43 lines
1.1 KiB
Python
43 lines
1.1 KiB
Python
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"""
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Base strategy class.
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"""
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from abc import ABC, abstractmethod
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from datetime import date
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from typing import List
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from sqlalchemy.orm import Session
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from app.schemas.strategy import StockFactor, StrategyResult, UniverseFilter
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from app.services.factor_calculator import FactorCalculator
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class BaseStrategy(ABC):
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"""Base class for quant strategies."""
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strategy_name: str = "base"
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def __init__(self, db: Session):
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self.db = db
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self.factor_calc = FactorCalculator(db)
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def get_universe(self, filter: UniverseFilter) -> List:
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"""Get filtered stock universe."""
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return self.factor_calc.get_universe(
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markets=filter.markets,
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min_market_cap=filter.min_market_cap,
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max_market_cap=filter.max_market_cap,
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exclude_stock_types=filter.exclude_stock_types,
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exclude_sectors=filter.exclude_sectors,
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)
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@abstractmethod
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def run(
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self,
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universe_filter: UniverseFilter,
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top_n: int,
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base_date: date = None,
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**kwargs,
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) -> StrategyResult:
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"""Run the strategy and return ranked stocks."""
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pass
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