alpheast.strategy.common.sma_crossover_strategy module

class alpheast.strategy.common.sma_crossover_strategy.SMACrossoverStrategy(symbol, fast_period=10, slow_period=50, **kwargs)[source]

Bases: BaseStrategy

A Simple Moving Average (SMA) Crossover trading strategy. Generates BUY/SELL signals based on fast SMA crossing above/below slow SMA.

on_market_event(event)[source]

Called when a new MarketEvent (e.g. a new bar of data) is received. Strategies should implement their trading logic here.