refactor: rename CoreTraidMath.py to CoreTradeMath.py

Fix typo in core math module filename and update all references.

Changes:
- Renamed market_trade/core/CoreTraidMath.py → CoreTradeMath.py
- Updated 28 import references across 14 files:
  - All Ind_*.py indicator modules
  - indicators.py, indicators_v2.py
  - signals.py, signals_v2.py
  - CoreDraw.py
- Updated documentation references in CLAUDE.md

This eliminates the "Traid" typo and aligns with proper English spelling.

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

CLAUDE.md

@@ -0,0 +1,151 @@
+# CLAUDE.md
+
+This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
+
+## Project Overview
+
+This is a Python-based algorithmic trading system for financial markets that implements technical indicator analysis, signal generation, decision making, and risk management. It integrates with Tinkoff Invest API for market data and trading.
+
+## Development Setup
+
+### Environment Setup
+- Python 3.9-3.12 (managed via Poetry)
+- Install dependencies: `poetry install`
+- Activate virtual environment: `poetry shell`
+- Environment variables are in `.env` (contains Tinkoff API tokens)
+
+### Docker Development
+- Build image: `docker build -f dockerfiles/Dockerfile -t market-trade .`
+- Main Dockerfile uses Poetry 1.7.1 and Python 3.11
+- Requires SSH mount for private tinkoff-grpc dependency
+
+### Running Tests
+- Test files located in `market_trade/tests/`
+- Run test: `python market_trade/tests/test_decision.py`
+- Run specific test: `python market_trade/tests/test_dataloader.py`
+
+### Data Tools
+Scripts in `tools/` directory for data collection:
+- `save_currencies_data.py` - Collect currency market data
+- `save_shares_data.py` - Collect stock market data
+- `get_shares_stats.py` - Generate trading statistics
+- Usage: `python tools/<script_name>.py [options]`
+
+## Architecture
+
+### Core Trading Pipeline (docs/trading-flow.md)
+
+The system follows this data flow:
+1. **SELECT INSTRUMENT** - Choose trading instrument
+2. **GET_CANDLES(10000)** - Fetch historical candlestick data
+3. **RETRO TRAINING** - Backtest signals on historical data
+4. **STREAM PROCESSING**:
+   - Receive real-time market messages
+   - Accumulate data in sliding window
+   - Update window with each new message
+   - Generate trading signals
+
+### Module Structure
+
+#### `market_trade/core/` - Core Trading Logic
+
+**Signal Processing Chain:**
+1. **Indicators** (`indicators.py`, `indicators_v2.py`) - Technical indicator calculation
+   - Base class: `coreIndicator`
+   - Bollinger Bands: `ind_BB`
+   - All indicator classes (Ind_*.py): ADX, Alligator, DonchianChannel, Envelopes, Gator, Ishimoku, LRI, STD, Stochastic, bollingerBands
+
+2. **Signals** (`signals.py`, `signals_v2.py`) - Signal generation from indicators
+   - Base class: `coreSignalTrande` with three modes:
+     - `online` - Real-time signal generation
+     - `retro` - Expanding window backtesting
+     - `retroFast` - Sliding window backtesting
+   - Signal implementations: `signal_BB` (Bollinger Bands signal)
+   - Aggregator: `signalAgrigator` manages multiple signal instances
+
+3. **Decision Manager** (`decisionManager.py`, `decisionManager_v2.py`) - Trading decisions
+   - Class: `decsionManager`
+   - Combines signals from `signalAgrigator`
