trading-strategies

Installation

Summary

Framework for developing, backtesting, and deploying prediction market trading strategies.

Four built-in strategy templates: arbitrage (pricing inefficiencies), copy trading (mirror successful traders), momentum (price and volume signals), and mean reversion (trade price extremes)
Backtesting engine with historical data simulation, performance metrics (Sharpe ratio, max drawdown, win rate), and equity curve tracking
Risk management module enforcing position limits, drawdown caps, daily loss limits, and Kelly criterion sizing
Base class architecture with signal generation, position sizing, and execution validation for custom strategy development

SKILL.md

Trading Strategy Development Skill

Strategy Base Class

from abc import ABC, abstractmethod
from dataclasses import dataclass
from typing import Optional
from datetime import datetime
from enum import Enum

class SignalType(Enum):
    BUY = "buy"
    SELL = "sell"
    HOLD = "hold"