Add news data analysis to trading strategies #20
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Related to #2 Incorporate news data analysis into futures and options trading strategies. * **Futures Strategy (`strategies/futures_strategy.py`)** - Import `NewsDataFetcher` from `data/news_data_fetcher.py`. - Initialize `NewsDataFetcher` in the `__init__` method. - Add `_analyze_news_data` method to analyze news data. - Update `generate_signal` method to incorporate news data analysis. * **Options Strategy (`strategies/options_strategy.py`)** - Import `NewsDataFetcher` from `data/news_data_fetcher.py`. - Initialize `NewsDataFetcher` in the `__init__` method. - Add `_analyze_news_data` method to analyze news data. - Update `generate_signal` method to incorporate news data analysis.
WalkthroughThe pull request introduces news data integration into trading signal generation for both Changes
Sequence DiagramsequenceDiagram
participant Strategy
participant NewsDataFetcher
participant NewsAnalyzer
Strategy->>NewsDataFetcher: Fetch news data
NewsDataFetcher-->>Strategy: Return news articles
Strategy->>NewsAnalyzer: Analyze news sentiment
NewsAnalyzer-->>Strategy: Compute news score
Strategy->>Strategy: Integrate news score with other signals
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Actionable comments posted: 0
🧹 Nitpick comments (6)
strategies/futures_strategy.py (3)
29-32: Initialize the news fetcher with graceful fallback.
If the API key or endpoint is missing or invalid, consider logging a warning or falling back to a no-op fetcher.
70-71: Confirm weighting logic.
You are combining multiple scores equally. If news data is less reliable, consider assigning a lower weight or a dynamic weighting approach.
144-165: Evaluate duplication across strategies.
These lines match the_analyze_news_dataapproach inOptionsStrategy. Consider refactoring into a shared utility to maintain DRY principles.Would you like help creating a shared helper for analyzing news data?
strategies/options_strategy.py (3)
63-66: Handle fetch errors.
Like with the futures strategy, consider adding error handling around the asynchronous news fetch call.
71-72: Weighing the signals.
Integration of the news signal is done similarly to the futures strategy. Verify if uniform weighting is appropriate for options data, or if you need a different weighting approach.
183-204: Refactor repeated logic.
As seen infutures_strategy.py,_analyze_news_datais identical. Moving this to a shared helper or base class would reduce duplication and promote consistency.
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📒 Files selected for processing (2)
strategies/futures_strategy.py(4 hunks)strategies/options_strategy.py(4 hunks)
🔇 Additional comments (6)
strategies/futures_strategy.py (4)
8-8: Consider verifying the fetcher configuration.
By instantiatingNewsDataFetcherdirectly, you're assuming the config keys exist. You might want to validate the presence or correctness ofnews_api_keyandnews_api_endpointbefore usage.
12-12: Docstring update looks great.
The inclusion of “news data” in the docstring properly reflects the updated functionality.
36-36: Docstring alignment.
The method description now references news data. This ensures clarity for developers.
61-64: 🛠️ Refactor suggestionCheck for potential network errors.
When callingfetch_news_data, there could be network or API failures. Consider wrapping this in atry/exceptblock or verifying the data attributes before processing.strategies/options_strategy.py (2)
6-6: ImportingNewsDataFetcher
Import statement is consistent with the futures strategy. Well done.
28-31: Validate config for news fetcher.
Similar to the futures strategy, ensure thatconfig["api"]["news_api_key"]andconfig["api"]["news_api_endpoint"]are present and valid prior to initialization.
Related to #2
Incorporate news data analysis into futures and options trading strategies.
Futures Strategy (
strategies/futures_strategy.py)NewsDataFetcherfromdata/news_data_fetcher.py.NewsDataFetcherin the__init__method._analyze_news_datamethod to analyze news data.generate_signalmethod to incorporate news data analysis.Options Strategy (
strategies/options_strategy.py)NewsDataFetcherfromdata/news_data_fetcher.py.NewsDataFetcherin the__init__method._analyze_news_datamethod to analyze news data.generate_signalmethod to incorporate news data analysis.Summary by CodeRabbit
New Features
Improvements