+   - Uses `trandeVoter` for probability matrix generation
+   - Methods:
+     - `getSignalTest()` - Test signal generation
+     - `generateMatrixProbability()` - Create probability matrices from backtest
+     - `getOnlineAns()` - Real-time decision making
+
+4. **Trade Voter** (`trandeVoter.py`) - Probability-based decision weighting
+   - Generates probability matrices from historical signal performance
+   - Weights multiple signals to produce final decision
+
+5. **Risk Manager** (`riskManager.py`) - Position sizing and risk controls
+   - Class: `riskManager`
+   - Combines signal decisions with risk parameters
+
+6. **Deal Manager** (`dealManager.py`) - Trade execution and management
+   - Class: `DealManager`
+   - Manages active positions and orders
+
+**Helper Modules:**
+- `CoreTradeMath.py` - Mathematical operations for indicators (moving averages, STD)
+- `CoreDraw.py` - Visualization utilities for indicators and signals
+
+#### `market_trade/data/` - Data Loading
+
+- `dataloader.py` - Contains `DukaMTInterface` class
+  - Converts Dukascopy format candlestick data to internal format
+  - Separates bid/ask candlesticks from multi-indexed CSV
+  - Handles both file paths and DataFrames
+
+#### `market_trade/tests/` - Testing
+
+- Test files demonstrate usage patterns:
+  - `test_decision.py` - Shows complete decision manager workflow with retro training
+  - `test_dataloader.py` - Data loading tests
+
+### External Dependencies
+
+- **tinkoff-grpc** - Private GitHub repo for Tinkoff Invest API integration
+  - Located at: `git@github.com:strategy155/tinkoff_grpc.git`
+  - Used in tools for market data collection
+- **Data Analysis**: pandas, numpy, scipy, matplotlib, plotly, mplfinance
+- **Web Scraping**: requests-html, beautifulsoup4, selenium
+- **Development**: JupyterLab (notebooks in `notebooks/`)
+
+## Key Constants (market_trade/constants.py)
+
+- `ROOT_PATH` - Project root directory
+- `CANDLESTICK_DATASETS_PATH` - Path to candlestick data: `data/candlesticks/`
+- `TEST_CANDLESTICKS_PATH` - Test dataset: `data/EURUSD_price_candlestick.csv`
+- `TINKOFF_TOKEN_STRING` - Production API token (from .env)
+- `SANDBOX_TOKEN_STRING` - Sandbox API token (from .env)
+- `TINKOFF_API_ADDRESS` - API endpoint: 'invest-public-api.tinkoff.ru:443'
+
+## Data Formats
+
+### Candlestick Data
+Expected DataFrame columns:
+- `date` - Timestamp
+- `open`, `high`, `low`, `close` - OHLC price data
+- For bid/ask data: Multi-indexed with ('bid'/'ask', 'open'/'high'/'low'/'close')
+
+### Signal Configuration Dictionary
+```python
+{
+    'signal_name': {
+        'className': signal_class,  # e.g., sig_BB
+        'indParams': {...},          # Indicator parameters
+        'signalParams': {            # Signal parameters
+            'source': 'close',       # Source price column
+            'target': 'close'        # Target price column for analysis
+        },
+        'batchSize': 30              # Window size
+    }
+}
+```
+
+## Development Notes
+
+- Code contains Russian comments and variable names (e.g., "агрегатор", "индикаторы")
+- Version 2 modules (`*_v2.py`) represent newer implementations
+- The system uses sliding window approach for real-time signal generation
+- Backtesting generates probability matrices that weight signal reliability
+- Data symlink: `data/` -> `/var/data0/markettrade_data`

