momentum devandClaude Opus 4.8
007cd95c79
Snapshot before the DuckDB->PostgreSQL migration. data/, archive/, the 232MB rebuild zip, the Windows .venv, and .env are excluded via .gitignore. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
104 lines
2.6 KiB
Python
104 lines
2.6 KiB
Python
"""Strategy evaluation package.
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Implements Ross Cameron style momentum trading strategy:
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- Structure detection (bull flags, first pullback, gap & go)
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- Key levels tracking (VWAP, premarket high, opening range)
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- Setup quality scoring
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- Market regime detection
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"""
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from strategy.evaluation.setup_evaluator import evaluate_setup
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from strategy.evaluation.criteria import score_criteria, build_criteria_result
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from strategy.evaluation.structure import (
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classify_setup,
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detect_bull_flag,
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detect_first_pullback,
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detect_gap_and_go,
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detect_hod_break,
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StructureDetectionResult,
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SetupType,
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)
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from strategy.evaluation.levels import (
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compute_key_levels,
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calculate_vwap,
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calculate_ema,
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KeyLevels,
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get_trigger_levels,
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get_stop_levels,
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)
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from strategy.evaluation.quality import (
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calculate_setup_quality,
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QualityScore,
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QualityThresholds,
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)
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from strategy.evaluation.regime import (
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assess_market_regime,
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get_regime_adjustment,
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should_trade_in_regime,
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MarketRegime,
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RegimeAssessment,
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)
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from strategy.evaluation.first_candles import (
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calculate_first_candle_features,
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classify_opening_strength,
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FirstCandleFeatures,
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)
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from strategy.evaluation.volume_metrics import (
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calculate_enhanced_volume_metrics,
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calculate_time_of_day_rvol,
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calculate_float_rotation,
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VolumeMetrics,
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)
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from strategy.evaluation.data_quality import (
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calculate_data_quality_score,
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should_trade_symbol,
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get_quality_grade,
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DataQualityScore,
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)
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__all__ = [
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# Setup evaluation
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"evaluate_setup",
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"score_criteria",
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"build_criteria_result",
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# Structure detection
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"classify_setup",
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"detect_bull_flag",
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"detect_first_pullback",
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"detect_gap_and_go",
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"detect_hod_break",
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"StructureDetectionResult",
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"SetupType",
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# Levels
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"compute_key_levels",
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"calculate_vwap",
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"calculate_ema",
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"KeyLevels",
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"get_trigger_levels",
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"get_stop_levels",
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# Quality
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"calculate_setup_quality",
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"QualityScore",
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"QualityThresholds",
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# Regime
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"assess_market_regime",
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"get_regime_adjustment",
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"should_trade_in_regime",
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"MarketRegime",
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"RegimeAssessment",
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# First candles
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"calculate_first_candle_features",
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"classify_opening_strength",
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"FirstCandleFeatures",
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# Volume metrics
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"calculate_enhanced_volume_metrics",
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"calculate_time_of_day_rvol",
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"calculate_float_rotation",
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"VolumeMetrics",
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# Data quality
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"calculate_data_quality_score",
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"should_trade_symbol",
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"get_quality_grade",
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"DataQualityScore",
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]
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