skayn-trading-sdk/src/interfaces/IStrategy.js

Professional Bitcoin trading strategy backtesting framework with institutional-grade architecture

/**
 * Abstract Strategy Interface
 * Defines contract for all trading strategies in backtesting
 */
class IStrategy {
  /**
   * Analyze market data and generate trading signal
   * @param {Array} historicalBars - Array of OHLCV data up to current point
   * @param {Object} portfolioState - Current portfolio state
   * @returns {Promise<Object>} Trading signal with action, confidence, reasons
   */
  async analyze(historicalBars, portfolioState) {
    throw new Error('IStrategy.analyze() must be implemented');
  }

  /**
   * Get number of bars needed for strategy warmup
   * @returns {number} Minimum bars needed before strategy can generate signals
   */
  getRequiredWarmupPeriods() {
    throw new Error('IStrategy.getRequiredWarmupPeriods() must be implemented');
  }

  /**
   * Get strategy metadata
   * @returns {Object} Strategy information
   */
  getStrategyMetadata() {
    return {
      name: 'Unknown Strategy',
      version: '1.0.0',
      description: 'Base strategy interface',
      parameters: {},
      riskLevel: 'medium'
    };
  }

  /**
   * Get strategy configuration parameters
   * @returns {Object} Configuration object
   */
  getParameters() {
    return {};
  }

  /**
   * Set strategy parameters
   * @param {Object} params - Strategy parameters
   */
  setParameters(params) {
    this.parameters = { ...this.parameters, ...params };
  }

  /**
   * Validate strategy configuration
   * @returns {Object} Validation result
   */
  validateConfiguration() {
    return { valid: true, issues: [] };
  }

  /**
   * Reset strategy internal state (for multiple backtests)
   */
  reset() {
    // Override in implementations if strategy maintains state
  }

  /**
   * Get strategy-specific stop loss percentage
   * @param {Object} signal - Current signal
   * @param {Object} marketConditions - Current market conditions
   * @returns {number} Stop loss percentage
   */
  getStopLossPercentage(signal, marketConditions) {
    return 2.0; // Default 2%
  }

  /**
   * Get strategy-specific take profit percentage
   * @param {Object} signal - Current signal
   * @param {Object} marketConditions - Current market conditions
   * @returns {number} Take profit percentage
   */
  getTakeProfitPercentage(signal, marketConditions) {
    return 3.0; // Default 3%
  }

  /**
   * Check if strategy supports the given market conditions
   * @param {Object} marketConditions - Market conditions object
   * @returns {boolean} Whether strategy supports these conditions
   */
  supportsMarketConditions(marketConditions) {
    return true; // Default: support all conditions
  }
}

module.exports = IStrategy;