Add pair_signals per-pair producer registry
Ported from feature/eurusd-support: PAIR_PRODUCERS registry with make_config() factories per pair. xauusd.make_config is a pure PlatformConfig-defaults wrapper (equality with the inline construction is enforced by test); eurusd.make_config carries the donor branch's regime weights and gates as a pre-realism baseline. Adds 4 registry tests. 154/154 pass. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Harwinder Sekhon
@@ -0,0 +1,52 @@
|
||||
"""
|
||||
Per-pair signal producers.
|
||||
|
||||
Each pair module exposes:
|
||||
make_config(primary_tf, confirmation_tfs) -> PlatformConfig
|
||||
|
||||
To add a new pair: create pair_signals/<pair>.py with make_config(),
|
||||
then register it in this file.
|
||||
"""
|
||||
|
||||
from typing import Optional, List, Dict, Callable
|
||||
|
||||
from config import PlatformConfig, Timeframe
|
||||
from signal_aggregator import SignalAggregator, SignalReport
|
||||
from data_provider import ForexDataProvider
|
||||
|
||||
PAIR_PRODUCERS: Dict[str, Callable] = {}
|
||||
|
||||
|
||||
def register_pair(symbol: str, config_factory: Callable):
|
||||
PAIR_PRODUCERS[symbol] = config_factory
|
||||
|
||||
|
||||
def get_supported_pairs() -> List[str]:
|
||||
return list(PAIR_PRODUCERS.keys())
|
||||
|
||||
|
||||
def produce_signal(
|
||||
symbol: str,
|
||||
primary_tf: Timeframe,
|
||||
data_provider: ForexDataProvider,
|
||||
confirmation_tfs: Optional[List[Timeframe]] = None,
|
||||
) -> SignalReport:
|
||||
config_factory = PAIR_PRODUCERS.get(symbol)
|
||||
if config_factory is None:
|
||||
raise ValueError(
|
||||
f"No signal producer registered for {symbol}. "
|
||||
f"Available: {list(PAIR_PRODUCERS.keys())}"
|
||||
)
|
||||
|
||||
config = config_factory(primary_tf, confirmation_tfs)
|
||||
aggregator = SignalAggregator(config)
|
||||
aggregator.data_provider = data_provider
|
||||
return aggregator.analyze_pair(symbol=symbol)
|
||||
|
||||
|
||||
from pair_signals import xauusd as _xau_mod
|
||||
from pair_signals import eurusd as _eur_mod
|
||||
from config import XAUUSD, EURUSD
|
||||
|
||||
register_pair(XAUUSD, _xau_mod.make_config)
|
||||
register_pair(EURUSD, _eur_mod.make_config)
|
||||
@@ -0,0 +1,100 @@
|
||||
"""EUR/USD signal producer config.
|
||||
|
||||
Ported from feature/eurusd-support. All tuned values here are a
|
||||
pre-realism baseline (tuned before spread charging and next-open fills)
|
||||
and are re-tuned against the realistic backtester at 1-pip round-trip
|
||||
cost — see EurUsdStrategyConfig in config.py.
|
||||
"""
|
||||
|
||||
from typing import Optional, List
|
||||
from config import PlatformConfig, Timeframe, EURUSD
|
||||
|
||||
_CONFIRMATIONS = {
|
||||
Timeframe.M5: [Timeframe.M15, Timeframe.H1],
|
||||
Timeframe.M15: [Timeframe.M5, Timeframe.H1],
|
||||
Timeframe.H1: [Timeframe.M15, Timeframe.H4],
|
||||
Timeframe.H4: [Timeframe.H1, Timeframe.D1],
|
||||
}
|
||||
|
||||
_TRENDING = {
|
||||
"ema_trend": 2.0, "rsi": 1.0, "macd": 2.0,
|
||||
"bollinger": 0.5, "keltner": 1.0, "roc": 1.5,
|
||||
"candlestick": 0.5, "divergence": 2.0, "adx": 1.0,
|
||||
}
|
||||
|
||||
EUR_REGIME_WEIGHTS = {
|
||||
"trending_up": _TRENDING,
|
||||
"trending_down": _TRENDING,
|
||||
"trending": _TRENDING,
|
||||
"ranging": {
|
||||
"ema_trend": 0.3, "rsi": 2.0, "macd": 1.0,
|
||||
"bollinger": 2.0, "keltner": 1.5, "roc": 0.5,
|
||||
"candlestick": 0.8, "divergence": 2.5, "adx": 0.5,
|
||||
},
|
||||
"transitioning": {
|
||||
"ema_trend": 1.5, "rsi": 1.5, "macd": 2.0,
|
||||
"bollinger": 1.0, "keltner": 1.5, "roc": 2.0,
