Skip to content

API Reference

Python module documentation.

Core Modules

src.core.pattern_detector

from src.core.pattern_detector import PatternDetector

detector = PatternDetector(config)
signals = detector.detect(df)

src.core.swing_detector

from src.core.swing_detector import SwingDetector

swings = SwingDetector(pivot_len=5)
highs, lows = swings.detect(df)

src.core.data_loader

from src.core.data_loader import DataLoader

loader = DataLoader()
df = loader.load("data/raw/MNQ_4h.csv")

Backtest Modules

src.backtest.engine

from src.backtest.engine import BacktestEngine

engine = BacktestEngine(config)
results = engine.run(df, signals)

src.backtest.metrics

from src.backtest.metrics import calculate_metrics

metrics = calculate_metrics(results)
print(f"Sharpe: {metrics['sharpe']:.2f}")

ML Modules

src.ml.trainer

from src.ml.trainer import EdgeModelTrainer

trainer = EdgeModelTrainer(model_type='lightgbm')
model = trainer.train(X_train, y_train, X_val, y_val)

src.ml.features

from src.ml.features import FeatureEngineer

fe = FeatureEngineer()
features = fe.transform(df, signals)

Configuration

config/edge_config.yaml

See Configuration Reference.