From 43e16bf1b717e1d52e73fdb5a732ba29fbd114cc Mon Sep 17 00:00:00 2001
From: cardosofede <federico.cardoso.e@gmail.com>
Date: Thu, 7 Sep 2023 17:38:27 +0800
Subject: [PATCH] (feat) remove macd_bb original strategy

---
 quants_lab/strategy/controllers/macd_bb.py | 45 ----------------------
 1 file changed, 45 deletions(-)
 delete mode 100644 quants_lab/strategy/controllers/macd_bb.py

diff --git a/quants_lab/strategy/controllers/macd_bb.py b/quants_lab/strategy/controllers/macd_bb.py
deleted file mode 100644
index a2ba82c..0000000
--- a/quants_lab/strategy/controllers/macd_bb.py
+++ /dev/null
@@ -1,45 +0,0 @@
-import pandas_ta as ta
-from pydantic import BaseModel, Field
-
-from quants_lab.strategy.directional_strategy_base import DirectionalStrategyBase
-
-
-class MACDBBConfig(BaseModel):
-    exchange: str = Field(default="binance_perpetual")
-    trading_pair: str = Field(default="ETH-USDT")
-    interval: str = Field(default="1h")
-    bb_length: int = Field(default=24, ge=2, le=1000)
-    bb_std: float = Field(default=2.0, ge=0.5, le=4.0)
-    bb_long_threshold: float = Field(default=0.0, ge=-3.0, le=0.5)
-    bb_short_threshold: float = Field(default=1.0, ge=0.5, le=3.0)
-    fast_macd: int = Field(default=21, ge=2, le=100)
-    slow_macd: int = Field(default=42, ge=30, le=1000)
-    signal_macd: int = Field(default=9, ge=2, le=100)
-
-
-class MacdBollinger(DirectionalStrategyBase[MACDBBConfig]):
-    def get_raw_data(self):
-        df = self.get_candles(
-            exchange=self.config.exchange,
-            trading_pair=self.config.trading_pair,
-            interval=self.config.interval,
-        )
-        return df
-
-    def preprocessing(self, df):
-        df.ta.bbands(length=self.config.bb_length, std=self.config.bb_std, append=True)
-        df.ta.macd(fast=self.config.fast_macd, slow=self.config.slow_macd, signal=self.config.signal_macd, append=True)
-        return df
-
-    def predict(self, df):
-        bbp = df[f"BBP_{self.config.bb_length}_{self.config.bb_std}"]
-        macdh = df[f"MACDh_{self.config.fast_macd}_{self.config.slow_macd}_{self.config.signal_macd}"]
-        macd = df[f"MACD_{self.config.fast_macd}_{self.config.slow_macd}_{self.config.signal_macd}"]
-
-        long_condition = (bbp < self.config.bb_long_threshold) & (macdh > 0) & (macd < 0)
-        short_condition = (bbp > self.config.bb_short_threshold) & (macdh < 0) & (macd > 0)
-
-        df["side"] = 0
-        df.loc[long_condition, "side"] = 1
-        df.loc[short_condition, "side"] = -1
-        return df