9 Commits

Author SHA1 Message Date
Simon Moisy
1284549106 progress print 2025-05-29 11:04:03 +08:00
Simon Moisy
74c8048ed5 shifted one day back on the metatrend to avoid lookahead bias, reverted metatrend calculus to use no cpu optimization for readability 2025-05-27 17:49:55 +08:00
Simon Moisy
2fd73085b8 Refactor backtest logic for improved index retrieval
- Updated the method for determining the start index of the current trade to directly use the DataFrame index, enhancing clarity and performance.
- Removed the deprecated get_current_min1_end_idx method to streamline the codebase.
2025-05-21 17:06:16 +08:00
Simon Moisy
806697116d 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.
2025-05-21 17:03:34 +08:00
Simon Moisy
14905017c8 Add total fees calculation to storage results
- Included total_fees_usd in the results dictionary of the Storage class to enhance fee tracking in the output.
- removed plots from TrendDetectorSimple
2025-05-21 15:35:12 +08:00
Simon Moisy
ec1a86e098 Fixing last merge 2025-05-21 15:14:00 +08:00
Simon Moisy
0a919f825e Merge branch 'main' of ssh://dep.sokaris.link:2222/Simon/Cycles 2025-05-21 15:06:56 +08:00
Ajasra
08c871e05a Boilinger Band and RSI implementation 2025-05-20 18:28:53 +08:00
Ajasra
837c505828 Refactor 2025-05-20 16:59:17 +08:00