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Update new grid search APIs
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@miohtama
miohtama committed Mar 7, 2024
1 parent 65485d9 commit b6eb37c
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2 changes: 1 addition & 1 deletion deps/trade-executor
Submodule trade-executor updated 94 files
+1 −1 .github/workflows/test-and-build-image.yml
+1 −1 .github/workflows/test-slow.yml
+4 −1 .gitignore
+1 −1 deps/trading-strategy
+1 −1 deps/web3-ethereum-defi
+1 −1 notebooks/cex-vs-dex/price-action-difference-btc.ipynb
+533 −21 notebooks/rsi-momentum/v1-btc-spot-only.ipynb
+1,402 −0 notebooks/rsi-momentum/v10-grid-search-candle-shift-robustness-check.ipynb
+1,999 −0 notebooks/rsi-momentum/v11-compare-candle-shift-results.ipynb
+6,095 −0 notebooks/rsi-momentum/v12-small-timeframe.ipynb
+239,912 −0 notebooks/rsi-momentum/v13-small-timeframe-2.ipynb
+3,122 −0 notebooks/rsi-momentum/v14-small-timeframe-stop-loss-tests.ipynb
+1,047 −0 notebooks/rsi-momentum/v15-small-timeframe-grid-search-candle-shift-robustness-check.ipynb
+10,702 −0 notebooks/rsi-momentum/v16-small-timeframe-grid-shifted.ipynb
+1,150 −0 notebooks/rsi-momentum/v17-new-style-backtest-btc-only.ipynb
+831 −0 notebooks/rsi-momentum/v18-new-style-backtest-btc-eth.ipynb
+805 −0 notebooks/rsi-momentum/v19-new-style-grid-search.ipynb
+516 −28 notebooks/rsi-momentum/v2-eth-spot-only.ipynb
+1,965 −0 notebooks/rsi-momentum/v20-new-style-backtest-shifted-candles.ipynb
+26,706 −0 notebooks/rsi-momentum/v21-shifted-candle-grid-search.ipynb
+211 −201 notebooks/rsi-momentum/v3-btc-eth.ipynb
+260 −249 notebooks/rsi-momentum/v4-scaling-momentum-signal.ipynb
+3,430 −81 notebooks/rsi-momentum/v5-grid-search.ipynb
+736 −76 notebooks/rsi-momentum/v6-optimised.ipynb
+16,363 −0 notebooks/rsi-momentum/v7-stop-loss.ipynb
+5,302 −0 notebooks/rsi-momentum/v8-grid-search-stop-loss.ipynb
+1,355 −0 notebooks/rsi-momentum/v9-resampled.ipynb
+1,363 −1,286 poetry.lock
+2 −2 pyproject.toml
+13 −0 scripts/analyse-1delta-trade.py
+1 −1 tests/backtest/test_backtest_ema_crossover.py
+1 −1 tests/backtest/test_backtest_inline_real_data.py
+40 −5 tests/backtest/test_backtest_inline_synthetic_data.py
+1 −1 tests/backtest/test_backtest_investment_flow.py
+31 −1 tests/backtest/test_backtest_mixed_positions.py
+2 −3 tests/backtest/test_backtest_open_position.py
+51 −8 tests/backtest/test_backtest_position_trigger.py
+25 −1 tests/backtest/test_backtest_profit_calculation.py
+1 −1 tests/backtest/test_backtest_synthetic_data.py
+2 −2 tests/backtest/test_decide_trades_v3.py
+150 −0 tests/backtest/test_decide_trades_v4.py
+181 −3 tests/backtest/test_grid_search.py
+434 −0 tests/backtest/test_indicator.py
+54 −0 tests/ethereum/polygon_forked/1delta/conftest.py
+305 −0 tests/ethereum/polygon_forked/1delta/test_one_delta_live_credit_supply.py
+0 −60 tests/ethereum/polygon_forked/1delta/test_one_delta_live_short.py
+56 −0 tests/interest/test_state_credit_supply.py
+2 −1 tests/interest/test_state_short.py
+6 −0 tests/strategy_tests/test_defi_bluechip.py
+113 −2 tests/test_binance_data.py
+14 −5 tests/test_state.py
+39 −18 tradeexecutor/analysis/advanced_metrics.py
+59 −7 tradeexecutor/analysis/grid_search.py
+90 −0 tradeexecutor/analysis/stop_loss.py
+98 −11 tradeexecutor/analysis/trade_analyser.py
+195 −12 tradeexecutor/backtest/backtest_runner.py
+329 −28 tradeexecutor/backtest/grid_search.py
+179 −0 tradeexecutor/cli/commands/retry.py
+24 −13 tradeexecutor/cli/loop.py
+7 −2 tradeexecutor/cli/main.py
+4 −4 tradeexecutor/cli/testtrade.py
+171 −7 tradeexecutor/ethereum/one_delta/analysis.py
+192 −71 tradeexecutor/ethereum/one_delta/one_delta_routing.py
+32 −16 tradeexecutor/ethereum/one_delta/one_delta_valuation.py
+2 −2 tradeexecutor/ethereum/rebroadcast.py
+71 −2 tradeexecutor/ethereum/routing_model.py
+4 −2 tradeexecutor/state/loan.py
+11 −3 tradeexecutor/state/position.py
+124 −0 tradeexecutor/state/retry.py
+44 −3 tradeexecutor/state/state.py
+11 −3 tradeexecutor/state/visualisation.py
+57 −23 tradeexecutor/statistics/key_metric.py
+42 −44 tradeexecutor/statistics/statistics_table.py
+6 −9 tradeexecutor/statistics/summary.py
+3 −0 tradeexecutor/strategy/cycle.py
+16 −2 tradeexecutor/strategy/execution_context.py
+23 −15 tradeexecutor/strategy/interest.py
+1 −1 tradeexecutor/strategy/pandas_trader/alternative_market_data.py
+981 −0 tradeexecutor/strategy/pandas_trader/indicator.py
+37 −10 tradeexecutor/strategy/pandas_trader/position_manager.py
+54 −21 tradeexecutor/strategy/pandas_trader/runner.py
+487 −0 tradeexecutor/strategy/pandas_trader/strategy_input.py
+97 −5 tradeexecutor/strategy/parameters.py
+4 −1 tradeexecutor/strategy/qstrader/runner.py
+0 −1 tradeexecutor/strategy/routing.py
+38 −24 tradeexecutor/strategy/runner.py
+17 −0 tradeexecutor/strategy/strategy_module.py
+53 −1 tradeexecutor/strategy/trading_strategy_universe.py
+33 −2 tradeexecutor/testing/synthetic_price_data.py
+5 −2 tradeexecutor/utils/binance.py
+9 −2 tradeexecutor/utils/summarydataframe.py
+216 −9 tradeexecutor/visual/benchmark.py
+57 −18 tradeexecutor/visual/equity_curve.py
+9 −0 tradeexecutor/visual/qs_wrapper.py

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