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https://github.com/chrisnov-it/quantumbotx.git
synced 2026-07-28 03:07:53 +00:00
Reynov Christian
af142b5ddf
This commit introduces significant improvements across the application, focusing on a robust backtesting experience, new trading strategies, and enhanced user interface. Backtesting Module: - Implemented comprehensive backtest history functionality, including detailed metrics, equity curve, parameters, and trade logs. - Resolved `NOT NULL` constraint errors for `wins` and `losses` by updating DB schema and `init_db.py` and `save_backtest_result` logic. - Consolidated `/api/backtest/history` route to `api_backtest.py`, removing duplication from `api_history.py`. - Ensured `value_per_pip` calculation in `engine.py` is accurate for all symbols (especially XAU/XAG). - Removed unused `profit` variable in `engine.py`. - Deleted redundant `engine.py` file from project root. Trading Strategies: - **Mercy Edge**: Activated and synchronized `analyze` (live) and `analyze_df` (backtest) methods, using SMA 200 as trend filter. - **Pulse Sync**: Re-implemented as a distinct strategy (RSI Crossover with SMA 100 trend filter), providing a more responsive alternative to Mercy Edge. - **RSI Breakout (now RSI Crossover)**: Transformed into a powerful RSI-MA Crossover strategy with SMA 50 trend filter, significantly improving performance on EURUSD and becoming a top performer on XAUUSD/USDJPY. - **Turtle Breakout**: Integrated as a new, classic trend-following strategy, fully functional for both live and backtesting. - Updated `strategy_map.py` to reflect new strategy names and additions (`BOLLINGER_REVERSION`, `RSI_CROSSOVER`, `TURTLE_BREAKOUT`). UI/UX Improvements: - Enhanced Backtest History UI to display strategy, market/pair, and all detailed metrics. - Updated `README.md` to reflect the new Backtester feature and streamlined donation section.