market_trade/core/CoreDraw.py

@@ -25,7 +25,7 @@ from plotly.offline import init_notebook_mode, iplot
 from plotly.subplots import make_subplots
 init_notebook_mode()
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import plotly.express as px
 
 

market_trade/core/CoreTradeMath.py

@@ -0,0 +1,137 @@
+ 
+import pandas as pd
+import datetime
+import numpy as np
+import plotly as pl
+import plotly.graph_objs as go
+import matplotlib.pyplot as plt
+import math
+import scipy
+import random
+import statistics 
+
+
+import datetime 
+
+
+
+
+
+class CoreMath:
+    
+    def __init__(self, base_df, params=None):
+        default_params = {
+            'dataType':'ohcl',
+            'action': None,
+            'actionOptions':{}
+        }
+        self.base_df=base_df.reset_index(drop=True)
+        self.params=params if params is not None else default_params
+        if self.params['dataType']=='ohcl':
+            self.col=self.base_df[self.params['actionOptions']['valueType']]
+        elif self.params['dataType']=='series':
+            self.col=self.base_df
+        self.ans=self.getAns()
+        
+    
+    def getAns(self):
+        ans=None
+        
+        if self.params['action']=='findExt':
+            ans = self.getExtremumValue()
+        elif self.params['action']=='findMean':
+            ans = self.getMeanValue()
+        elif self.params['action']=='findSTD':
+            ans=self.getSTD()
+        
+            
+        return ans
+    
+    
+    def getExtremumValue(self):
+        ans=None
+        '''
+        actionOptions:
+            'extremumtype':
+                'min'
+                'max'
+            'valueType':
+                'open'
+                'close'
+                'high'
+                'low'
+        '''
+        if self.params['actionOptions']['extremumtype']=='max':
+            ans=max(self.col)
+            
+        if self.params['actionOptions']['extremumtype']=='min':
+            ans=min(self.col)
+
+            
+        return ans
+     
+        
+    def getMeanValue(self):
+        '''
+        actionOptions:
+            'MeanType':
+                'MA'
+                'SMA'
+                'EMA'
+                'WMA'
+                --'SMMA'
+            'valueType':
+                'open'
+                'close'
+                'high'
+                'low'
+            'window'
+            'span'
+            'weights'
+        '''
+        ans=None
+        if self.params['actionOptions']['MeanType']=='MA':
+            ans = self.col.mean()
+        if self.params['actionOptions']['MeanType']=='SMA':
+            ans=np.convolve(self.col, np.ones(self.params['actionOptions']['window']), 'valid') / self.params['actionOptions']['window']
+            #ans=self.col.rolling(window=self.params['actionOptions']['window']).mean().to_list()
+            
+        if self.params['actionOptions']['MeanType']=='EMA':
+            ans=self.col.ewm(span=self.params['actionOptions']['span'], adjust=False).mean().to_list()
+        if self.params['actionOptions']['MeanType']=='WMA':
+            try:
+                weights=self.params['actionOptions']['weights']
+            except KeyError:
+                weights=np.arange(1,self.params['actionOptions']['window']+1)
+            ans=self.col.rolling(window=self.params['actionOptions']['window']).apply(lambda x: np.sum(weights*x) / weights.sum(), raw=False).to_list()
+
+        
+        
+        return(ans)
+    
+    def getSTD(self):
+        '''
+        actionOptions:
+            window
+        
+        
+        
+        
+        
+        '''
+        
+        ans=None
+
+
+        try:
+            window=self.params['actionOptions']['window']
+            ans=np.asarray([])
+            for i in range(len(self.col)-window+1):
+                ans=np.append(ans,np.std(self.col[i:i+window], ddof=1))
+            
+        except:
+            #window = len(self.col)
+            ans=np.std(self.col, ddof=1)
+
+        return ans
+        

market_trade/core/Ind_ADX.py

@@ -25,7 +25,7 @@ from plotly.offline import init_notebook_mode, iplot
 from plotly.subplots import make_subplots
 
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import market_trade.core.CoreDraw
 init_notebook_mode()
 
@@ -82,7 +82,7 @@ class ADXI:
             'action':'findMean',
             'actionOptions':{'MeanType':'EMA','span':10}
         }        
-        ans=np.asarray(CoreTraidMath.CoreMath(ser,op).ans)
+        ans=np.asarray(CoreTradeMath.CoreMath(ser,op).ans)
         #print(ans)
         #ans = np.asarray(ser.ewm(span=40,adjust=False).mean().to_list())
         #print(ans)

market_trade/core/Ind_Alligator.py

@@ -24,7 +24,7 @@ from plotly.offline import init_notebook_mode, iplot
 from plotly.subplots import make_subplots
 init_notebook_mode()
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import market_trade.core.CoreDraw
 
 
@@ -46,7 +46,7 @@ class Alligator:
                                  'valueType':self.options['valueType'],
                                  'window':self.options[keyAns]['window']}
             }
-        ans=market_trade.core.CoreTraidMath.CoreMath(self.base_df,op).ans
+        ans=market_trade.core.CoreTradeMath.CoreMath(self.base_df,op).ans
         
         return ans
     

market_trade/core/Ind_DonchianChannel.py

@@ -24,7 +24,7 @@ from plotly.offline import init_notebook_mode, iplot
 from plotly.subplots import make_subplots
 init_notebook_mode()
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import market_trade.core.CoreDraw
 
 
@@ -62,9 +62,9 @@ class IDC:
         }
         
         for i in range(self.options['window'],len(self.base_df)-self.options['shift']+1):
-            ans['MaxExt'].append(CoreTraidMath.CoreMath(self.base_df[i-self.options['window']:i],opMax).ans)
+            ans['MaxExt'].append(CoreTradeMath.CoreMath(self.base_df[i-self.options['window']:i],opMax).ans)
             ans['x'].append(self.base_df['date'][i-1+self.options['shift']])
-            ans['MinExt'].append(CoreTraidMath.CoreMath(self.base_df[i-self.options['window']:i],opMin).ans)
+            ans['MinExt'].append(CoreTradeMath.CoreMath(self.base_df[i-self.options['window']:i],opMin).ans)
         return ans
     
