10 Commits

Author SHA1 Message Date
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
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