Files
wickra/examples/python
kingchenc c212f91256 docs(examples): add 3 end-to-end strategy examples (Rust + Python) (#65)
Wires real indicators into complete signal -> fill -> PnL -> equity
loops over the checked-in BTCUSDT datasets, with per-trade Sharpe and
max-drawdown reported on stdout. Closes the gap where existing
examples showed only the mechanics of calling `update`/`batch` but not
how Wickra plugs into a trading-system shape.

Three strategies, each in Rust + Python (six files total):

- strategy_rsi_mean_reversion — RSI(14) thresholds (30/70) on 1h
  BTCUSDT. Binary position, 0.1% per-trade fee.
- strategy_macd_adx — MACD crossover entries gated by ADX(14) > 20 on
  1h BTCUSDT. Trend-follower demo of multi-indicator gating.
- strategy_bollinger_squeeze — Bollinger-bandwidth 180-day-low squeeze
  + upper-band breakout entry, ATR(14) * 2 stop. On 1d BTCUSDT for
  interpretable lookback.

Each file is self-contained — print_summary is inlined per script so
the example stays a single-file read. Every script prints a
NOT-financial-advice notice next to its results.

examples/README.md updated to list the new bins/scripts.
2026-05-30 18:23:03 +02:00
..