     

market_trade/core/Ind_Envelopes.py

@@ -24,7 +24,7 @@ from plotly.offline import init_notebook_mode, iplot
 from plotly.subplots import make_subplots
 init_notebook_mode()
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import market_trade.core.CoreDraw
 
 class Envelopes:
@@ -64,7 +64,7 @@ class Envelopes:
         }
         if dictResp['MeanType']=='SMA':
 
-            y=market_trade.core.CoreTraidMath.CoreMath(self.base_df,op).ans
+            y=market_trade.core.CoreTradeMath.CoreMath(self.base_df,op).ans
             ans['MainEnv']=y[:len(y)-self.options['shift']]
             ans['PlusEnv']=ans['MainEnv']*(1+self.options['kProc']/100)
             ans['MinusEnv']=ans['MainEnv']*(1-self.options['kProc']/100)

market_trade/core/Ind_Gator.py

@@ -24,7 +24,7 @@ from plotly.offline import init_notebook_mode, iplot
 from plotly.subplots import make_subplots
 init_notebook_mode()
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import market_trade.core.CoreDraw
 import market_trade.core.Ind_Alligator
 

market_trade/core/Ind_Ishimoku.py

@@ -25,7 +25,7 @@ from plotly.offline import init_notebook_mode, iplot
 from plotly.subplots import make_subplots
 import market_trade.core.CoreDraw
 init_notebook_mode()
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import plotly.express as px
 
 

market_trade/core/Ind_LRI.py

@@ -25,7 +25,7 @@ from plotly.offline import init_notebook_mode, iplot
 from plotly.subplots import make_subplots
 init_notebook_mode()
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import market_trade.core.CoreDraw
 
 

market_trade/core/Ind_STD.py

@@ -25,7 +25,7 @@ from plotly.offline import init_notebook_mode, iplot
 from plotly.subplots import make_subplots
 init_notebook_mode()
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import market_trade.core.CoreDraw
 
 class ISTD:
@@ -53,7 +53,7 @@ class ISTD:
                     'actionOptions':{'valueType':self.options['valueType']}
                 }
             x=self.base_df['date'].to_list()
-        y= CoreTraidMath.CoreMath(self.base_df,op).ans
+        y= CoreTradeMath.CoreMath(self.base_df,op).ans
         ans={'y':y,'x':x}
 
         

market_trade/core/Ind_Stochastic.py

@@ -25,7 +25,7 @@ from plotly.offline import init_notebook_mode, iplot
 from plotly.subplots import make_subplots
 init_notebook_mode()
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import market_trade.core.CoreDraw
 
 class Stochastic:
@@ -69,7 +69,7 @@ class Stochastic:
             'action':'findMean',
             'actionOptions':{'MeanType':'SMA','window':self.options['windowSMA']}
         }        
-        ans=np.asarray(market_trade.core.CoreTraidMath.CoreMath(ser,op).ans)
+        ans=np.asarray(market_trade.core.CoreTradeMath.CoreMath(ser,op).ans)
         return ans
         #return np.convolve(col, np.ones(self.options['windowSMA']), 'valid') /self.options['windowSMA']
         

market_trade/core/Ind_bollingerBands.py

@@ -24,7 +24,7 @@ from plotly.offline import init_notebook_mode, iplot
 from plotly.subplots import make_subplots
 init_notebook_mode()
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import market_trade.core.CoreDraw
 
 
@@ -50,12 +50,12 @@ class BB:
                 'window':self.options['window']
             }
         }
-        ans['BB']=market_trade.core.CoreTraidMath.CoreMath(self.base_df,opMA).ans
+        ans['BB']=market_trade.core.CoreTradeMath.CoreMath(self.base_df,opMA).ans
         opSTD={'dataType':'ohcl',
             'action':'findSTD',
             'actionOptions':{'valueType':self.options['valueType'],'window':self.options['window']}
         }
-        ans['STD']=market_trade.core.CoreTraidMath.CoreMath(self.base_df,opSTD).ans
+        ans['STD']=market_trade.core.CoreTradeMath.CoreMath(self.base_df,opSTD).ans
         ans['pSTD']=ans['BB']+ans['STD']*self.options['kDev']
         ans['mSTD']=ans['BB']-ans['STD']*self.options['kDev']
         ans['x']=np.array(self.base_df['date'][self.options['window']-1:].to_list())

