4c40516559
Volume-backed pullback strategy with 1h meta filter (EMA50/200 + ADX) and 15m 3-candle trigger sequence. Deployed as separate mtf-bot container alongside existing cointrader. All orders are dry-run (logged only). - src/mtf_bot.py: Module 1-4 (DataFetcher, MetaFilter, TriggerStrategy, ExecutionManager) - main_mtf.py: OOS dry-run entry point - docker-compose.yml: mtf-bot service added - requirements.txt: ccxt dependency added - scripts/mtf_backtest.py: backtest script (Phase 1 robustness: SHORT PF≥1.5 in 7/9 combos) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
19 lines
306 B
Plaintext
19 lines
306 B
Plaintext
python-binance>=1.0.28
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pandas>=2.3.2
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pandas-ta==0.4.71b0
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python-dotenv==1.0.0
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httpx>=0.27.0
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pytest>=8.1.0
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pytest-asyncio>=0.24.0
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aiohttp==3.9.3
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websockets==12.0
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loguru==0.7.2
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lightgbm>=4.3.0
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scikit-learn>=1.4.0
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joblib>=1.3.0
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pyarrow>=15.0.0
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onnxruntime>=1.18.0
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optuna>=3.6.0
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quantstats>=0.0.81
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ccxt>=4.5.0
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