Phase 1 completion: - Add DataStreamer for real-time Binance Futures WebSocket data (klines, mark price) - Add DataValidator for candle validation and gap detection - Add timeframes module with interval mappings Phase 2 foundation: - Add RegimeClassifier with ADX/ATR/Bollinger Band analysis - Add Regime enum (TRENDING_UP/DOWN, RANGING, HIGH_VOLATILITY, UNCERTAIN) - Add Strategy ABC defining generate_signal, get_stop_loss, parameters, suitable_regimes - Add Signal dataclass and SignalType enum for strategy outputs Testing: - Add comprehensive test suites for all new modules - 159 tests passing, 24 skipped (async WebSocket timing) - 82% code coverage Dependencies: - Add pandas-stubs to dev dependencies for mypy compatibility
15 KiB
15 KiB