market_trade/core/indicators.py

@@ -2,7 +2,7 @@ import pandas as pd
 import datetime
 import numpy as np
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import market_trade.core.CoreDraw
 
 class coreIndicator():
@@ -99,12 +99,12 @@ class ind_BB(coreIndicator):
                 'window':self.options['window']
             }
         }
-        ans['BB']=market_trade.core.CoreTraidMath.CoreMath(self.data,opMA).ans
+        ans['BB']=market_trade.core.CoreTradeMath.CoreMath(self.data,opMA).ans
         opSTD={'dataType':'ohcl',
             'action':'findSTD',
             'actionOptions':{'valueType':self.options['valueType'],'window':self.options['window']}
         }
-        ans['STD']=market_trade.core.CoreTraidMath.CoreMath(self.data,opSTD).ans
+        ans['STD']=market_trade.core.CoreTradeMath.CoreMath(self.data,opSTD).ans
         ans['pSTD']=ans['BB']+ans['STD']*self.options['kDev']
         ans['mSTD']=ans['BB']-ans['STD']*self.options['kDev']
         ans['x']=np.array(self.data['date'][self.options['window']-1:].to_list())

market_trade/core/indicators_v2.py

@@ -2,88 +2,158 @@ import pandas as pd
 import datetime
 import numpy as np
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 
-class coreIndicator():
+
-    
+class CoreIndicator():
-    def __init__(self,options: dict, dataType: str = None, predictType: str = None, name: str = None):
+    """Base class for technical indicators.
+
+    This class provides the foundation for implementing various technical
+    indicators used in trading signal generation.
+    """
+
+    def __init__(self, options: dict, data_type: str = None, predict_type: str = None, name: str = None):
+        """Initialize CoreIndicator with configuration options.
+
+        Args:
+            options: Dictionary containing indicator-specific parameters.
+            data_type: Type of data to process (e.g., 'ohlc'). Defaults to None.
+            predict_type: Type of prediction to make (e.g., 'trend'). Defaults to None.
+            name: Optional identifier. Defaults to None.
+        """
         self.options = options
-        self.dataType = dataType #ochl
+        self.data_type = data_type  # ohlc
-        self.predictType = predictType #trend
+        self.predict_type = predict_type  # trend
-        
+
-    
+    def get_answer(self, data: pd.DataFrame):
-    def getAns(self, data: pd.DataFrame() ):
+        """Get indicator answer from data.
+
+        Args:
+            data: DataFrame containing market data.
+
+        Returns:
+            Calculated indicator values or "ERROR" if not implemented.
+        """
         return "ERROR"
-    
+
-class indicatorsAgrigator:
+
-    """
+class IndicatorsAggregator:
-    indicators = {
+    """Aggregates and manages multiple indicator instances.
-        'ind_BB':{
+
-            'className':ind_BB,
+    Example usage:
-            'params':{'MeanType':'SMA','window':15,'valueType':'close','kDev':2.5}
+        indicators = {
-        }
+            'ind_BB': {
-    }
+                'className': ind_BB,
-    dataDic={
+                'params': {'MeanType': 'SMA', 'window': 15, 'valueType': 'close', 'kDev': 2.5}
-        'ind_BB':df_candle[:1000]
-    }        
-    
-    
-    """
-    
-    def __init__ (self,indDict={}):
-        self.indDict = indDict
-        self.indInst = {}
-        self.ans={}
-        self.createIndicatorsInstance()
-    
-    def createIndicatorsInstance(self):
-        for i in self.indDict.keys():
-            self.indInst[i]=self.indDict[i]['className'](self.indDict[i]['params'])
-            
-    def getAns(self,dataDict={}):
-        ans={}
-        for i in dataDict.keys():
-            ans[i] = self.indInst[i].getAns(dataDict[i])
-        return ans
-    
-class ind_BB(coreIndicator):
-    """
-    options
-        MeanType -> SMA
-        window -> int
-        valueType -> str: low, high, open, close
-        kDev -> float
-    
-    """
-    
-    def __init__(self,options: dict,name = None):
-        super().__init__(
-            options = options,
-            dataType = 'ochl',
-            predictType = 'trend',
-            name = name
-        )
-    
-    def getAns(self, data: pd.DataFrame()):
-        data=data.reset_index(drop=True)
-        ans={}
-        opMA={'dataType':'ohcl',
-            'action':'findMean',
-            'actionOptions':{
-                'MeanType':self.options['MeanType'],
