Market Regime Classifier

Overview

Classifies current market state into regimes (trending-up, trending-down, ranging, volatile, quiet) using multiple features. Maps each regime to optimal strategy types and risk parameters.

1. Regime Detection Engine

import pandas as pd
import numpy as np
from typing import Literal

RegimeType = Literal["trending_up", "trending_down", "ranging", "volatile", "quiet"]

class RegimeClassifier:
    """Multi-feature regime classification."""