release: v0.4.6

- Cross-exchange backtesting (Pro)
- Dict universe format (provider-based symbol resolution)
- Exogenous data support (register_exo + exo() expressions)
- Provider-based data layout (binance/1h/TICKER.arrow)
- Preload fix for provider layout
- Exo column resampling for multi-resolution
- Pro gate for cross-exchange (clean exit)
- ATR/ADX rolling SMA fix
- Precise mode hybrid fills
This commit is contained in:
Jimmy7892
2026-04-01 01:18:20 +02:00
parent 4039012c58
commit 6ba4691a02
23 changed files with 792 additions and 118 deletions
+4 -2
View File
@@ -32,7 +32,7 @@ strategy = (
start, end = time_range("2022-01-01", "2025-01-01")
config = mbt.BacktestConfig(
universe=[1],
universe={"binance": ["BTC-USDT:perp"]},
time_range_start=start,
time_range_end=end,
bar_interval=Interval.hours(12),
@@ -49,9 +49,11 @@ config = mbt.BacktestConfig(
# -- Run ----------------------------------------------------------------------
if __name__ == "__main__":
root = os.path.join(os.path.dirname(__file__), "..")
data_root = os.path.abspath(os.path.join(root, "data"))
store = mbt.DataStore(
data_root=os.path.abspath(os.path.join(root, "data")),
data_root=data_root,
metadata_db=os.path.abspath(os.path.join(root, "metadata", "metadata.sqlite")),
arrow_dir=os.path.join(data_root, "mega"),
)
# -- 1. Look-ahead bias detection -----------------------------------------