137 lines
4.3 KiB
Markdown
137 lines
4.3 KiB
Markdown
# Enhanced Emotional Damage Strategy - Project Structure
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## 🎯 Quick Start
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```bash
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cd /home/will/docker/backtest/strategy/emotional-damage/
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# Edit config.json to modify parameters
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python3 run_strategy_with_config.py
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```
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## 📁 Directory Structure
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### Core Strategy Files
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```
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/strategy/emotional-damage/
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├── config.json # 🔧 Configuration parameters
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├── run_strategy_with_config.py # 🚀 Main strategy runner
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├── README_CONFIG.md # 📖 Usage documentation
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├── backtest_emotional_damage_enhanced_v2.py # 💎 Enhanced strategy implementation
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├── backtest_emotional_damage.py # 📚 Original strategy (reference)
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└── enhanced-emotional-damage.txt # 📝 Strategy description
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```
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### Data & Database
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```
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/data/
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├── stock_data.db # 💾 Main SQLite database
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├── data_manager.py # 🔧 Database management
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└── __init__.py
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```
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### Reports & Results
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```
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/reports/ # 📊 Generated reports
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├── enhanced_strategy_report_*.pdf # 📈 PDF performance report
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├── enhanced_trades_*.csv # 📋 Trade history CSV
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└── detailed_trades_*.txt # 🔍 Detailed trade log
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/results/ # 💾 Strategy objects
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└── enhanced_strategy_*.pkl # 🎯 Serialized strategy
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```
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### Chat History
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```
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/chat_history/ # 💬 Conversation logs
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├── enhanced_strategy_configuration_session.json
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├── enhanced_emotional_damage_full_conversation.json
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└── ...
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```
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### Infrastructure
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```
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/
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├── Dockerfile # 🐳 Docker container setup
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├── docker-compose.yml # 🐳 Docker orchestration
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├── requirements.txt # 📦 Python dependencies
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├── download_data.py # 📥 Data download scripts
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├── download_qqq_data.py
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└── create_fear_greed_index.py # 🧮 F&G index creation
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```
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## 🎛️ Configuration System
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### Key Files:
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- **config.json**: All strategy parameters
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- **run_strategy_with_config.py**: Zero-token parameter testing
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- **README_CONFIG.md**: Complete usage guide
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### Configuration Categories:
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1. **Strategy Parameters**: Capital, thresholds, stop-loss
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2. **Technical Indicators**: RSI, MACD, SMA settings
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3. **Output Settings**: PDF, CSV, console output control
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4. **Data Settings**: Date ranges, ticker filters
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## 📈 Strategy Features
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### Enhanced Capabilities:
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- ✅ **Gradual Transitions**: 4-step position changes over 4 weeks
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- ✅ **Technical Filtering**: RSI, MACD, SMA with 2/3 requirement
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- ✅ **Stop-Loss Protection**: 15% threshold with automatic QQQ replacement
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- ✅ **Integer Shares**: Realistic whole-share trading
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- ✅ **Complete Audit Trail**: F&G index, cash, portfolio state per trade
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### Risk Management:
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- **Stop-Loss**: Configurable threshold (default 15%)
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- **Volatility Filtering**: 30-day historical volatility calculation
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- **Technical Validation**: Multiple indicator confirmation
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- **Gradual Execution**: Reduced market impact
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## 🔧 Maintenance
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### Regular Tasks:
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1. **Data Updates**: Run download scripts periodically
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2. **Parameter Tuning**: Modify config.json and test
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3. **Report Review**: Check /reports/ for latest results
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4. **Backup**: Save important .pkl files from /results/
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### File Cleanup:
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- Old reports are automatically cleaned during major updates
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- Keep latest strategy pickle files for analysis
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- Chat history preserved for reference
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## 🚀 Usage Examples
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### Basic Run:
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```bash
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python3 run_strategy_with_config.py
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```
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### Conservative Strategy:
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```json
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{
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"fear_threshold": 30,
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"greed_threshold": 70,
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"stop_loss_threshold": 0.10
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}
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```
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### Aggressive Strategy:
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```json
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{
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"fear_threshold": 20,
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"greed_threshold": 80,
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"required_indicators": 1
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}
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```
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## 📊 Output Files
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Every run generates:
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- **PDF Report**: Visual performance analysis
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- **CSV Data**: Machine-readable trade history
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- **Detailed Log**: Human-readable trade breakdown
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- **Strategy Object**: For advanced analysis
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---
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*Last Updated: 2025-07-18*
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*Status: Production Ready* ✅ |