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| author | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 18:25:29 +0900 |
|---|---|---|
| committer | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 18:25:29 +0900 |
| commit | 5cee0686e421b1f21484c23e413692616e9e2ffa (patch) | |
| tree | 0a6343ebeca158d5881c57cb71e9f67800fda535 /services/strategy-engine/tests/test_rsi_strategy.py | |
| parent | 7bfdf07dccb09a613f66f63d1513b80f167a3881 (diff) | |
feat(backtester): Phase 1 complete — realistic backtesting engine
- Slippage modeling (configurable per-trade, buy higher/sell lower)
- Trading fee deduction (maker/taker configurable)
- Stop-loss and take-profit auto-execution per position
- Short selling support (allow_short flag)
- Walk-forward analysis engine (in-sample/out-of-sample, efficiency ratio)
- Daily equity curve Sharpe/Sortino with risk-free rate adjustment
- Recovery factor, consecutive win/loss streaks, fee-aware PnL
- 312 tests passing
Diffstat (limited to 'services/strategy-engine/tests/test_rsi_strategy.py')
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