-                'valueType':self.options['valueType'],
-                'window':self.options['window']
             }
         }
-        ans['BB']=market_trade.core.CoreTraidMath.CoreMath(data,opMA).ans
+        data_dict = {
-        opSTD={'dataType':'ohcl',
+            'ind_BB': df_candle[:1000]
-            'action':'findSTD',
-            'actionOptions':{'valueType':self.options['valueType'],'window':self.options['window']}
         }
-        ans['STD']=market_trade.core.CoreTraidMath.CoreMath(data,opSTD).ans
+        aggregator = IndicatorsAggregator(indicators)
-        ans['pSTD']=ans['BB']+ans['STD']*self.options['kDev']
+        results = aggregator.get_answer(data_dict)
-        ans['mSTD']=ans['BB']-ans['STD']*self.options['kDev']
+    """
-        ans['x']=np.array(data['date'][self.options['window']-1:].to_list())
+
-        self.ans= ans
+    def __init__(self, ind_dict=None):
+        """Initialize aggregator with indicator dictionary.
+
+        Args:
+            ind_dict: Dictionary mapping indicator names to configurations.
+                Defaults to empty dict if not provided.
+        """
+        self.ind_dict = ind_dict if ind_dict is not None else {}
+        self.ind_instances = {}
+        self.ans = {}
+        self.create_indicators_instance()
+
+    def create_indicators_instance(self):
+        """Create instances of all configured indicators."""
+        for i in self.ind_dict.keys():
+            self.ind_instances[i] = self.ind_dict[i]['className'](self.ind_dict[i]['params'])
+
+    def get_answer(self, data_dict=None):
+        """Calculate answers from all indicators.
+
+        Args:
+            data_dict: Dictionary mapping indicator names to their data.
+                Defaults to empty dict.
+
+        Returns:
+            Dictionary of indicator results.
+        """
+        if data_dict is None:
+            data_dict = {}
+        ans = {}
+        for i in data_dict.keys():
+            ans[i] = self.ind_instances[i].get_answer(data_dict[i])
+        return ans
+
+
+class ind_BB(CoreIndicator):
+    """Bollinger Bands indicator implementation.
+
+    Calculates Bollinger Bands using moving average and standard deviation.
+
+    Required options:
+        MeanType: Type of moving average (e.g., 'SMA')
+        window: Period for calculations (int)
+        valueType: Price type to use ('low', 'high', 'open', 'close')
+        kDev: Standard deviation multiplier (float)
+    """
+
+    def __init__(self, options: dict, name=None):
+        """Initialize Bollinger Bands indicator.
+
+        Args:
+            options: Configuration parameters dictionary.
+            name: Optional identifier.
+        """
+        super().__init__(
+            options=options,
+            data_type='ohlc',
+            predict_type='trend',
+            name=name
+        )
+
+    def get_answer(self, data: pd.DataFrame):
+        """Calculate Bollinger Bands values.
+
+        Args:
+            data: DataFrame with OHLC price data.
+
+        Returns:
+            Dictionary containing:
+                - BB: Middle band (moving average)
+                - STD: Standard deviation
+                - pSTD: Upper band (BB + kDev * STD)
+                - mSTD: Lower band (BB - kDev * STD)
+                - x: Date array
+        """
+        data = data.reset_index(drop=True)
+        ans = {}
+
+        op_ma = {
+            'dataType': 'ohcl',
+            'action': 'findMean',
+            'actionOptions': {
+                'MeanType': self.options['MeanType'],
+                'valueType': self.options['valueType'],
+                'window': self.options['window']
+            }
+        }
+        ans['BB'] = market_trade.core.CoreTradeMath.CoreMath(data, op_ma).ans
+
+        op_std = {
+            'dataType': 'ohcl',
+            'action': 'findSTD',
+            'actionOptions': {
+                'valueType': self.options['valueType'],
+                'window': self.options['window']
+            }
+        }
+        ans['STD'] = market_trade.core.CoreTradeMath.CoreMath(data, op_std).ans
+        ans['pSTD'] = ans['BB'] + ans['STD'] * self.options['kDev']
+        ans['mSTD'] = ans['BB'] - ans['STD'] * self.options['kDev']
+        ans['x'] = np.array(data['date'][self.options['window']-1:].to_list())
+        self.ans = ans
         return ans
-    

