@ For advanced usage, see [docs/usage.md](docs/QUICK_START_V3.1.0.md) and [docs/cl
 
 ## ⚙️ Configuration
 
-| Variable | Description | Default |
-|---|---|---|
-| `INITIAL_BALANCE` | Starting account balance | 10000.0 |
-| `RISK_PER_TRADE` | Risk percentage per trade | 0.02 |
-| `MAX_LEVERAGE` | Maximum leverage | 1:100 |
-| `DATA_INTERVAL` | Data update interval | 1h |
+
+| Variable          | Description               | Default |
+| ----------------- | ------------------------- | ------- |
+| `INITIAL_BALANCE` | Starting account balance  | 10000.0 |
+| `RISK_PER_TRADE`  | Risk percentage per trade | 0.02    |
+| `MAX_LEVERAGE`    | Maximum leverage          | 1:100   |
+| `DATA_INTERVAL`   | Data update interval      | 1h      |
+
 
 Full configuration reference: [docs/Configuration-Guide.md](docs/Configuration-Guide.md)
 
@@ -164,7 +197,7 @@ This project is licensed under the terms in [LICENSE](LICENSE).
 - **Documentation**: [docs/](docs/)
 - **FAQ**: [docs/FAQ.md](docs/FAQ.md)
 - **Issues**: [GitHub Issues](https://github.com/VoxHash/ForexSmartBot/issues)
-- **Email**: contact@voxhash.dev
+- **Email**: [contact@voxhash.dev](mailto:contact@voxhash.dev)
 
 See [SUPPORT.md](SUPPORT.md) for more support options.
 

{forexsmartbot-3.2.0 → forexsmartbot-3.2.2}/README.md

@@ -1,12 +1,16 @@
 # ForexSmartBot
 
-[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE)
-[![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
-[![PyQt6](https://img.shields.io/badge/PyQt6-6.7+-green.svg)](https://www.riverbankcomputing.com/software/pyqt/)
-[![Version](https://img.shields.io/badge/version-3.2.0-blue.svg)](https://github.com/VoxHash/ForexSmartBot/releases)
+![PyPI version](https://img.shields.io/pypi/v/forexsmartbot.svg)
+![Python Versions](https://img.shields.io/pypi/pyversions/forexsmartbot.svg)
+![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)
+![PyQt6](https://img.shields.io/badge/PyQt6-6.7+-green.svg)
+
+
 
 > Professional-grade desktop application for automated forex trading with advanced risk management, multiple trading strategies, and real-time portfolio monitoring.
 
+
+
 ## ✨ Features
 
 - **Multi-Strategy Trading**: 17+ built-in strategies including 7 ML-based approaches
@@ -18,6 +22,8 @@
 - **Strategy Builder**: Visual strategy construction with code generation
 - **Strategy Marketplace**: Community-driven strategy sharing platform
 
+
+
 ## 🧭 Table of Contents
 
 - [Quick Start](#-quick-start)
@@ -28,6 +34,8 @@
 - [Contributing](#-contributing)
 - [License](#-license)
 
+
+
 ## 🚀 Quick Start
 
 ```bash
@@ -42,12 +50,18 @@ For detailed installation instructions, see [docs/installation.md](docs/Installa
 
 ## 💿 Installation
 
+
+
 ### From PyPI (Recommended)
+
 ```bash
 pip install forexsmartbot
 ```
 
+
+
 ### From Source
+
 ```bash
 git clone https://github.com/VoxHash/ForexSmartBot.git
 cd ForexSmartBot
@@ -55,7 +69,10 @@ pip install -r requirements.txt
 python app.py
 ```
 
+
+
 ### With GPU Acceleration (Optional)
+
 ```bash
 # For CUDA 12.x
 pip install cupy-cuda12x
@@ -66,8 +83,22 @@ pip install cupy-cuda11x
 
 See [docs/GPU_ACCELERATION.md](docs/GPU_ACCELERATION.md) for detailed setup instructions.
 
