# Alpha Trading Intelligence System
import pandas as pd
from alpha_core import TradingEngine
from market_data import NSEDataFeed, BSEDataFeed

# Initialize trading components
engine = TradingEngine(risk_tolerance=0.02)
nse_feed = NSEDataFeed()
bse_feed = BSEDataFeed()

# Smart entry signal detection
def detect_breakout(symbol, timeframe):
    data = nse_feed.get_ohlcv(symbol, timeframe)
    rsi = calculate_rsi(data.close, period=14)
    macd = calculate_macd(data.close)

    if rsi < 30 and macd.signal == "bullish":
        confidence = engine.calculate_confidence(data)
        if confidence > 0.75:
            return execute_long_position(symbol)

# Options strategy for NIFTY
def nifty_iron_condor(expiry_date):
    spot_price = nse_feed.get_spot_price("NIFTY")
    strikes = calculate_optimal_strikes(spot_price)

    strategy = {        "call_sell": strikes.otm_call,
        "call_buy": strikes.far_otm_call,
        "put_sell": strikes.otm_put,
        "put_buy": strikes.far_otm_put
    }

return "Strategy optimized for maximum theta decay"