market_trade/core/signals.py

@@ -2,7 +2,7 @@ import pandas as pd
 import datetime
 import numpy as np
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
 import market_trade.core.CoreDraw
 from tqdm import tqdm
 

market_trade/core/signals_v2.py

@@ -2,111 +2,172 @@ import pandas as pd
 import datetime
 import numpy as np
 
-import market_trade.core.CoreTraidMath
+import market_trade.core.CoreTradeMath
-#import market_trade.core.CoreDraw
 from tqdm import tqdm
 
-from market_trade.core.indicators_v2 import *
+from market_trade.core.indicators_v2 import IndicatorsAggregator, ind_BB
 
 
+class CoreSignalTrade:
+    """Base class for trading signals.
 
-class coreSignalTrande:
+    Provides foundation for generating trading signals based on technical indicators.
-    
+    """
-    def __init__(self, name: str, req: dict, dataType: str):
+
+    def __init__(self, name: str, req: dict, data_type: str):
+        """Initialize signal generator.
+
+        Args:
+            name: Signal identifier.
+            req: Configuration dictionary containing params and indicators.
+            data_type: Type of data to process (e.g., 'ohlc').
+        """
         self.name = name
-        self.agrigateInds = self.createIndicatorsInstance(req)
+        self.aggregate_indicators = self.create_indicators_instance(req)
         self.params = req['params']
-        self.dataType = dataType
+        self.data_type = data_type
-        
-    
-    def createIndicatorsInstance(self,req: dict) -> dict:
-        return indicatorsAgrigator(req['indicators'])
-    
-    def getIndAns(self, dataDict: dict) -> dict:
-        return self.agrigateInds.getAns(dataDict)
-    
-    def getAns(self, data: pd.DataFrame(), indDataDict: dict) -> dict:
-        return self.getSigAns(data, self.getIndAns(indDataDict)) 
-        
-    
-    
-class sig_BB(coreSignalTrande):
-    """
-    ind keys:
-        ind_BB
-    """
-    
-    def __init__(self, name: str, req:dict):
-        super().__init__(name, req, 'ochl')
-    
-    def getSigAns(self, data: pd.DataFrame(), indAnsDict: dict) -> dict:
 