+### With Native Rust Indicators (Optional)
+
+Lower-memory SMA/ATR/RSI and parallel batch SMA via PyO3 (`native/fsb_core`). Requires [Rust](https://rustup.rs/) and [maturin](https://www.maturin.rs/).
+
+```bash
+# once: curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
+pip install maturin
+cd native/fsb_core && maturin develop --release
+```
+
+Without the extension, the same Python APIs use a NumPy fallback automatically. See [docs/PERFORMANCE_TUNING.md](docs/PERFORMANCE_TUNING.md).
+
 ## 🛠 Usage
 
+
+
 ### Basic Workflow
 
 1. Launch the application: `python app.py`
@@ -80,12 +111,14 @@ For advanced usage, see [docs/usage.md](docs/QUICK_START_V3.1.0.md) and [docs/cl
 
 ## ⚙️ Configuration
 
-| Variable | Description | Default |
-|---|---|---|
-| `INITIAL_BALANCE` | Starting account balance | 10000.0 |
-| `RISK_PER_TRADE` | Risk percentage per trade | 0.02 |
-| `MAX_LEVERAGE` | Maximum leverage | 1:100 |
-| `DATA_INTERVAL` | Data update interval | 1h |
+
+| Variable          | Description               | Default |
+| ----------------- | ------------------------- | ------- |
+| `INITIAL_BALANCE` | Starting account balance  | 10000.0 |
+| `RISK_PER_TRADE`  | Risk percentage per trade | 0.02    |
+| `MAX_LEVERAGE`    | Maximum leverage          | 1:100   |
+| `DATA_INTERVAL`   | Data update interval      | 1h      |
+
 
 Full configuration reference: [docs/Configuration-Guide.md](docs/Configuration-Guide.md)
 
@@ -122,7 +155,7 @@ This project is licensed under the terms in [LICENSE](LICENSE).
 - **Documentation**: [docs/](docs/)
 - **FAQ**: [docs/FAQ.md](docs/FAQ.md)
 - **Issues**: [GitHub Issues](https://github.com/VoxHash/ForexSmartBot/issues)
-- **Email**: contact@voxhash.dev
+- **Email**: [contact@voxhash.dev](mailto:contact@voxhash.dev)
 
 See [SUPPORT.md](SUPPORT.md) for more support options.
 
@@ -132,4 +165,4 @@ This application is for educational and legitimate business purposes only. Users
 
 ---
 
-Made with ❤️ by [VoxHash Technologies](https://voxhash.dev)
+Made with ❤️ by [VoxHash Technologies](https://voxhash.dev)

forexsmartbot-3.2.2/forexsmartbot/analytics/__init__.py

@@ -0,0 +1,43 @@
+"""
+Analytics module for ForexSmartBot v3.2.0
+Provides portfolio analytics, risk analytics, and advanced charting features.
+"""
+
+from .portfolio_analytics import PortfolioAnalytics
+from .risk_analytics import RiskAnalytics
+from .chart_patterns import ChartPatternRecognizer
+from .performance_attribution import PerformanceAttribution
+from .live_metrics import LiveMetricsSnapshot, build_live_metrics
+
+# Qt-backed widgets are optional (headless / test environments may lack PyQt6)
+try:
+    from .market_depth import MarketDepthWidget, MarketDepthProvider
+    from .correlation_matrix import CorrelationMatrixWidget, CorrelationAnalyzer
+    from .economic_calendar import EconomicCalendarWidget, EconomicCalendarProvider
+    from .trade_journal import TradeJournalWidget, TradeJournalManager
+except ImportError:  # pragma: no cover - UI optional
+    MarketDepthWidget = None  # type: ignore[misc, assignment]
+    MarketDepthProvider = None  # type: ignore[misc, assignment]
+    CorrelationMatrixWidget = None  # type: ignore[misc, assignment]
+    CorrelationAnalyzer = None  # type: ignore[misc, assignment]
+    EconomicCalendarWidget = None  # type: ignore[misc, assignment]
+    EconomicCalendarProvider = None  # type: ignore[misc, assignment]
+    TradeJournalWidget = None  # type: ignore[misc, assignment]
+    TradeJournalManager = None  # type: ignore[misc, assignment]
+
+__all__ = [
+    'PortfolioAnalytics',
+    'RiskAnalytics',
+    'ChartPatternRecognizer',
+    'PerformanceAttribution',
+    'MarketDepthWidget',
+    'MarketDepthProvider',
+    'CorrelationMatrixWidget',
+    'CorrelationAnalyzer',
+    'EconomicCalendarWidget',
+    'EconomicCalendarProvider',
+    'TradeJournalWidget',
+    'TradeJournalManager',
+    'LiveMetricsSnapshot',
+    'build_live_metrics',
+]

