Simon/Cycles
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be331ed63170d017f353d24816070634f413a7b4
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11 Commits
Author SHA1 Message Date
Simon Moisy be331ed631 Remove unused GSheetBatchPusher class and xgboost model file to streamline codebase and eliminate deprecated components. 2025-06-25 13:11:17 +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
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