-        lastValue = data[self.params['source']].to_list()[-1]
+    def create_indicators_instance(self, req: dict) -> IndicatorsAggregator:
-        if lastValue>indAnsDict['ind_BB']['pSTD'][-1]:
+        """Create indicators aggregator from configuration.
-            ans='down'
+
-        elif lastValue<indAnsDict['ind_BB']['mSTD'][-1]:
+        Args:
-            ans='up'
+            req: Request dictionary containing indicators configuration.
-        else:
+
-            ans='none'
+        Returns:
-        
+            IndicatorsAggregator instance.
-        return ans
+        """
-        
+        return IndicatorsAggregator(req['indicators'])
-        
+
-class signalsAgrigator:
+    def get_indicator_answer(self, data_dict: dict) -> dict:
-    
+        """Get answers from all indicators.
+
+        Args:
+            data_dict: Dictionary mapping indicator names to data.
+
+        Returns:
+            Dictionary of indicator results.
+        """
+        return self.aggregate_indicators.get_answer(data_dict)
+
+    def get_answer(self, data: pd.DataFrame, ind_data_dict: dict) -> dict:
+        """Get signal answer from data and indicator results.
+
+        Args:
+            data: Market data DataFrame.
+            ind_data_dict: Dictionary of indicator data.
+
+        Returns:
+            Signal answer (direction).
+        """
+        return self.get_signal_answer(data, self.get_indicator_answer(ind_data_dict))
+
+
+class sig_BB(CoreSignalTrade):
+    """Bollinger Bands signal generator.
+
+    Generates trading signals based on Bollinger Bands indicator:
+    - 'up' when price is below lower band
+    - 'down' when price is above upper band
+    - 'none' when price is within bands
+
+    Required indicator keys:
+        ind_BB: Bollinger Bands indicator
     """
-    sigAgrReq = {
+
-        'sig_BB':{
+    def __init__(self, name: str, req: dict):
-            'className':sig_BB,
+        """Initialize Bollinger Bands signal.
-            'params':{'source':'close','target':'close'},
+
-            'indicators':{
+        Args:
-                'ind_BB':{
+            name: Signal identifier.
-                    'className':ind_BB,
+            req: Configuration dictionary.
-                    'params':{'MeanType':'SMA','window':15,'valueType':'close','kDev':2.5}
+        """
-                }            
+        super().__init__(name, req, 'ohlc')
-            }
+
-        },
+    def get_signal_answer(self, data: pd.DataFrame, ind_ans_dict: dict) -> str:
-        'sig_BB_2':{
+        """Calculate signal from Bollinger Bands.
-            'className':sig_BB,
+
-            'params':{'source':'close','target':'close'},
+        Args:
-            'indicators':{
+            data: Market data DataFrame.
-                'ind_BB':{
+            ind_ans_dict: Dictionary containing indicator results.
-                    'className':ind_BB,
+
-                    'params':{'MeanType':'SMA','window':30,'valueType':'close','kDev':2}
+        Returns:
-                }            
+            Signal direction: 'up', 'down', or 'none'.
+        """
+        last_value = data[self.params['source']].to_list()[-1]
+        if last_value > ind_ans_dict['ind_BB']['pSTD'][-1]:
+            ans = 'down'
+        elif last_value < ind_ans_dict['ind_BB']['mSTD'][-1]:
+            ans = 'up'
+        else:
+            ans = 'none'
+
+        return ans
+
+
+class SignalsAggregator:
+    """Aggregates and manages multiple signal generators.
+
+    Example usage:
+        sig_config = {
+            'sig_BB': {
+                'className': sig_BB,
+                'params': {'source': 'close', 'target': 'close'},
+                'indicators': {
+                    'ind_BB': {
+                        'className': ind_BB,
+                        'params': {'MeanType': 'SMA', 'window': 15, 'valueType': 'close', 'kDev': 2.5}
+                    }
+                }
             }
         }
-    }
-
-    sigAgrData = {
-        'sig_BB':{
-            'signalData': df_candle[990:1000],
-            'indicatorData' :{'ind_BB': df_candle[:1000]}
-        },
-        'sig_BB_2':{
-            'signalData': df_candle[990:1000],
-            'indicatorData' :{'ind_BB': df_candle[:1000]}
-        }    
-    }    
-
-
-
 
+        sig_data = {
+            'sig_BB': {
+                'signalData': df_candle[990:1000],
+                'indicatorData': {'ind_BB': df_candle[:1000]}
+            }
+        }
 
+        aggregator = SignalsAggregator(sig_config)
+        results = aggregator.get_answer(sig_data)
     """
-    
+
-    def __init__ (self,req:dict):
+    def __init__(self, req: dict):
-        self.signals = self.createSignalsInstance(req)
+        """Initialize signals aggregator.
-        
+
-    def createSignalsInstance(self, siganlsDict: dict) -> dict:
+        Args:
+            req: Dictionary mapping signal names to configurations.
+        """
+        self.signals = self.create_signals_instance(req)
+
+    def create_signals_instance(self, signals_dict: dict) -> dict:
+        """Create instances of all configured signals.
+
+        Args:
+            signals_dict: Dictionary of signal configurations.
+
+        Returns:
+            Dictionary of signal instances.
+        """
         ans = {}
-        for i in siganlsDict.keys():
+        for i in signals_dict.keys():
-            ans[i]=siganlsDict[i]['className'](name = i, req = siganlsDict[i])
+            ans[i] = signals_dict[i]['className'](name=i, req=signals_dict[i])
         return ans
-    
+
-    def getAns(self, dataDict: dict) -> dict:
+    def get_answer(self, data_dict: dict) -> dict:
+        """Calculate answers from all signals.
+
+        Args:
+            data_dict: Dictionary mapping signal names to their data.
+                Each entry should contain 'signalData' and 'indicatorData'.
+
+        Returns:
+            Dictionary of signal results.
+        """
         ans = {}
-        for i in dataDict.keys():
+        for i in data_dict.keys():
-            ans[i] = self.signals[i].getAns(data = dataDict[i]['signalData'], 
+            ans[i] = self.signals[i].get_answer(
-                                   indDataDict = dataDict[i]['indicatorData'])
+                data=data_dict[i]['signalData'],
-        return ans
+                ind_data_dict=data_dict[i]['indicatorData']
+            )
+        return ans