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Feat/directional backtesting #33

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Merged
merged 69 commits into from
Jul 21, 2023
Merged

Feat/directional backtesting #33

merged 69 commits into from
Jul 21, 2023

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@cardosofede
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@cardosofede cardosofede commented Jun 23, 2023

  • Added quants lab
  • Backtesting page
  • Triple barrier method
  • Backtest engine

cardosofede added 30 commits June 22, 2023 19:31
@cardosofede
(feat) add method to retrieve market data from the new table
b2e4916
@cardosofede
(feat) refactor graph methods to plot the new candles
0e6f299
@cardosofede
(feat) add management of new market data in strategy class
4ba05b0
@cardosofede
(feat) refactor page to use the new candles
0a3d7e9
@cardosofede
(feat) improve warning message
617e1e7
@cardosofede
(feat) add jupyter to dependencies
6947e6c
@cardosofede
(feat) create quants-lab
5e630d5
@cardosofede
(feat) remove ccxt
5b0843c
@cardosofede
(feat) add directories
aa1acef
@cardosofede
(feat) add triple barrier method
ec54ca5
@cardosofede
(feat) add function to get the candles
9f43819
@cardosofede
(feat) add backtesting engine
8cba46b
@cardosofede
(feat) add backtesting analysis class
80f2be8
@cardosofede
(feat) add naive backtesting page
54101ad
@cardosofede
(feat) allow notebooks
af7850d
@cardosofede
(feat) add mean reversion notebook
b05ab6a
@cardosofede
(feat) add conf_client
9dc7edb
@cardosofede
(feat) add base class to create strategies and use graphs to show them
5bb8fb2
@cardosofede
(feat) use the official hummingbot dev version
ed3188b
@cardosofede
(feat) add to the conf file the market recording params
edf6caf
@cardosofede
(feat) create the first strategy example
5804837
@cardosofede
(feat) refactor backtesting page
3fbda91
@cardosofede
(feat) refactor backtesting analysis
80fd5ee
@cardosofede
(feat) add bollinger strategy
a0eb7e6
@cardosofede
(feat) add macd_bb strategy
893a6ba
@cardosofede
(feat) add strategy_optimizer with optuna
90389e7
@cardosofede
(feat) refactor analysis page and notebook
541b3e7
@cardosofede
(fix) filter timestamp condition
9dcc963
@cardosofede
(fix) hardcoded threshold
f8c778a
@cardosofede
(fix) ohlc not showing
a47731a
cardosofede added 27 commits July 18, 2023 22:17
@cardosofede
(feat) move strategy analysis to strategy module
df5c5dd
@cardosofede
(feat) rename methods
c3e2b52
@cardosofede
(feat) add more os utils
3e9876f
@cardosofede
(feat) add directional strategy template
9703399
@cardosofede
(feat) initialize backtesting page
437613a
@cardosofede
(feat) remove strategy optimizer
f81579f
@cardosofede
(feat) rename class
43784cc
@cardosofede
(feat) refactor strategy with pydantic
2dc689b
@cardosofede
(feat) rename function
73b8d16
@cardosofede
(feat) add base pydantic config
3447d65
@cardosofede
(feat) refactor bollinger strategy
f8be767
@cardosofede
(feat) add strategies path
61a60d1
@cardosofede
(feat) final refactor of strategies configs
00db641
@cardosofede
(feat) update conda environment
35a63e0
@cardosofede
(feat) add modules management functionalities
f952d62
@cardosofede
(feat) add trade pnl
087b070
@cardosofede
(feat) init optimizations
c5e42df
@cardosofede
(feat) update strategies config
a3f0a19
@cardosofede
(feat) add more constants
b6ef8cc
@cardosofede
(feat) add file template for optimization
bf48397
@cardosofede
(feat) MVP of backtest and optimize tab
2da66f5
@cardosofede
(feat) allow multiple pages code gen
181c962
@cardosofede
(feat) minor updates to format
c36df3f
@cardosofede
(feat) refactor directional strategy template
67ad71c
@cardosofede
(feat) add todos to directional strategy base
1e9edb1
@cardosofede
(feat) implement create directional strategy
f9a2e74
@cardosofede
(feat) remove docker manager since we are using the new library
3905ed2
@cardosofede cardosofede marked this pull request as ready for review July 21, 2023 12:02
@fengtality fengtality merged commit 813522a into main Jul 21, 2023
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@cardosofede @fengtality