Commit Graph
18 Commits
Author SHA1 Message Date
Vasily.onl 5d0b707bc6 Implement BBRS strategy with multi-timeframe support and enhance strategy manager
- Added BBRS strategy implementation, incorporating Bollinger Bands and RSI for trading signals.
- Introduced multi-timeframe analysis support, allowing strategies to handle internal resampling.
- Enhanced StrategyManager to log strategy initialization and unique timeframes in use.
- Updated DefaultStrategy to support flexible timeframe configurations and improved stop-loss execution.
- Improved plotting logic in BacktestCharts for better visualization of strategy outputs and trades.
- Refactored strategy base class to facilitate resampling and data handling across different timeframes.
2025-05-23 16:56:53 +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
Vasily.onl 4552d7e6b5 Update test_bbrsi.py configuration dates for backtesting 2025-05-23 15:22:03 +08:00
Vasily.onl 7af8cdcb32 Enhance Bollinger Bands validation and add DatetimeIndex handling in strategies
- Added validation to ensure the specified price column exists in the DataFrame for Bollinger Bands calculations.
- Introduced a new method to ensure the DataFrame has a proper DatetimeIndex, improving time-series operations in strategy processing.
- Updated strategy run method to call the new DatetimeIndex validation method before processing data.
- Improved logging for better traceability of data transformations and potential issues.
2025-05-23 15:21:40 +08:00
Ajasra 00873d593f Enhance strategy output standardization and improve plotting logic
- Introduced a new method to standardize output column names across different strategies, ensuring consistency in data handling and plotting.
- Updated plotting logic in test_bbrsi.py to utilize standardized column names, improving clarity and maintainability.
- Enhanced error handling for missing data in plots and adjusted visual elements for better representation of trading signals.
- Improved the overall structure of strategy implementations to support additional indicators and metadata for better analysis.
2025-05-22 18:16:23 +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 934c807246 fixed depricated parameters 2025-05-22 17:24:16 +08:00
Ajasra 8e220b564c Merge branch 'main' of https://dep.sokaris.link/Simon/Cycles 2025-05-22 17:15:55 +08:00
Ajasra 1107346594 refactor to move inside strategy calculations 2025-05-22 17:15:51 +08:00
Ajasra 736b278ee2 aggregate for specific condition 2025-05-22 16:53:23 +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 10cc047975 Merge branch 'main' with resolved conflicts 2025-05-20 18:44:24 +08:00
Ajasra 955a340d02 docs 2025-05-20 18:40:16 +08:00
Ajasra 07b9824b69 docs 2025-05-20 18:36:59 +08:00
Ajasra 369b3c1daf added seaborn to plot ( a bit simpler and more features than matplotlib) 2025-05-20 18:29:12 +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
Ajasra 1cdfe3973a Uv package manager 2025-05-20 16:22:11 +08:00