strategy-writing

name	strategy-writing
description	Write spread strategy code as a Strategy subclass and register it.

Strategy Writing

Use this skill when the user asks to write spread/arb strategy code.

Code Entry Points

• Base class: coinjure/strategy/strategy.py (Strategy subclass, implement process_event)
• Shared trading types: coinjure/trading/types.py (TradeSide), coinjure/trading/trader.py (Trader)
• Built-in strategies (one per relation type): coinjure/strategy/builtin/*.py
• Custom strategies go in: strategies/

Workflow

1. Write the strategy file

• Handle events in process_event (typically PriceChangeEvent)
• Put parameters in the constructor, keep them JSON-serializable
• Place trades via trader.place_order(...)
• Log signals via self.record_decision(...)

2. Run it (registration happens automatically on launch)

coinjure engine paper-run \
  --strategy-ref strategies/<name>.py:<ClassName> \
  --strategy-kwargs-json '<json>' --json

Hard Rules

• Strategy logic must live in a standalone .py file, not inline scripts.
• No look-ahead — never use future information.
• Must be reproducible: strategy path, class name, and kwargs must be explicit.