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40 lines
927 B
JavaScript
40 lines
927 B
JavaScript
/**
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* Base strategy class. All strategies extend this.
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*
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* Strategies receive market state updates and emit trade signals.
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* Signals are { side: 'yes'|'no', price: number, size: number, reason: string }
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*/
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export class BaseStrategy {
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constructor(name, config = {}) {
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this.name = name;
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this.config = config;
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this.enabled = true;
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this.mode = 'paper'; // 'paper' | 'live'
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}
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/**
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* Called on every market state update.
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* Return a signal object or null.
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*/
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evaluate(marketState) {
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throw new Error(`${this.name}: evaluate() not implemented`);
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}
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/**
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* Called when a market settles. Useful for strategies that
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* need to know outcomes (like Martingale).
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*/
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onSettlement(result, tradeHistory) {
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// Override in subclass if needed
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}
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toJSON() {
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return {
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name: this.name,
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enabled: this.enabled,
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mode: this.mode,
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config: this.config
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};
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}
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}
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