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

..

backtester.py

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

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

cli.py

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

cryptoquant.py

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

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

data_manager.py

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

logging_config.py

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

market.py

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

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

optimizer.py

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

portfolio.py

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

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

reporting.py

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

risk.py

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