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base: Simon:IncrementalStrategy
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Simon:main Simon:xgboost Simon:IncrementalStrategy Simon:old_code
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compare: Simon:b013183f678fbfd2d704c2cb7d78d005d7bbad79
Branches Tags
Simon:main Simon:xgboost Simon:IncrementalStrategy Simon:old_code

3 Commits
Incrementa ... b013183f67

Author SHA1 Message Date
Simon Moisy
b013183f67 attempt fix for lookahead bias 2025-05-27 18:08:42 +08:00
Simon Moisy
6916722a43 Merge branch 'main' of ssh://dep.sokaris.link:2222/Simon/Cycles 2025-05-27 16:48:33 +08:00
Simon Moisy
47551d6781 ignoring credentials jsons 2025-05-27 16:47:20 +08:00
2 changed files with 6 additions and 3 deletions
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3
.gitignore vendored
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@@ -6,6 +6,9 @@ __pycache__/
*.py[cod]
*$py.class
# ignore credentils JSON
/credentials/*.json
# C extensions
*.so

6
cycles/strategies/default_strategy.py
View File

@@ -123,12 +123,12 @@ class DefaultStrategy(StrategyBase):
if not self.initialized:
return StrategySignal("HOLD", 0.0)
if df_index < 1:
if df_index < 2: # shifting one index to prevent lookahead bias
return StrategySignal("HOLD", 0.0)
# Check for meta-trend entry condition
prev_trend = backtester.strategies["meta_trend"][df_index - 1]
curr_trend = backtester.strategies["meta_trend"][df_index]
prev_trend = backtester.strategies["meta_trend"][df_index - 2]
curr_trend = backtester.strategies["meta_trend"][df_index - 1]
if prev_trend != 1 and curr_trend == 1:
# Strong confidence when all indicators align for entry