This project implements a trading system with comprehensive modules for data management, collection, and strategy execution. The following sections detail the project structure and key components.
├── data/
│ ├── ticker.xlsx – Excel file with ticker details
│ └── trading_system.db – Main SQLite database
│
├── src/
│ ├── config/
│ │ ├── settings.py – Application settings and configurations
│ │ ├── logging_config.py – Logging configuration
│ │ └── __init__.py
│ │
│ ├── database/
│ │ ├── config.py – Database configuration classes
│ │ ├── engine.py – Functions to create database engines
│ │ ├── remove_duplicates.py – Utilities to clean data
│ │ ├── utils.py – Database helper functions
│ │ └── __init__.py
│ │
│ ├── collectors/
│ │ ├── base_collector.py – Base class for data collectors
│ │ ├── price_collector.py – Collects daily price data
│ │ ├── info_collector.py – Gathers company info
│ │ ├── data_collector.py – Generic data collection utilities
│ │ ├── statements_collector.py – Collects financial statements
│ │ └── __init__.py
│ │
│ ├── strategies/
│ │ ├── value/
│ │ │ ├── grahams_defensive_strat.py – Graham’s defensive strategy
│ │ │ ├── acquirer_multiple.py, deep_value_strat.py
│ │ │ ├── piotroski_f_score_strat.py & other value strategies
│ │ │ └── unified_class/
│ │ │ ├── Components including value_strategy.py, config.py, data_manager.py, and financial_metrics.py
│ │ │
│ │ ├── momentum/
│ │ │ ├── coppock_curve_strat.py, know_sure_thing_strat.py, mcad_strat.py
│ │ │ ├── true_strength_index_strat.py, relative_vigor_index_strat.py
│ │ │ ├── awesome_oscillator_strat.py, sma_crossover_strat.py
│ │ │ └── strats_explanation.md – Documentation of momentum strategies
│ │ │
│ │ ├── breakout/
│ │ │ ├── cup_and_handle_strat.py, volume_breakout_strat.py, triangle_breakout_strat.py
│ │ │
│ │ ├── volatality/
│ │ │ ├── bollinger_bands_strat.py, supertrend_strat.py, garch_strat.py
│ │ │ ├── volatility_breakout_strat.py, volatality_squeeze_strat.py
│ │ │ ├── atr_trailing_stops_strat.py, keltner_channel_strat.py
│ │ │
│ │ ├── mean_reversion/
│ │ │ ├── disparity_index_strat.py, stochastic_oscillator_strat.py
│ │ │ ├── relative_strength_index_strat.py, williams_percent_r_start.py
│ │ │ └── cci_oscillator_strat.py
│ │ │
│ │ ├── advanced/
│ │ │ ├── adx_rsi_strat.py, bollinger_stochastic_strat.py, bollinger_bands_kcr.py
│ │ │
│ │ ├── risk_management.py – Handles risk control strategies
│ │ └── base_strat.py – Base class for strategies
│ └── utils/ – Utility functions for general use
├── tests/
│ ├── Unit tests for database/ and collectors/ modules such as:
│ │ ├── test_config.py
│ │ ├── test_engine.py
│ │ ├── test_base_collector.py
│ │ ├── test_statements_collector.py
│ │ ├── test_info_collector.py
│ │ └── test_price_collector.py
│ ├── End-to-end tests like e2e_test.py
│ └── Additional tests such as Claude_testCase.py
├── utils/
│ └── file_utils.py – File management utilities
├── Top-Level Files
│ ├── __init__.py – Package initialization
│ ├── .env – Environment variable configurations
│ ├── requirements.txt – Python dependencies
│ ├── .gitignore – Git exclusion file
│ ├── README.md – Project documentation
│ ├── main.py – Application entry point
│ ├── poetry.lock & pyproject.toml – Poetry project configuration
- The project is managed using Poetry for dependency management and builds.
- Configuration and logging are modularized under the config directory, offering flexibility in environment setups.
- The database module not only handles connections but includes utilities for data consistency (e.g., removal of duplicates).
- Data collectors fetch various market and financial data to populate the databases, enabling robust strategy execution.
- A wide array of trading strategies is provided, covering value, momentum, breakout, volatility, and mean reversion techniques.
- Extensive tests ensure the reliability of data collection, database operations, and the correct functioning of trading strategies.
This detailed structure should help understand and extend the functionality of the trading system.