forexsmartbot-3.2.2/forexsmartbot/analytics/live_metrics.py

@@ -0,0 +1,161 @@
+"""
+Live portfolio and risk metrics for the analytics dashboard.
+
+Pure computation (no Qt) so the snapshot can be unit-tested and reused by
+dialogs, widgets, and remote monitors.
+"""
+
+from __future__ import annotations
+
+from dataclasses import asdict, dataclass
+from datetime import datetime
+from typing import Any, Dict, List, Optional, Sequence
+
+from ..core.interfaces import Trade
+from .portfolio_analytics import PortfolioAnalytics
+from .risk_analytics import RiskAnalytics
+
+
+@dataclass
+class LiveMetricsSnapshot:
+    """Point-in-time analytics snapshot for UI and monitoring."""
+
+    timestamp: datetime
+    equity: float
+    balance: float
+    realized_pnl: float
+    unrealized_pnl: float
+    daily_pnl: float
+    open_positions: int
+    total_trades: int
+    win_rate: float
+    profit_factor: float
+    sharpe_ratio: float
+    sortino_ratio: float
+    max_drawdown: float
+    max_drawdown_pct: float
+    current_drawdown: float
+    var_95: float
+    cvar_95: float
+    volatility: float
+    average_win: float
+    average_loss: float
+
+    def to_dict(self) -> Dict[str, Any]:
+        """Serialize for tables / JSON."""
+        data = asdict(self)
+        data["timestamp"] = self.timestamp.isoformat()
+        return data
+
+    def card_metrics(self) -> List[tuple]:
+        """Primary KPI cards: (label, formatted value, tone)."""
+        tone_pnl = "positive" if self.daily_pnl >= 0 else "negative"
+        tone_eq = "positive" if self.unrealized_pnl + self.realized_pnl >= 0 else "negative"
+        return [
+            ("Equity", f"${self.equity:,.2f}", tone_eq),
+            ("Daily P&L", f"${self.daily_pnl:,.2f}", tone_pnl),
+            ("Win Rate", f"{self.win_rate:.1f}%", "neutral"),
+            ("Sharpe", f"{self.sharpe_ratio:.3f}", "neutral"),
+            ("Max DD", f"{self.max_drawdown_pct:.2f}%", "negative" if self.max_drawdown_pct else "neutral"),
+            ("VaR 95%", f"{self.var_95:.4f}", "neutral"),
+        ]
+
+
+def _portfolio_trades(portfolio) -> List[Trade]:
+    """Extract Trade list from Portfolio or trade sequence."""
+    if portfolio is None:
+        return []
+    if hasattr(portfolio, "trades"):
+        return list(portfolio.trades)
+    if isinstance(portfolio, Sequence):
+        return list(portfolio)
+    return []
+
+
+def _sync_portfolio_analytics(analytics: PortfolioAnalytics, portfolio) -> None:
+    """Load trades and equity curve from a live Portfolio."""
+    analytics.trades = _portfolio_trades(portfolio)
+    analytics.equity_curve = []
+    if portfolio is None:
+        return
+    timestamps = getattr(portfolio, "timestamps", None)
+    equity_history = getattr(portfolio, "equity_history", None)
+    if timestamps is not None and equity_history is not None:
+        ts = list(timestamps)
+        eq = list(equity_history)
+        n = min(len(ts), len(eq))
+        analytics.equity_curve = list(zip(ts[:n], eq[:n]))
+
+
+def _sync_risk_analytics(risk: RiskAnalytics, portfolio) -> None:
+    """Load trades into RiskAnalytics from a live Portfolio."""
+    risk.trades = _portfolio_trades(portfolio)
+
+
+def build_live_metrics(portfolio, *, now: Optional[datetime] = None) -> LiveMetricsSnapshot:
+    """
+    Build a live metrics snapshot from a Portfolio (or trade container).
+
+    Uses Portfolio balance/equity when available; otherwise derives from trades.
+    """
+    now = now or datetime.now()
+    portfolio_analytics = PortfolioAnalytics()
+    risk_analytics = RiskAnalytics()
+    _sync_portfolio_analytics(portfolio_analytics, portfolio)
+    _sync_risk_analytics(risk_analytics, portfolio)
+
+    summary = portfolio_analytics.get_performance_summary()
+    max_dd = portfolio_analytics.calculate_max_drawdown()
+    var_result = risk_analytics.calculate_var(confidence_level=0.95)
+    cvar_result = risk_analytics.calculate_cvar(confidence_level=0.95)
+
+    returns = risk_analytics._get_returns()
+    volatility = float(returns.std()) if len(returns) >= 2 else 0.0
+
+    if portfolio is not None and hasattr(portfolio, "get_total_equity"):
+        equity = float(portfolio.get_total_equity())
+        balance = float(portfolio.get_total_balance())
+        realized = float(portfolio.get_realized_pnl())
+        unrealized = float(portfolio.get_unrealized_pnl())
+        daily = float(portfolio.get_daily_pnl())
+        open_positions = len(getattr(portfolio, "positions", {}) or {})
+        current_dd = float(portfolio.get_current_drawdown()) * 100.0
+    else:
+        equity = 10000.0 + float(summary.get("total_pnl", 0.0))
+        balance = equity
+        realized = float(summary.get("total_pnl", 0.0))
+        unrealized = 0.0
+        daily = realized
+        open_positions = 0
+        current_dd = float(max_dd.get("max_drawdown_pct", 0.0))
+
+    profit_factor = summary.get("profit_factor", 0.0)
+    if profit_factor == float("inf"):
+        profit_factor = 0.0
+
+    sortino = summary.get("sortino_ratio", 0.0)
+    if sortino == float("inf"):
+        sortino = 0.0
+
+    return LiveMetricsSnapshot(
+        timestamp=now,
+        equity=equity,
+        balance=balance,
+        realized_pnl=realized,
+        unrealized_pnl=unrealized,
+        daily_pnl=daily,
+        open_positions=open_positions,
+        total_trades=int(summary.get("total_trades", 0)),
+        win_rate=float(summary.get("win_rate", 0.0)),
+        profit_factor=float(profit_factor),
+        sharpe_ratio=float(summary.get("sharpe_ratio", 0.0)),
+        sortino_ratio=float(sortino),
+        max_drawdown=float(max_dd.get("max_drawdown", 0.0)),
+        max_drawdown_pct=float(max_dd.get("max_drawdown_pct", 0.0)),
+        current_drawdown=current_dd,
+        var_95=float(var_result.get("var", 0.0)),
+        cvar_95=float(cvar_result.get("cvar", 0.0)),
+        volatility=volatility,
+        average_win=float(summary.get("average_win", 0.0)),
+        average_loss=float(summary.get("average_loss", 0.0)),
+    )

