feat: 프로젝트 기본 구조 구축

strategies/impls/volatility_breakout.py

@@ -0,0 +1,77 @@
+"""
+변동성 돌파(Volatility Breakout) 전략 구현체
+
+볼린저 밴드, ATR 등 변동성 기반 돌파 전략들을 포함합니다.
+"""
+
+from typing import Dict, Any
+import time
+import random
+from ..base import BaseQuantStrategy, strategy
+
+
+@strategy
+class BollingerBandBreakout(BaseQuantStrategy):
+    """볼린저 밴드 돌파 전략"""
+
+    @property
+    def name(self) -> str:
+        return "BollingerBandBreakout"
+
+    @property
+    def description(self) -> str:
+        return "볼린저 밴드 상한선 돌파시 매수, 하한선 돌파시 매도하는 돌파 전략"
+
+    @property
+    def version(self) -> str:
+        return "2.0.0"
+
+    @property
+    def default_parameters(self) -> Dict[str, Any]:
+        return {
+            "period": 20,
+            "std_dev": 2.0,
+            "initial_capital": 100000,
+            "position_size": 0.08,
+            "stop_loss": 0.05
+        }
+
+    def validate_parameters(self, parameters: Dict[str, Any]) -> bool:
+        required_params = ["period", "std_dev", "initial_capital"]
+        for param in required_params:
+            if param not in parameters:
+                return False
+
+        if parameters["std_dev"] <= 0 or parameters["period"] <= 0:
+            return False
+
+        return True
+
+    def execute(self, parameters: Dict[str, Any] = None) -> Dict[str, Any]:
+        if parameters is None:
+            parameters = self.default_parameters
+
+        if not self.validate_parameters(parameters):
+            raise ValueError("Invalid parameters")
+
+        # 시뮬레이션 실행
+        time.sleep(2)  # 실행 시간 시뮬레이션
+
+        # 모의 결과 생성
+        profit_rate = random.uniform(-0.20, 0.30)
+        trades_count = random.randint(10, 40)
+        win_rate = random.uniform(0.35, 0.70)
+
+        return {
+            "strategy": self.name,
+            "version": self.version,
+            "profit_loss": round(parameters["initial_capital"] * profit_rate, 2),
+            "profit_rate": round(profit_rate * 100, 2),
+            "trades_executed": trades_count,
+            "win_rate": round(win_rate, 3),
+            "execution_time": "2.0s",
+            "parameters_used": parameters,
+            "final_capital": round(parameters["initial_capital"] * (1 + profit_rate), 2),
+            "sharpe_ratio": round(random.uniform(0.5, 2.5), 2),
+            "volatility": round(random.uniform(0.15, 0.35), 3)
+        }