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.
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@@ -94,6 +94,8 @@ MOMENTUM_CONFIG_KEYS = frozenset({
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"MOMENTUM_BACKTEST_CANDLE_WARMUP_BARS",
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"MOMENTUM_UNIVERSE_EXIT_DEBOUNCE_SEC",
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"MOMENTUM_LIVE_SIGNAL_LOOKBACK_BARS",
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"MOMENTUM_EOD_ENABLED",
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"MOMENTUM_EOD_HM",
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"MOMENTUM_FORCE_EOD_EXIT",
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})
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