{forexsmartbot-3.2.0 → forexsmartbot-3.2.2}/forexsmartbot/analytics/portfolio_analytics.py

@@ -284,20 +284,29 @@ class PortfolioAnalytics:
         Calculate portfolio metrics (alias for get_performance_summary for compatibility).
         
         Args:
-            portfolio: Optional portfolio object (currently unused, kept for compatibility)
+            portfolio: Optional portfolio object; when provided, trades and equity
+                history are loaded for the calculation.
             
         Returns:
             Dictionary of performance metrics
         """
-        # If portfolio is provided and has trades, use them
-        if portfolio and hasattr(portfolio, 'trades') and portfolio.trades:
-            # Temporarily use portfolio's trades
-            original_trades = self.trades
-            self.trades = portfolio.trades
-            metrics = self.get_performance_summary()
+        if portfolio is None:
+            return self.get_performance_summary()
+
+        original_trades = self.trades
+        original_equity = self.equity_curve
+        try:
+            if hasattr(portfolio, "trades"):
+                self.trades = list(portfolio.trades)
+            timestamps = getattr(portfolio, "timestamps", None)
+            equity_history = getattr(portfolio, "equity_history", None)
+            if timestamps is not None and equity_history is not None:
+                ts = list(timestamps)
+                eq = list(equity_history)
+                n = min(len(ts), len(eq))
+                self.equity_curve = list(zip(ts[:n], eq[:n]))
+            return self.get_performance_summary()
+        finally:
             self.trades = original_trades
-            return metrics
-        
-        # Otherwise use internal trades
-        return self.get_performance_summary()
+            self.equity_curve = original_equity
 

{forexsmartbot-3.2.0 → forexsmartbot-3.2.2}/forexsmartbot/analytics/risk_analytics.py

@@ -7,7 +7,6 @@ import numpy as np
 import pandas as pd
 from typing import Dict, List, Optional, Tuple
 from datetime import datetime, timedelta
-from scipy import stats
 from ..core.interfaces import Trade, Position
 
