Enhance backtesting framework with static task processing and progress management. Introduced static task processing for parallel execution, improved error handling, and added a progress manager for better task tracking. Updated BacktestRunner to support progress callbacks and optimized worker allocation based on system resources. Added new configuration files for flexible backtesting setups.

This commit is contained in:
Simon Moisy
2025-07-10 10:23:41 +08:00
parent be331ed631
commit 65f30a4020
11 changed files with 830 additions and 156 deletions

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{
"start_date": "2021-11-01",
"stop_date": "2024-04-01",
"initial_usd": 10000,
"timeframes": ["1min", "2min", "3min", "4min", "5min", "10min", "15min", "30min", "1h", "2h", "4h", "6h", "8h", "12h", "1d"],
"stop_loss_pcts": [0.01, 0.02, 0.03, 0.04, 0.05, 0.1],
"data_dir": "../data",
"results_dir": "../results",
"debug": 0
}

10
configs/full_config.json Normal file
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{
"start_date": "2020-01-01",
"stop_date": "2025-07-08",
"initial_usd": 10000,
"timeframes": ["1h", "4h", "15ME", "5ME", "1ME"],
"stop_loss_pcts": [0.01, 0.02, 0.03, 0.05],
"data_dir": "../data",
"results_dir": "../results",
"debug": 1
}

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{
"start_date": "2023-01-01",
"stop_date": "2025-01-15",
"initial_usd": 10000,
"timeframes": ["4h"],
"stop_loss_pcts": [0.05],
"data_dir": "../data",
"results_dir": "../results",
"debug": 0
}