lowkey_backtest

Simon/lowkey_backtest

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Author	SHA1	Message	Date
Simon Moisy	1e4cb87da3	Add check_symbols.py for ETH perpetuals filtering and enhance backtester with size handling - Introduced `check_symbols.py` to load and filter ETH perpetual markets from the OKX exchange using CCXT. - Updated the backtester to normalize signals to a 5-tuple format, incorporating size management for trades. - Enhanced portfolio functions to support variable size and leverage adjustments based on initial capital. - Added a new method in `CryptoQuantClient` for chunked historical data fetching to avoid API limits. - Improved market symbol normalization in `market.py` to handle different formats. - Updated regime strategy parameters based on recent research findings for optimal performance.	2026-01-14 09:46:51 +08:00
Simon Moisy	10bb371054	Implement Regime Reversion Strategy and remove regime_detection.py - Introduced `RegimeReversionStrategy` for ML-based regime detection and mean reversion trading. - Added feature engineering and model training logic within the new strategy. - Removed the deprecated `regime_detection.py` file to streamline the codebase. - Updated the strategy factory to include the new regime strategy configuration.	2026-01-13 21:55:34 +08:00
Simon Moisy	44fac1ed25	Remove deprecated modules and files related to the backtesting framework, including backtest.py, cli.py, config.py, data.py, intrabar.py, logging_utils.py, market_costs.py, metrics.py, trade.py, and supertrend indicators. Introduce a new structure for the backtesting engine with improved organization and functionality, including a CLI handler, data manager, and reporting capabilities. Update dependencies in pyproject.toml to support the new architecture.	2026-01-12 21:11:39 +08:00

Author

SHA1

Message

Date

Simon Moisy

1e4cb87da3

Add check_symbols.py for ETH perpetuals filtering and enhance backtester with size handling

- Introduced `check_symbols.py` to load and filter ETH perpetual markets from the OKX exchange using CCXT.
- Updated the backtester to normalize signals to a 5-tuple format, incorporating size management for trades.
- Enhanced portfolio functions to support variable size and leverage adjustments based on initial capital.
- Added a new method in `CryptoQuantClient` for chunked historical data fetching to avoid API limits.
- Improved market symbol normalization in `market.py` to handle different formats.
- Updated regime strategy parameters based on recent research findings for optimal performance.

2026-01-14 09:46:51 +08:00

Simon Moisy

10bb371054

Implement Regime Reversion Strategy and remove regime_detection.py

- Introduced `RegimeReversionStrategy` for ML-based regime detection and mean reversion trading.
- Added feature engineering and model training logic within the new strategy.
- Removed the deprecated `regime_detection.py` file to streamline the codebase.
- Updated the strategy factory to include the new regime strategy configuration.

2026-01-13 21:55:34 +08:00

Simon Moisy

44fac1ed25

Remove deprecated modules and files related to the backtesting framework, including backtest.py, cli.py, config.py, data.py, intrabar.py, logging_utils.py, market_costs.py, metrics.py, trade.py, and supertrend indicators. Introduce a new structure for the backtesting engine with improved organization and functionality, including a CLI handler, data manager, and reporting capabilities. Update dependencies in pyproject.toml to support the new architecture.

2026-01-12 21:11:39 +08:00

3 Commits