"""Import dinamico delle classi Strategy da scripts/strategies/.""" from __future__ import annotations import importlib import sys from pathlib import Path from src.strategies.base import Strategy PROJECT_ROOT = Path(__file__).resolve().parents[2] STRATEGIES_DIR = PROJECT_ROOT / "scripts" / "strategies" _REGISTRY: dict[str, type[Strategy]] = {} # Solo strategie con edge netto validato out-of-sample (fee-aware). # La famiglia squeeze-breakout (SQ/MT/ML/AD/CM/PD) e' stata spostata in # scripts/waste/: l'edge storico era un artefatto di look-ahead # (vedi scripts/analysis/oos_validation.py). MODULE_MAP = { "DIP01_dip_buy": ("DIP01_dip_buy", "Dip01DipBuy"), "MR01_bollinger_fade": ("MR01_bollinger_fade", "BollingerFade"), "MR02_donchian_fade": ("MR02_donchian_fade", "DonchianFade"), "MR07_return_reversal": ("MR07_return_reversal", "ReturnReversal"), # SH01 Shape-ML: generate_signals fa walk-forward (riallena il modello) -> pesante # per-tick. Caricabile per backtest; per il live serve un worker con retraining # periodico (come il legacy signal_engine), NON lo StrategyWorker a regola fissa. "SH01_shape_ml": ("SH01_shape_ml", "ShapeMLStrategy"), } def load_strategy(name: str) -> Strategy: """Carica e istanzia una Strategy per nome.""" if name in _REGISTRY: return _REGISTRY[name]() if name not in MODULE_MAP: raise ValueError(f"Strategia sconosciuta: {name}. Disponibili: {list(MODULE_MAP)}") module_file, class_name = MODULE_MAP[name] module_path = STRATEGIES_DIR / f"{module_file}.py" if not module_path.exists(): raise FileNotFoundError(f"File strategia non trovato: {module_path}") if str(PROJECT_ROOT) not in sys.path: sys.path.insert(0, str(PROJECT_ROOT)) spec = importlib.util.spec_from_file_location(f"strategies.{module_file}", module_path) module = importlib.util.module_from_spec(spec) spec.loader.exec_module(module) cls = getattr(module, class_name) _REGISTRY[name] = cls return cls() def list_available() -> list[str]: return list(MODULE_MAP.keys())