c9ae507bb7
- Introduced a comprehensive framework for incremental trading strategies, including modules for strategy execution, backtesting, and data processing. - Added key components such as `IncTrader`, `IncBacktester`, and various trading strategies (e.g., `MetaTrendStrategy`, `BBRSStrategy`, `RandomStrategy`) to facilitate real-time trading and backtesting. - Implemented a robust backtesting framework with configuration management, parallel execution, and result analysis capabilities. - Developed an incremental indicators framework to support real-time data processing with constant memory usage. - Enhanced documentation to provide clear usage examples and architecture overview, ensuring maintainability and ease of understanding for future development. - Ensured compatibility with existing strategies and maintained a focus on performance and scalability throughout the implementation.
86 lines
2.3 KiB
Python
86 lines
2.3 KiB
Python
"""
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IncrementalTrader - A modular incremental trading system
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This module provides a complete framework for incremental trading strategies,
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including real-time data processing, backtesting, and strategy development tools.
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Key Components:
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- strategies: Incremental trading strategies and indicators
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- trader: Trading execution and position management
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- backtester: Backtesting framework and configuration
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Example:
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from IncrementalTrader import IncTrader, IncBacktester
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from IncrementalTrader.strategies import MetaTrendStrategy
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# Create strategy
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strategy = MetaTrendStrategy("metatrend", params={"timeframe": "15min"})
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# Create trader
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trader = IncTrader(strategy, initial_usd=10000)
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# Run backtest
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backtester = IncBacktester()
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results = backtester.run_single_strategy(strategy)
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"""
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__version__ = "1.0.0"
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__author__ = "Cycles Trading Team"
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# Import main components for easy access
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# Note: These are now available after migration
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try:
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from .trader import IncTrader, TradeRecord, PositionManager, MarketFees
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except ImportError:
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IncTrader = None
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TradeRecord = None
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PositionManager = None
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MarketFees = None
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try:
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from .backtester import IncBacktester, BacktestConfig, OptimizationConfig
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except ImportError:
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IncBacktester = None
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BacktestConfig = None
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OptimizationConfig = None
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# Import strategy framework (now available)
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from .strategies import IncStrategyBase, IncStrategySignal, TimeframeAggregator
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# Import available strategies
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from .strategies import (
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MetaTrendStrategy,
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IncMetaTrendStrategy, # Compatibility alias
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RandomStrategy,
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IncRandomStrategy, # Compatibility alias
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BBRSStrategy,
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IncBBRSStrategy, # Compatibility alias
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)
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# Public API
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__all__ = [
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# Core components (now available after migration)
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"IncTrader",
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"IncBacktester",
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"BacktestConfig",
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"OptimizationConfig",
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"TradeRecord",
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"PositionManager",
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"MarketFees",
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# Strategy framework (available now)
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"IncStrategyBase",
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"IncStrategySignal",
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"TimeframeAggregator",
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# Available strategies
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"MetaTrendStrategy",
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"IncMetaTrendStrategy", # Compatibility alias
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"RandomStrategy",
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"IncRandomStrategy", # Compatibility alias
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"BBRSStrategy",
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"IncBBRSStrategy", # Compatibility alias
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# Version info
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"__version__",
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] |