Refactor backtesting logic and introduce new components
- Replaced TrendDetectorSimple with a new Backtest class for improved backtesting functionality. - Integrated argparse for configuration file input, allowing dynamic parameter setting. - Added MarketFees and Supertrends classes to handle fee calculations and trend detection, respectively. - Removed deprecated main_debug.py and trend_detector_simple.py files to streamline the codebase. - Enhanced process_timeframe_data to utilize the new Backtest class for executing trades and calculating results. - Updated Storage class to support writing backtest results with metadata.
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@@ -1,23 +0,0 @@
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import sys
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import os
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sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from taxes import Taxes
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if __name__ == "__main__":
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if len(sys.argv) < 2:
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print("Usage: python apply_taxes_to_file.py <input_csv> [profit_col]")
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sys.exit(1)
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input_csv = sys.argv[1]
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profit_col = sys.argv[2] if len(sys.argv) > 2 else 'final_usd'
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if not os.path.isfile(input_csv):
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print(f"File not found: {input_csv}")
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sys.exit(1)
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base, ext = os.path.splitext(input_csv)
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output_csv = f"{base}_taxed.csv"
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taxes = Taxes() # Default 20% tax rate
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taxes.add_taxes_to_results_csv(input_csv, output_csv, profit_col=profit_col)
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print(f"Taxed file saved as: {output_csv}")
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@@ -169,15 +169,19 @@ class Storage:
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filtered_row = {k: v for k, v in row.items() if k in fieldnames}
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writer.writerow(filtered_row)
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def write_results_combined(self, filename, fieldnames, rows):
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def write_backtest_results(self, filename, fieldnames, rows, metadata_lines=None):
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"""Write a combined results to a CSV file
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Args:
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filename: filename to write to
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fieldnames: list of fieldnames
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rows: list of rows
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metadata_lines: optional list of strings to write as header comments
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"""
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fname = os.path.join(self.results_dir, filename)
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with open(fname, "w", newline="") as csvfile:
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if metadata_lines:
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for line in metadata_lines:
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csvfile.write(f"{line}\n")
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writer = csv.DictWriter(csvfile, fieldnames=fieldnames, delimiter='\t')
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writer.writeheader()
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for row in rows:
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