Adriano
f42fec9fac
Nuova strategia MT01: squeeze 15m + momentum EMA 1h BTC 15m: 82.7% acc, 503 trades, DD 5.9%, 9/9 anni, worst 72% ETH 15m: 81.2% acc, 404 trades, DD 2.9%, 9/9 anni, worst 73% Strategie testate e scartate (waste W23-W28): IB01 inside bar (58.7%, no edge) DC01 donchian (48%, sotto random) SB01 retest (52%, no edge) MR01 mean reversion RSI (62.9%, DD 29%) VO01 volume spike (64.2%, DD 34%) HY01 squeeze+MR (64.6%, DD 14.5%) Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
53 lines
1.7 KiB
Python
53 lines
1.7 KiB
Python
"""Import dinamico delle classi Strategy da scripts/strategies/."""
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from __future__ import annotations
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import importlib
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import sys
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from pathlib import Path
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from src.strategies.base import Strategy
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PROJECT_ROOT = Path(__file__).resolve().parents[2]
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STRATEGIES_DIR = PROJECT_ROOT / "scripts" / "strategies"
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_REGISTRY: dict[str, type[Strategy]] = {}
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MODULE_MAP = {
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"SQ01_squeeze_base": ("SQ01_squeeze_base", "SqueezeBase"),
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"SQ02_antifake_vol": ("SQ02_squeeze_antifake_vol", "SqueezeAntifakeVol"),
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"SQ03_filtered": ("SQ03_squeeze_all_filters", "SqueezeFiltered"),
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"SQ04_ultimate": ("SQ04_squeeze_ultimate", "SqueezeUltimate"),
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"ML01_squeeze_gbm": ("ML01_squeeze_gbm", "SqueezeGBM"),
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"MT01_squeeze_mtf": ("MT01_squeeze_mtf_momentum", "SqueezeMTFMomentum"),
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}
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def load_strategy(name: str) -> Strategy:
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"""Carica e istanzia una Strategy per nome."""
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if name in _REGISTRY:
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return _REGISTRY[name]()
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if name not in MODULE_MAP:
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raise ValueError(f"Strategia sconosciuta: {name}. Disponibili: {list(MODULE_MAP)}")
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module_file, class_name = MODULE_MAP[name]
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module_path = STRATEGIES_DIR / f"{module_file}.py"
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if not module_path.exists():
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raise FileNotFoundError(f"File strategia non trovato: {module_path}")
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if str(PROJECT_ROOT) not in sys.path:
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sys.path.insert(0, str(PROJECT_ROOT))
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spec = importlib.util.spec_from_file_location(f"strategies.{module_file}", module_path)
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module = importlib.util.module_from_spec(spec)
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spec.loader.exec_module(module)
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cls = getattr(module, class_name)
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_REGISTRY[name] = cls
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return cls()
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def list_available() -> list[str]:
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return list(MODULE_MAP.keys())
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