28 lines
919 B
Python
28 lines
919 B
Python
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import time
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import pandas as pd
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import numpy as np
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print("[1] Importing edge_engine...")
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import edge_engine
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print("[2] Reading parquet...")
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df = pd.read_parquet("backtest_suite/historical_data_cache/jump_75_index_100k_m5.parquet").head(100)
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df.columns = [c.lower() for c in df.columns]
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print(f"[3] Data shape: {df.shape}")
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params = {
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"alpha": 0.27, "offset": 3, "confirm_bars": 1,
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"filter_flat_markets": True, "min_slope_threshold": 0.1,
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"ao_min_columns": 1, "cci_length": 41, "cci_smooth": 3,
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"cci_threshold": 60.0, "exit_method": 3,
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"sl_mult": 1.65, "tp_mult": 0.0,
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}
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print("[4] Calling run_backtest...")
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t0 = time.perf_counter()
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res = edge_engine.run_backtest(df, params, symbol_name="Jump 75 Index")
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elapsed = (time.perf_counter() - t0) * 1000.0
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print(f"[5] Done! Elapsed: {elapsed:.2f} ms")
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print(f"Total trades: {res['total_trades']}")
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print(f"Net profit %: {res['net_profit_pct']:.2f}%")
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