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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
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@@ -32,7 +32,7 @@ strategy = (
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start, end = time_range("2022-01-01", "2025-01-01")
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config = mbt.BacktestConfig(
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universe=[1],
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universe={"binance": ["BTC-USDT:perp"]},
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time_range_start=start,
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time_range_end=end,
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bar_interval=Interval.hours(12),
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@@ -49,9 +49,11 @@ config = mbt.BacktestConfig(
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# -- Run ----------------------------------------------------------------------
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if __name__ == "__main__":
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root = os.path.join(os.path.dirname(__file__), "..")
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data_root = os.path.abspath(os.path.join(root, "data"))
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store = mbt.DataStore(
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data_root=os.path.abspath(os.path.join(root, "data")),
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data_root=data_root,
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metadata_db=os.path.abspath(os.path.join(root, "metadata", "metadata.sqlite")),
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arrow_dir=os.path.join(data_root, "mega"),
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)
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# -- 1. Look-ahead bias detection -----------------------------------------
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