Quant.Strategy.Signal (quant v0.1.0-alpha.1)

Core signal generation module for trading strategies.

This module handles the actual generation of buy/sell/hold signals based on technical indicator values and strategy rules.

Signal Values

  • -1: Sell signal
  • 0: Hold signal (no action)
  • 1: Buy signal

Signal Strength

Signal strength is a float value between 0.0 and 1.0 indicating the confidence level of the signal:

  • 0.0-0.3: Weak signal
  • 0.3-0.7: Moderate signal
  • 0.7-1.0: Strong signal

Summary

Types

signal_strength()
signal_value()

Functions

generate(dataframe, strategy, opts \\ [])

Generate trading signals based on strategy configuration.

Types

signal_strength()

@type signal_strength() :: float()

signal_value()

@type signal_value() :: -1 | 0 | 1

Functions

generate(dataframe, strategy, opts \\ [])

@spec generate(Explorer.DataFrame.t(), map(), keyword()) ::
  {:ok, Explorer.DataFrame.t()} | {:error, term()}

Generate trading signals based on strategy configuration.

Parameters

  • dataframe - DataFrame with technical indicators already applied
  • strategy - Strategy configuration map
  • opts - Additional options

Returns

DataFrame with added signal columns:

  • signal: Integer signal values (-1, 0, 1)
  • signal_strength: Float confidence values (0.0-1.0)
  • signal_reason: String describing signal trigger