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5cc6791877
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Add MVRV strategy backtesting module with feature engineering and on-chain data integration. Implement model training and evaluation pipeline, including probability threshold analysis. Update configuration for strategy parameters and enhance logging for trade results. Include instructions for running the backtest and preparing data.
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2026-01-10 06:10:35 +08:00 |
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c4aa965a98
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Add initial implementation of backtesting framework with CLI interface. Introduce core modules for data loading, trade management, performance metrics, and logging. Include Supertrend indicator calculations and slippage estimation. Update .gitignore to exclude logs and CSV files.
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2026-01-09 19:53:01 +08:00 |
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Simon Moisy
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a25499e016
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Refactor backtesting logic to include slippage estimation, enhancing trade execution realism. Update load_data function to accept a CSV file parameter. Improve summary output with slippage metrics and adjust main script for new slippage configuration. Correct typos in project documentation.
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2025-08-18 09:57:01 +08:00 |
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Simon Moisy
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21b14d4fe4
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Enhance backtesting functionality by adding date range parameters to load_data, improving ATR calculation, and refining trade logic with meta Supertrend signals. Update README with detailed usage instructions and requirements. Add CSV logging for trade results and performance metrics. Include ta library as a dependency in pyproject.toml.
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2025-08-12 10:33:17 +08:00 |
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Simon Moisy
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56dca05a3e
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Initial project setup with Python version 3.12, main script for backtesting trading strategies, and configuration files for project management. Added necessary dependencies and documentation structure.
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2025-08-05 12:08:59 +08:00 |
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cac0629dcd
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Initial commit
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2025-07-29 20:51:11 +00:00 |
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