9 Commits

Author SHA1 Message Date
267f040fe8 Merge branch 'xgboost'
# Conflicts:
#	.gitignore
#	README.md
#	cycles/backtest.py
#	main.py
#	pyproject.toml
#	uv.lock
2025-07-11 09:04:49 +08:00
Simon Moisy
6c5dcc1183 Implement backtesting framework with modular architecture for data loading, processing, and result management. Introduced BacktestRunner, ConfigManager, and ResultProcessor classes for improved maintainability and error handling. Updated main execution script to utilize new components and added comprehensive logging. Enhanced README with detailed project overview and usage instructions. 2025-06-25 13:08:07 +08:00
65ae3060de revert b71faa97589d220e5046b4d530d1660f6f0abe9a
revert refactor for modularity
2025-05-23 12:47:59 +00:00
Ajasra
b71faa9758 refactor for modularity 2025-05-23 20:37:14 +08:00
Vasily.onl
9629d3090b Enhance README and documentation for Cycles framework
- Expanded the README.md to provide a comprehensive overview of the Cycles framework, including features, quick start instructions, and configuration examples.
- Updated strategies documentation to detail the architecture, available strategies, and their configurations, emphasizing the new multi-timeframe capabilities.
- Added a new timeframe system documentation to explain the strategy-controlled timeframe management and automatic data resampling.
- Improved the strategy manager documentation to clarify its role in orchestrating multiple strategies and combining signals effectively.
- Adjusted configuration examples to reflect recent changes in strategy parameters and usage.
2025-05-23 17:06:35 +08:00
Vasily.onl
235098c045 Add strategy management system with multiple trading strategies
- Introduced a new strategies module containing the StrategyManager class to orchestrate multiple trading strategies.
- Implemented StrategyBase and StrategySignal as foundational components for strategy development.
- Added DefaultStrategy for meta-trend analysis and BBRSStrategy for Bollinger Bands + RSI trading.
- Enhanced documentation to provide clear usage examples and configuration guidelines for the new system.
- Established a modular architecture to support future strategy additions and improvements.
2025-05-23 16:41:08 +08:00
Ajasra
3a9dec543c Refactor test_bbrsi.py and enhance strategy implementations
- Removed unused configuration for daily data and consolidated minute configuration into a single config dictionary.
- Updated plotting logic to dynamically handle different strategies, ensuring appropriate bands and signals are displayed based on the selected strategy.
- Improved error handling and logging for missing data in plots.
- Enhanced the Bollinger Bands and RSI classes to support adaptive parameters based on market regimes, improving flexibility in strategy execution.
- Added new CryptoTradingStrategy with multi-timeframe analysis and volume confirmation for better trading signal accuracy.
- Updated documentation to reflect changes in strategy implementations and configuration requirements.
2025-05-22 17:57:04 +08:00
Ajasra
a924328c90 Implement Market Regime Strategy and refactor Bollinger Bands and RSI classes
- Introduced a new Strategy class to encapsulate trading strategies, including the Market Regime Strategy that adapts to different market conditions.
- Refactored BollingerBands and RSI classes to accept configuration parameters for improved flexibility and maintainability.
- Updated test_bbrsi.py to utilize the new strategy implementation and adjusted date ranges for testing.
- Enhanced documentation to include details about the new Strategy class and its components.
2025-05-22 16:44:59 +08:00
Ajasra
955a340d02 docs 2025-05-20 18:40:16 +08:00