feat: Add new files and enhance backtesting functionality
Changes: - Introduced new files for strategy definitions and study names. - Enhanced `backtest_web.py` with functions to handle integer display prices and trade data formatting. - Updated backtesting logic to incorporate end-of-day (EOD) parameters for breakout and momentum strategies. - Added EOD configuration options in the database and parameter search files. Impact: - These changes improve the modularity and usability of the backtesting framework, allowing for better integration of EOD strategies and clearer trade data presentation.
This commit is contained in:
@@ -248,6 +248,12 @@ def _bo_fixed_defaults() -> Dict[str, Any]:
|
||||
"atr_sl_mult": float(_pick("BREAKOUT_ATR_SL_MULT", default=2.0)),
|
||||
"atr_sl_min_pct": float(_pick("BREAKOUT_ATR_SL_MIN_PCT", default=0.8)),
|
||||
"atr_sl_max_pct": float(_pick("BREAKOUT_ATR_SL_MAX_PCT", default=6.0)),
|
||||
"eod_enabled": str(_pick("BREAKOUT_EOD_ENABLED", default="1")).strip().lower() in (
|
||||
"1", "true", "t", "y", "yes", "on",
|
||||
),
|
||||
"eod_hm": (
|
||||
str(_pick("BREAKOUT_EOD_HM", default="15:15")).strip() or "15:15"
|
||||
),
|
||||
}
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user