|
||||
"candlestick": 0.8, "divergence": 2.0, "adx": 1.0,
|
||||
},
|
||||
}
|
||||
|
||||
_M5_TRENDING = {
|
||||
"ema_trend": 1.5, "rsi": 1.0, "macd": 2.5,
|
||||
"bollinger": 0.5, "keltner": 2.0, "roc": 2.0,
|
||||
"candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
|
||||
}
|
||||
|
||||
M5_REGIME_WEIGHTS = {
|
||||
"trending_up": _M5_TRENDING,
|
||||
"trending_down": _M5_TRENDING,
|
||||
"trending": _M5_TRENDING,
|
||||
"ranging": {
|
||||
"ema_trend": 0.3, "rsi": 1.5, "macd": 1.5,
|
||||
"bollinger": 1.5, "keltner": 2.0, "roc": 1.0,
|
||||
"candlestick": 0.3, "divergence": 1.5, "adx": 0.5,
|
||||
},
|
||||
"transitioning": {
|
||||
"ema_trend": 1.0, "rsi": 1.0, "macd": 2.5,
|
||||
"bollinger": 0.5, "keltner": 2.5, "roc": 2.0,
|
||||
"candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
|
||||
},
|
||||
}
|
||||
|
||||
|
||||
def make_config(
|
||||
primary_tf: Timeframe,
|
||||
confirmation_tfs: Optional[List[Timeframe]] = None,
|
||||
) -> PlatformConfig:
|
||||
config = PlatformConfig()
|
||||
config.symbol = EURUSD
|
||||
config.display_name = "EUR/USD"
|
||||
config.pip_value = 0.0001
|
||||
config.primary_timeframe = primary_tf
|
||||
config.confirmation_timeframes = (
|
||||
confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])
|
||||
)
|
||||
|
||||
# XAU gates are display-gated in the aggregator; disabling here is
|
||||
# belt-and-braces so no gold logic can ever fire on an EUR config.
|
||||
config.xau_strategy.enabled = False
|
||||
|
||||
config.backtest.session_start_hour = 7
|
||||
config.backtest.session_end_hour = 20
|
||||
config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3]
|
||||
config.backtest.allowed_weekdays = [0, 1, 2, 3, 4]
|
||||
|
||||
if primary_tf == Timeframe.M5:
|
||||
config.technical.regime_weights_override = M5_REGIME_WEIGHTS
|
||||
config.technical.swing_sr_lookback = 20
|
||||
config.eur_strategy.sl_atr_floor = 0.7
|
||||
config.eur_strategy.sl_atr_multiplier = 0.3
|
||||
config.eur_strategy.min_quality_grades = ["A+", "A", "B"]
|
||||
config.eur_strategy.min_entry_score = 35.0
|
||||
config.eur_strategy.min_entry_confidence = 50.0
|
||||
config.eur_strategy.blocked_vol_regimes = ["high"]
|
||||
config.eur_strategy.min_indicator_agreement = 6
|
||||
config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3, 4, 6, 9, 11, 19, 21]
|
||||
else:
|
||||
config.technical.regime_weights_override = EUR_REGIME_WEIGHTS
|
||||
|
||||
return config
|
||||
@@ -0,0 +1,29 @@
|
||||
"""XAU/USD signal producer config.
|
||||
|
||||
PlatformConfig defaults ARE the tuned XAU/USD configuration, so this
|
||||
factory only sets the timeframes. It must stay equivalent to the inline
|
||||
PlatformConfig(symbol=XAUUSD, ...) construction used by the backtester
|
||||
and Telegram bot (enforced by a test in test_all.py).
|
||||
"""
|
||||
|
||||
from typing import Optional, List
|
||||
from config import PlatformConfig, Timeframe
|
||||
|
||||
_CONFIRMATIONS = {
|
||||
Timeframe.M5: [Timeframe.M15, Timeframe.H1],
|
||||
Timeframe.M15: [Timeframe.M5, Timeframe.H1],
|
||||
Timeframe.H1: [Timeframe.M15, Timeframe.H4],
|
||||
Timeframe.H4: [Timeframe.H1, Timeframe.D1],
|
||||
}
|
||||
|
||||
|
||||
def make_config(
|
||||
primary_tf: Timeframe,
|
||||
confirmation_tfs: Optional[List[Timeframe]] = None,
|
||||
) -> PlatformConfig:
|
||||
config = PlatformConfig()
|
||||
config.primary_timeframe = primary_tf
|
||||
config.confirmation_timeframes = (
|
||||
confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])
|
||||
)
|
||||
return config
|
||||
Reference in New Issue
Block a user