5 Commits

Author SHA1 Message Date
Ajasra
16a3b7af99 indicators comparison test (before and after refactoring) 2025-05-28 23:18:11 +08:00
Vasily.onl
1861c336f9 TimeFrame agregator with right logic 2025-05-28 18:26:51 +08:00
Ajasra
8055f46328 ok, kind of incremental trading and backtester, but result not alligning 2025-05-27 16:51:43 +08:00
Vasily.onl
bd6a0f05d7 Implement Incremental BBRS Strategy for Real-time Data Processing
- Introduced `BBRSIncrementalState` for real-time processing of the Bollinger Bands + RSI strategy, allowing minute-level data input and internal timeframe aggregation.
- Added `TimeframeAggregator` class to handle real-time data aggregation to higher timeframes (15min, 1h, etc.).
- Updated `README_BBRS.md` to document the new incremental strategy, including key features and usage examples.
- Created comprehensive tests to validate the incremental strategy against the original implementation, ensuring signal accuracy and performance consistency.
- Enhanced error handling and logging for better monitoring during real-time processing.
- Updated `TODO.md` to reflect the completion of the incremental BBRS strategy implementation.
2025-05-26 16:46:04 +08:00
Vasily.onl
ba78539cbb Add incremental MetaTrend strategy implementation
- Introduced `IncMetaTrendStrategy` for real-time processing of the MetaTrend trading strategy, utilizing three Supertrend indicators.
- Added comprehensive documentation in `METATREND_IMPLEMENTATION.md` detailing architecture, key components, and usage examples.
- Updated `__init__.py` to include the new strategy in the strategy registry.
- Created tests to compare the incremental strategy's signals against the original implementation, ensuring mathematical equivalence.
- Developed visual comparison scripts to analyze performance and signal accuracy between original and incremental strategies.
2025-05-26 16:09:32 +08:00