first comit

src/config.rs

@@ -0,0 +1,171 @@
+//! Configuration constants for the trading bot.
+
+// Stock Universe
+pub const MAG7: &[&str] = &["AAPL", "MSFT", "GOOGL", "AMZN", "META", "NVDA", "TSLA"];
+pub const SEMIS: &[&str] = &["AVGO", "AMD", "ASML", "QCOM", "MU"];
+pub const GROWTH_TECH: &[&str] = &["NFLX", "CRM", "NOW", "UBER", "SNOW"];
+pub const HEALTHCARE: &[&str] = &["LLY", "UNH", "ISRG", "VRTX", "ABBV", "MRK", "PFE"];
+pub const FINTECH_VOLATILE: &[&str] = &["V", "MA", "COIN", "PLTR", "MSTR"];
+pub const SP500_FINANCIALS: &[&str] = &["JPM", "GS", "MS", "BLK", "AXP", "C"];
+pub const SP500_INDUSTRIALS: &[&str] = &["CAT", "GE", "HON", "BA", "RTX", "LMT", "DE"];
+pub const SP500_CONSUMER: &[&str] = &["COST", "WMT", "HD", "NKE", "SBUX", "MCD", "DIS"];
+pub const SP500_ENERGY: &[&str] = &["XOM", "CVX", "COP", "SLB", "OXY"];
+
+/// Get all symbols in the trading universe (50 stocks).
+pub fn get_all_symbols() -> Vec<&'static str> {
+    let mut symbols = Vec::new();
+    symbols.extend_from_slice(MAG7);
+    symbols.extend_from_slice(SEMIS);
+    symbols.extend_from_slice(GROWTH_TECH);
+    symbols.extend_from_slice(HEALTHCARE);
+    symbols.extend_from_slice(FINTECH_VOLATILE);
+    symbols.extend_from_slice(SP500_FINANCIALS);
+    symbols.extend_from_slice(SP500_INDUSTRIALS);
+    symbols.extend_from_slice(SP500_CONSUMER);
+    symbols.extend_from_slice(SP500_ENERGY);
+    symbols
+}
+
+// Strategy Parameters
+pub const RSI_PERIOD: usize = 14;
+pub const RSI_OVERSOLD: f64 = 30.0;
+pub const RSI_OVERBOUGHT: f64 = 70.0;
+pub const RSI_PULLBACK_LOW: f64 = 35.0;
+pub const RSI_PULLBACK_HIGH: f64 = 60.0;
+
+pub const MACD_FAST: usize = 12;
+pub const MACD_SLOW: usize = 26;
+pub const MACD_SIGNAL: usize = 9;
+
+pub const MOMENTUM_PERIOD: usize = 5;
+
+pub const EMA_SHORT: usize = 9;
+pub const EMA_LONG: usize = 21;
+pub const EMA_TREND: usize = 50;
+
+// ADX - Trend Strength
+pub const ADX_PERIOD: usize = 14;
+pub const ADX_THRESHOLD: f64 = 25.0;
+pub const ADX_STRONG: f64 = 35.0;
+
+// Bollinger Bands
+pub const BB_PERIOD: usize = 20;
+pub const BB_STD: f64 = 2.0;
+
+// ATR for volatility-based stops
+pub const ATR_PERIOD: usize = 14;
+pub const ATR_MULTIPLIER_STOP: f64 = 1.5;
+pub const ATR_MULTIPLIER_TRAIL: f64 = 2.5;
+
+// Volume filter
+pub const VOLUME_MA_PERIOD: usize = 20;
+pub const VOLUME_THRESHOLD: f64 = 0.8;
+
+// Momentum Ranking
+pub const TOP_MOMENTUM_COUNT: usize = 4;
+
+// Risk Management
+pub const MAX_POSITION_SIZE: f64 = 0.22;
+pub const MIN_CASH_RESERVE: f64 = 0.01;
+pub const STOP_LOSS_PCT: f64 = 0.025;
+pub const TAKE_PROFIT_PCT: f64 = 0.40;
+pub const TRAILING_STOP_ACTIVATION: f64 = 0.12;
+pub const TRAILING_STOP_DISTANCE: f64 = 0.07;
+
+// Trading intervals
+pub const BOT_CHECK_INTERVAL_SECONDS: u64 = 60;
+pub const BARS_LOOKBACK: usize = 100;
+
+// Backtest defaults
+pub const DEFAULT_INITIAL_CAPITAL: f64 = 100_000.0;
+pub const TRADING_DAYS_PER_YEAR: usize = 252;
+
+// Hours per trading day (for scaling parameters)
+pub const HOURS_PER_DAY: usize = 7;
+
+/// Indicator parameters that can be scaled for different timeframes.
+#[derive(Debug, Clone)]
+pub struct IndicatorParams {
+    pub rsi_period: usize,
+    pub macd_fast: usize,
+    pub macd_slow: usize,
+    pub macd_signal: usize,
+    pub momentum_period: usize,
+    pub ema_short: usize,
+    pub ema_long: usize,
+    pub ema_trend: usize,
+    pub adx_period: usize,
+    pub bb_period: usize,
+    pub atr_period: usize,
+    pub volume_ma_period: usize,
+}
+
+impl IndicatorParams {
+    /// Create parameters for daily timeframe.
+    pub fn daily() -> Self {
+        Self {
+            rsi_period: RSI_PERIOD,
+            macd_fast: MACD_FAST,
+            macd_slow: MACD_SLOW,
+            macd_signal: MACD_SIGNAL,
+            momentum_period: MOMENTUM_PERIOD,
+            ema_short: EMA_SHORT,
+            ema_long: EMA_LONG,
+            ema_trend: EMA_TREND,
+            adx_period: ADX_PERIOD,
+            bb_period: BB_PERIOD,
+            atr_period: ATR_PERIOD,
+            volume_ma_period: VOLUME_MA_PERIOD,
+        }
+    }
+
+    /// Create parameters for hourly timeframe (scaled by HOURS_PER_DAY).
+    pub fn hourly() -> Self {
+        let scale = HOURS_PER_DAY;
+        Self {
+            rsi_period: RSI_PERIOD * scale,
+            macd_fast: MACD_FAST * scale,
+            macd_slow: MACD_SLOW * scale,
+            macd_signal: MACD_SIGNAL * scale,
+            momentum_period: MOMENTUM_PERIOD * scale,
+            ema_short: EMA_SHORT * scale,
+            ema_long: EMA_LONG * scale,
+            ema_trend: EMA_TREND * scale,
+            adx_period: ADX_PERIOD * scale,
+            bb_period: BB_PERIOD * scale,
+            atr_period: ATR_PERIOD * scale,
+            volume_ma_period: VOLUME_MA_PERIOD * scale,
+        }
+    }
+
+    /// Get the minimum number of bars required for indicator calculation.
+    pub fn min_bars(&self) -> usize {
+        *[
+            self.macd_slow,
+            self.rsi_period,
+            self.ema_trend,
+            self.adx_period,
+            self.bb_period,
+        ]
+        .iter()
+        .max()
+        .unwrap()
+            + 5
+    }
+}
+
+/// Timeframe for trading data.
+#[derive(Debug, Clone, Copy, PartialEq, Eq, clap::ValueEnum)]
+pub enum Timeframe {
+    Daily,
+    Hourly,
+}
+
+impl Timeframe {
+    pub fn params(&self) -> IndicatorParams {
+        match self {
+            Timeframe::Daily => IndicatorParams::daily(),
+            Timeframe::Hourly => IndicatorParams::hourly(),
+        }
+    }
+}