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Support backtesting with simple buy and sell strategies functions. #278

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MDUYN opened this issue Dec 11, 2024 · 0 comments
Open

Support backtesting with simple buy and sell strategies functions. #278

MDUYN opened this issue Dec 11, 2024 · 0 comments

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@MDUYN
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MDUYN commented Dec 11, 2024

Support backtesting for a single buy and sell function, where the entire context of the algorithm is not needed.

create_buy_signal(data) -> bool:
.....
create_sell_signal(data) -> bool:
.....

report = app.run_backtest(buy_signal_function=create_buy_signal, sell_signal_function=create_sell_signal)

This allows for faster backtesting and evaluation of your signal generators without the need to run an entire algorithm.
Running the entire algorithm can be useful for more real world backtesting scenarios, but for experimentation you really just want
to quickly evaluate your buy and sell signal functions.

@MDUYN MDUYN changed the title Add singnal evaluation function for buy and sell strategies functions. Support backtesting with simple buy and sell strategies functions. Dec 11, 2024
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