(feat) create the first strategy example

quants_lab/strategy/mean_reversion/bollinger.py

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+import pandas_ta as ta
+from quants_lab.strategy.directional_strategy_base import DirectionalStrategyBase
+
+from quants_lab.utils import data_management
+
+
+class Bollinger(DirectionalStrategyBase):
+    def __init__(self,
+                 exchange="binance_perpetual",
+                 trading_pair="ETH-USDT",
+                 interval="1h",
+                 bb_length=24,
+                 bb_std=2.0):
+        self.exchange = exchange
+        self.trading_pair = trading_pair
+        self.interval = interval
+        self.bb_length = bb_length
+        self.bb_std = bb_std
+
+    def get_raw_data(self):
+        df = data_management.get_dataframe(
+            exchange=self.exchange,
+            trading_pair=self.trading_pair,
+            interval=self.interval,
+        )
+        return df
+
+    def add_indicators(self, df):
+        df.ta.bbands(length=self.bb_length, std=self.bb_std, append=True)
+        return df
+
+    def add_signals(self, df):
+        df["side"] = 0
+        long_condition = df[f"BBP_{self.bb_length}_{self.bb_std}"] < 0.05
+        short_condition = df[f"BBP_{self.bb_length}_{self.bb_std}"] > 0.95
+        df.loc[long_condition, "side"] = 1
+        df.loc[short_condition, "side"] = -1
+        return df