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v4.0.7

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Ichinga Samuel
2025-01-16 19:32:41 +01:00
parent efb43d5be7
commit 77bea7fcb9
16 changed files with 122 additions and 38 deletions
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examples/backtesting/backtest_data_01_01_24_06_05_24.json
+17
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@@ -0,0 +1,17 @@
{
"balance": 297007.45,
"profit": 0,
"equity": 297007.45,
"margin": 0.0,
"margin_free": 297007.45,
"margin_level": 0,
"wins": 307,
"losses": 336,
"total": 643,
"win_percentage": 47.74,
"win": 619421.92,
"loss": -323164.47,
"net_profit": 296257.45,
"profit_factor": 1.92,
"profitability": 39500.99
}
examples/backtesting/backtest_data_01_05_24_06_05_24.json
+12 -12
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@@ -1,17 +1,17 @@
{
"balance": 504.26,
"balance": 1251.1,
"profit": 0,
"equity": 504.26,
"equity": 1251.1,
"margin": 0.0,
"margin_free": 504.26,
"margin_free": 1251.1,
"margin_level": 0,
"wins": 12,
"losses": 15,
"total": 27,
"win_percentage": 44.44,
"win": 326.55,
"loss": -172.29,
"net_profit": 154.26,
"profit_factor": 1.9,
"profitability": 44.07
"wins": 29,
"losses": 31,
"total": 60,
"win_percentage": 48.33,
"win": 1530.54,
"loss": -1029.44,
"net_profit": 501.1,
"profit_factor": 1.49,
"profitability": 66.81
}
examples/sample_backtester.py
+4 -4
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@@ -14,12 +14,12 @@ def back_tester():
syms = ["Volatility 75 Index", "Volatility 100 Index", "Volatility 25 Index", "Volatility 10 Index"]
symbols = [ForexSymbol(name=sym) for sym in syms]
strategies = [FingerTrap(symbol=symbol) for symbol in symbols]
start = datetime(2024, 5, 1, tzinfo=UTC)
stop_time = datetime(2024, 5, 2, tzinfo=UTC)
start = datetime(2024, 1, 1, tzinfo=UTC)
stop_time = datetime(2024, 12, 2, tzinfo=UTC)
end = datetime(2024, 5, 7, tzinfo=UTC)
back_test_engine = BackTestEngine(start=start, end=end, speed=7200,
back_test_engine = BackTestEngine(start=start, end=end, speed=3600,
close_open_positions_on_exit=True, assign_to_config=True, preload=True,
account_info={"balance": 350})
account_info={"balance": 750})
backtester = BackTester(backtest_engine=back_test_engine)
backtester.add_strategies(strategies=strategies)
backtester.execute()
examples/sample_bot.py
-1
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@@ -13,7 +13,6 @@ def sample_bot():
strategies = [Chaos(symbol=symbol) for symbol in symbols]
bot = Bot()
bot.executor.timeout = 10
bot.add_coroutine(coroutine=sleep_run)
bot.add_strategies(strategies=strategies)
bot.execute()
examples/trade_records/Chaos.csv
+4
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@@ -0,0 +1,4 @@
slow_ema,fast_ema,order,htf,actual_profit,symbol,date,closed,name,price,deal,ltf,bid,win,ask,lcc,volume,expected_profit,hcc
20,8,8218315320,TIMEFRAME_M2,0,Volatility 75 Index,2025-01-16 11:49:50.421946,False,Chaos,96536.19,8126025355,TIMEFRAME_M1,96536.19,False,96562.33,100,0.001,0,100
20,8,8218315356,TIMEFRAME_M2,0,Volatility 50 Index,2025-01-16 11:49:54.394496,False,Chaos,272.9174,8126025389,TIMEFRAME_M1,272.9174,False,272.9584,100,4.0,0,100
20,8,8218315338,TIMEFRAME_M2,0,Volatility 100 Index,2025-01-16 11:49:54.395497,False,Chaos,1939.81,8126025382,TIMEFRAME_M1,1939.27,False,1939.81,100,0.5,0,100
1 slow_ema fast_ema order htf actual_profit symbol date closed name price deal ltf bid win ask lcc volume expected_profit hcc
2 20 8 8218315320 TIMEFRAME_M2 0 Volatility 75 Index 2025-01-16 11:49:50.421946 False Chaos 96536.19 8126025355 TIMEFRAME_M1 96536.19 False 96562.33 100 0.001 0 100
3 20 8 8218315356 TIMEFRAME_M2 0 Volatility 50 Index 2025-01-16 11:49:54.394496 False Chaos 272.9174 8126025389 TIMEFRAME_M1 272.9174 False 272.9584 100 4.0 0 100
4 20 8 8218315338 TIMEFRAME_M2 0 Volatility 100 Index 2025-01-16 11:49:54.395497 False Chaos 1939.81 8126025382 TIMEFRAME_M1 1939.27 False 1939.81 100 0.5 0 100