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"""
Incremental Backtesting Framework
This module provides comprehensive backtesting capabilities for incremental trading strategies.
It includes configuration management, data loading, parallel execution, and result analysis.
Components:
- IncBacktester: Main backtesting engine
- BacktestConfig: Configuration management for backtests
- OptimizationConfig: Configuration for parameter optimization
- DataLoader: Data loading and validation utilities
- SystemUtils: System resource management
- ResultsSaver: Result saving and reporting utilities
Example:
from IncrementalTrader.backtester import IncBacktester, BacktestConfig
from IncrementalTrader.strategies import MetaTrendStrategy
# Configure backtest
config = BacktestConfig(
data_file="btc_1min_2023.csv",
start_date="2023-01-01",
end_date="2023-12-31",
initial_usd=10000
)
# Run single strategy
strategy = MetaTrendStrategy("metatrend")
backtester = IncBacktester(config)
results = backtester.run_single_strategy(strategy)
# Parameter optimization
param_grid = {"timeframe": ["5min", "15min", "30min"]}
results = backtester.optimize_parameters(MetaTrendStrategy, param_grid)
"""
from .backtester import IncBacktester
from .config import BacktestConfig, OptimizationConfig
from .utils import DataLoader, DataCache, SystemUtils, ResultsSaver
__all__ = [
"IncBacktester",
"BacktestConfig",
"OptimizationConfig",
"DataLoader",
"DataCache",
"SystemUtils",
"ResultsSaver",
]