refactor: riorganizzazione script — Strategy ABC, folder strategies/waste/analysis
- src/strategies/base.py: Strategy ABC con Signal, BacktestResult, YearlyStats - src/strategies/indicators.py: keltner_ratio, detect_squeezes, ema, atr, rv, corr - scripts/strategies/: SQ01-SQ04 (squeeze puro/filtri), ML01 (squeeze+GBM) - scripts/waste/: W01-W22 script scartati + REF originali - scripts/analysis/: compare, best_yearly, final_report, paper_status - CLAUDE.md aggiornato con nuova struttura e tabella strategie Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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"""Strategie di trading — classe base e indicatori condivisi."""
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from src.strategies.base import Strategy, Signal, BacktestResult, YearlyStats
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from src.strategies.indicators import (
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keltner_ratio, detect_squeezes, ema, atr, rv_annualized, rolling_correlation,
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)
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__all__ = [
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"Strategy", "Signal", "BacktestResult", "YearlyStats",
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"keltner_ratio", "detect_squeezes", "ema", "atr",
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"rv_annualized", "rolling_correlation",
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]
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