bactester for strategies

This commit is contained in:
Ajasra
2025-05-29 14:22:50 +08:00
parent b0ea701020
commit df19ef32db
7 changed files with 2059 additions and 1 deletions

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{
"backtest_settings": {
"data_file": "btcusd_1-min_data.csv",
"data_dir": "data",
"start_date": "2023-01-01",
"end_date": "2023-01-02",
"initial_usd": 10000
},
"strategies": [
{
"name": "Valid_Strategy",
"type": "random",
"params": {
"signal_probability": 0.001,
"timeframe": "15min"
},
"trader_params": {
"stop_loss_pct": 0.02,
"portfolio_percent_per_trade": 0.5
}
},
{
"name": "Invalid_Strategy",
"type": "nonexistent_strategy",
"params": {
"some_param": 42
},
"trader_params": {
"stop_loss_pct": 0.02,
"portfolio_percent_per_trade": 0.5
}
}
]
}

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{
"backtest_settings": {
"data_file": "btcusd_1-min_data.csv",
"data_dir": "data",
"start_date": "2023-01-01",
"end_date": "2023-01-31",
"initial_usd": 10000
},
"strategies": [
{
"name": "MetaTrend_Conservative",
"type": "metatrend",
"params": {
"supertrend_periods": [
12,
10,
11
],
"supertrend_multipliers": [
3.0,
1.0,
2.0
],
"min_trend_agreement": 0.8,
"timeframe": "15min"
},
"trader_params": {
"stop_loss_pct": 0.02,
"portfolio_percent_per_trade": 1.0
}
},
{
"name": "MetaTrend_Aggressive",
"type": "metatrend",
"params": {
"supertrend_periods": [
10,
8,
9
],
"supertrend_multipliers": [
2.0,
1.0,
1.5
],
"min_trend_agreement": 0.5,
"timeframe": "5min"
},
"trader_params": {
"stop_loss_pct": 0.03,
"portfolio_percent_per_trade": 1.0
}
},
{
"name": "BBRS_Default",
"type": "bbrs",
"params": {
"bb_length": 20,
"bb_std": 2.0,
"rsi_length": 14,
"rsi_overbought": 70,
"rsi_oversold": 30,
"timeframe": "15min"
},
"trader_params": {
"stop_loss_pct": 0.025,
"portfolio_percent_per_trade": 1.0
}
},
{
"name": "Random_Baseline",
"type": "random",
"params": {
"signal_probability": 0.001,
"timeframe": "15min"
},
"trader_params": {
"stop_loss_pct": 0.02,
"portfolio_percent_per_trade": 1.0
}
}
]
}

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{
"backtest_settings": {
"data_file": "btcusd_1-min_data.csv",
"data_dir": "data",
"start_date": "2025-01-01",
"end_date": "2025-03-01",
"initial_usd": 10000
},
"strategies": [
{
"name": "MetaTrend_Quick_Test",
"type": "metatrend",
"params": {
"supertrend_periods": [12, 10, 11],
"supertrend_multipliers": [3.0, 1.0, 2.0],
"min_trend_agreement": 0.5,
"timeframe": "15min"
},
"trader_params": {
"stop_loss_pct": 0.02,
"portfolio_percent_per_trade": 1.0
}
},
{
"name": "Random_Baseline",
"type": "random",
"params": {
"signal_probability": 0.001,
"timeframe": "15min"
},
"trader_params": {
"stop_loss_pct": 0.02,
"portfolio_percent_per_trade": 1.0
}
}
]
}