 
@@ -245,6 +244,12 @@ class RiskAnalytics:
     def _calculate_parametric_var(self, returns: np.ndarray,
                                  confidence_level: float) -> float:
         """Calculate VaR using parametric (variance-covariance) method."""
+        try:
+            from scipy import stats
+        except ImportError as exc:
+            raise ImportError(
+                "scipy is required for parametric VaR; use method='historical'"
+            ) from exc
         mean_return = np.mean(returns)
         std_return = np.std(returns)
         

{forexsmartbot-3.2.0 → forexsmartbot-3.2.2}/forexsmartbot/core/strategy.py

@@ -1,5 +1,4 @@
 import pandas as pd
-import numpy as np
 
 class Strategy:
     """Simple trend/volatility aware strategy:
@@ -13,14 +12,8 @@ class Strategy:
         self.atr_window = atr_window
 
     def indicators(self, df: pd.DataFrame) -> pd.DataFrame:
-        out = df.copy()
-        out['SMA_fast'] = out['Close'].rolling(self.fast).mean()
-        out['SMA_slow'] = out['Close'].rolling(self.slow).mean()
-        tr = np.maximum(out['High']-out['Low'],
-                        np.maximum(abs(out['High']-out['Close'].shift(1)),
-                                   abs(out['Low']-out['Close'].shift(1))))
-        out['ATR'] = tr.rolling(self.atr_window).mean()
-        return out
+        from ..utils.native_indicators import apply_sma_atr_indicators
+        return apply_sma_atr_indicators(df, self.fast, self.slow, self.atr_window)
 
     def signal(self, df: pd.DataFrame) -> int:
         if len(df) < max(self.fast, self.slow) + 2:

{forexsmartbot-3.2.0 → forexsmartbot-3.2.2}/forexsmartbot/services/calculation_engine.py

@@ -68,27 +68,36 @@ class CalculationEngine:
                           columns=returns_df.columns)
         
     @staticmethod
-    @jit(nopython=True)
     def fast_rolling_mean(values: np.ndarray, window: int) -> np.ndarray:
+        """Fast rolling mean: prefer Rust ``fsb_core``, else Numba, else NumPy."""
+        from ..utils.native_indicators import native_available, sma
+
+        if native_available():
+            return sma(values, window)
+        return CalculationEngine._numba_rolling_mean(np.asarray(values, dtype=np.float64), window)
+
+    @staticmethod
+    @jit(nopython=True)
+    def _numba_rolling_mean(values: np.ndarray, window: int) -> np.ndarray:
         """Fast rolling mean calculation using numba."""
         n = len(values)
         result = np.full(n, np.nan)
-        
+
         for i in range(window - 1, n):
             result[i] = np.mean(values[i - window + 1:i + 1])
-            
+
         return result
-        
+
     @staticmethod
     @jit(nopython=True)
     def fast_rolling_std(values: np.ndarray, window: int) -> np.ndarray:
         """Fast rolling standard deviation calculation."""
         n = len(values)
         result = np.full(n, np.nan)
-        
+
         for i in range(window - 1, n):
             result[i] = np.std(values[i - window + 1:i + 1])
-            
+
         return result
         
     @lru_cache(maxsize=128)

{forexsmartbot-3.2.0 → forexsmartbot-3.2.2}/forexsmartbot/strategies/__init__.py

@@ -110,10 +110,23 @@ RISK_LEVELS = {
 }
 
 def get_strategy(name: str, **params):
-    """Get strategy instance by name."""
+    """Get strategy instance by name.
+
+    ``Multi_Timeframe`` accepts an optional ``base_strategy`` (instance or registry
+    name). When omitted, it defaults to ``SMA_Crossover`` so UI / backtest call
+    sites can use ``get_strategy('Multi_Timeframe')`` with no extra kwargs.
+    """
     if name not in STRATEGIES:
         raise ValueError(f"Unknown strategy: {name}")
-    return STRATEGIES[name](**params)
+    cls = STRATEGIES[name]
+    if name == 'Multi_Timeframe':
+        base = params.pop('base_strategy', None)
+        if isinstance(base, str):
+            if base == 'Multi_Timeframe':
+                raise ValueError("Multi_Timeframe cannot wrap itself as base_strategy")
+            base = get_strategy(base)
+        return cls(base_strategy=base, **params)
+    return cls(**params)
 
 def list_strategies():
     """List available strategies."""