Class: SQA::Strategy::KBS

Inherits:
Object
  • Object
show all
Defined in:
lib/sqa/strategy/kbs_strategy.rb

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(load_defaults: true) ⇒ KBS

Returns a new instance of KBS.



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# File 'lib/sqa/strategy/kbs_strategy.rb', line 53

def initialize(load_defaults: true)
  @kb = ::KBS::DSL::KnowledgeBase.new
  @default_rules_loaded = false
  @last_signal = :hold

  load_default_rules if load_defaults
end

Instance Attribute Details

#default_rules_loaded ⇒ Object (readonly)

Returns the value of attribute default_rules_loaded.



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# File 'lib/sqa/strategy/kbs_strategy.rb', line 51

def default_rules_loaded
  @default_rules_loaded
end

#kb ⇒ Object (readonly)

Returns the value of attribute kb.



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# File 'lib/sqa/strategy/kbs_strategy.rb', line 51

def kb
  @kb
end

Class Method Details

.trade(vector) ⇒ Object

Main strategy interface - compatible with SQA::Strategy framework



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# File 'lib/sqa/strategy/kbs_strategy.rb', line 62

def self.trade(vector)
  strategy = new
  strategy.execute(vector)
end

Instance Method Details

#add_rule(name, &block) ⇒ Object

Add a custom trading rule

Example:

add_rule :buy_dip do
  on :rsi, { value: ->(v) { v < 30 } }
  on :macd, { signal: :bullish }
  perform { kb.assert(:signal, { action: :buy, confidence: :high }) }
end

Note: Use ‘kb.assert` in perform blocks, not just `assert`



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# File 'lib/sqa/strategy/kbs_strategy.rb', line 92

def add_rule(name, &block)
  # Capture kb reference for use in perform blocks
  kb = @kb

  # Define the rule with kb available in closure
  @kb.instance_eval do
    rule(name, &block)
  end

  self
end

#assert_fact(type, attributes = {}) ⇒ Object

Assert a fact into working memory



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# File 'lib/sqa/strategy/kbs_strategy.rb', line 105

def assert_fact(type, attributes = {})
  @kb.assert(type, attributes)
end

#execute(vector) ⇒ Object

Execute strategy with given market data



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# File 'lib/sqa/strategy/kbs_strategy.rb', line 68

def execute(vector)
  # Reset working memory
  @kb.reset

  # Assert facts from vector
  assert_market_facts(vector)

  # Run the inference engine
  @kb.run

  # Query for trading signal
  determine_signal
end

#print_facts ⇒ Object

Print current working memory (for debugging)



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# File 'lib/sqa/strategy/kbs_strategy.rb', line 115

def print_facts
  @kb.print_facts
end

#print_rules ⇒ Object

Print all rules (for debugging)



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# File 'lib/sqa/strategy/kbs_strategy.rb', line 120

def print_rules
  @kb.print_rules
end

#query_facts(type, pattern = {}) ⇒ Object

Query facts from working memory



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# File 'lib/sqa/strategy/kbs_strategy.rb', line 110

def query_facts(type, pattern = {})
  @kb.query(type, pattern)
end