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feat: add new backtest functions

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porcelaincode
2026-02-08 06:04:43 +05:30
parent 4d0d4cbfa3
commit c711e9ce8e
6 changed files with 27 additions and 20 deletions
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README.md
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@@ -1,9 +1,10 @@
# RaptorBT
[![PyPI version](https://img.shields.io/pypi/v/raptorbt.svg)](https://pypi.org/project/raptorbt/)
[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
[![PyPI version](https://img.shields.io/pypi/v/raptorbt.svg)](https://pypi.org/project/raptorbt/)
[![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
[![Rust](https://img.shields.io/badge/rust-1.70+-orange.svg)](https://www.rust-lang.org/)
[![Rust](https://img.shields.io/badge/rust-1.70+-red.svg)](https://www.rust-lang.org/)
[![PyPI Downloads](https://static.pepy.tech/personalized-badge/raptorbt?period=total&units=INTERNATIONAL_SYSTEM&left_color=GRAY&right_color=ORANGE&left_text=downloads)](https://pepy.tech/projects/raptorbt)
**Blazing-fast backtesting for the modern quant.**
@@ -573,18 +574,18 @@ print(f"Max Drawdown: {result.metrics.max_drawdown_pct}%")
### Metric Mapping
| VectorBT Key | RaptorBT Attribute |
| ---------------------- | ------------------------------ |
| `Total Return [%]` | `metrics.total_return_pct` |
| `Sharpe Ratio` | `metrics.sharpe_ratio` |
| `Sortino Ratio` | `metrics.sortino_ratio` |
| `Max Drawdown [%]` | `metrics.max_drawdown_pct` |
| `Win Rate [%]` | `metrics.win_rate_pct` |
| `Profit Factor` | `metrics.profit_factor` |
| `SQN` | `metrics.sqn` |
| `Omega Ratio` | `metrics.omega_ratio` |
| `Total Trades` | `metrics.total_trades` |
| `Expectancy` | `metrics.expectancy` |
| VectorBT Key | RaptorBT Attribute |
| ------------------ | -------------------------- |
| `Total Return [%]` | `metrics.total_return_pct` |
| `Sharpe Ratio` | `metrics.sharpe_ratio` |
| `Sortino Ratio` | `metrics.sortino_ratio` |
| `Max Drawdown [%]` | `metrics.max_drawdown_pct` |
| `Win Rate [%]` | `metrics.win_rate_pct` |
| `Profit Factor` | `metrics.profit_factor` |
| `SQN` | `metrics.sqn` |
| `Omega Ratio` | `metrics.omega_ratio` |
| `Total Trades` | `metrics.total_trades` |
| `Expectancy` | `metrics.expectancy` |
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