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Add backtest date range
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‎examples/backtest_experiment/configuration.json‎

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"slow":50,
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"trend":100,
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"stop_loss_percentage":7
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},
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{
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"name":"11-50-100",
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"description":"11-50-100",
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"fast":11,
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"slow":50,
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"trend":100,
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"stop_loss_percentage":7
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},
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{
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"name":"9-75-150",
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"description":"9-75-150",
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"fast":9,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"10-75-150",
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"description":"10-75-150",
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"fast":10,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"11-75-150",
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"description":"11-75-150",
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"fast":11,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"20-75-150",
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"description":"20-75-150",
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"fast":20,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"21-75-150",
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"description":"21-75-150",
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"fast":21,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"22-75-150",
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"description":"22-75-150",
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"fast":22,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"23-75-150",
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"description":"23-75-150",
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"fast":23,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"24-75-150",
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"description":"24-75-150",
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"fast":24,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"25-75-150",
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"description":"25-75-150",
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"fast":25,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"20-75-200",
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"description":"20-75-200",
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"fast":20,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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},
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{
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"name":"21-75-200",
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"description":"24-75-200",
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"fast":24,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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},
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{
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"name":"22-75-200",
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"description":"24-75-200",
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"fast":24,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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},
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{
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"name":"23-75-200",
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"description":"24-75-200",
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"fast":24,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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},
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{
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"name":"24-75-200",
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"description":"24-75-200",
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"fast":24,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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},
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{
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"name":"25-75-150",
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"description":"25-75-200",
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"fast":25,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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}
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]

‎examples/backtest_experiment/configuration_copy.json‎

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[
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{
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"name":"9-50-100",
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"description":"9-50-100",
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"fast":9,
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"slow":50,
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"trend":100,
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"stop_loss_percentage":7
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},
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{
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"name":"10-50-100",
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"description":"10-50-100",
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"fast":10,
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"slow":50,
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"trend":100,
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"stop_loss_percentage":7
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},
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{
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"name":"11-50-100",
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"description":"11-50-100",
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"fast":11,
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"slow":50,
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"trend":100,
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"stop_loss_percentage":7
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},
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{
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"name":"9-75-150",
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"description":"9-75-150",
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"fast":9,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"10-75-150",
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"description":"10-75-150",
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"fast":10,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"11-75-150",
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"description":"11-75-150",
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"fast":11,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"20-75-150",
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"description":"20-75-150",
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"fast":20,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"21-75-150",
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"description":"21-75-150",
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"fast":21,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"22-75-150",
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"description":"22-75-150",
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"fast":22,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"23-75-150",
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"description":"23-75-150",
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"fast":23,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"24-75-150",
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"description":"24-75-150",
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"fast":24,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"25-75-150",
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"description":"25-75-150",
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"fast":25,
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"slow":75,
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"trend":150,
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"stop_loss_percentage":7
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},
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{
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"name":"20-75-200",
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"description":"20-75-200",
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"fast":20,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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},
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{
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"name":"21-75-200",
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"description":"24-75-200",
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"fast":24,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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},
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{
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"name":"22-75-200",
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"description":"24-75-200",
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"fast":24,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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},
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{
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"name":"23-75-200",
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"description":"24-75-200",
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"fast":24,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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},
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{
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"name":"24-75-200",
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"description":"24-75-200",
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"fast":24,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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},
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{
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"name":"25-75-150",
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"description":"25-75-200",
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"fast":25,
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"slow":75,
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"trend":200,
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"stop_loss_percentage":7
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}
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]

‎examples/backtest_experiment/run_backtest.py‎

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import json
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from datetime import datetime, timedelta
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from datetime import datetime
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from algorithms import create_algorithm
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from app import app
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from investing_algorithm_framework import PortfolioConfiguration, \
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pretty_print_backtest_reports_evaluation, BacktestReportsEvaluation
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pretty_print_backtest_reports_evaluation, BacktestReportsEvaluation, \
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BacktestDateRange
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if __name__ == "__main__":
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end_date = datetime(2023, 12, 2)
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start_date = end_date - timedelta(days=100)
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down_turn_date_range = BacktestDateRange(
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start_date=datetime(2021, 12, 21),
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end_date=datetime(2022, 6, 20),
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name="down_turn"
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)
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up_turn_date_range = BacktestDateRange(
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start_date=datetime(2022, 12, 20),
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end_date=datetime(2023, 6, 1),
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name="up_turn"
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)
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sideways_date_range = BacktestDateRange(
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start_date=datetime(2022, 6, 10),
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end_date=datetime(2023, 1, 10),
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name="sideways"
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)
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json = json.load(open("configuration.json"))
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algorithms = []
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reports = app.run_backtests(
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algorithms=algorithms,
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date_ranges=[
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(datetime(2023, 7, 2),
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datetime(2023, 7, 2) + timedelta(days=200)),
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(datetime(2022, 7, 2),
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datetime(2022, 7, 2) + timedelta(days=200)),
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(datetime(2024, 1, 1),
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datetime(2024, 1, 1) + timedelta(days=100)),
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down_turn_date_range,
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up_turn_date_range,
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sideways_date_range
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],
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pending_order_check_interval="2h",
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)

‎investing_algorithm_framework/__init__.py‎

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Trade, OHLCVMarketDataSource, OrderBookMarketDataSource, SYMBOLS, \
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TickerMarketDataSource, MarketService, BacktestReportsEvaluation, \
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pretty_print_backtest_reports_evaluation, load_backtest_reports, \
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RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT
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RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT,\
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load_backtest_report, BacktestDateRange
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from investing_algorithm_framework.infrastructure import \
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CCXTOrderBookMarketDataSource, CCXTOHLCVMarketDataSource, \
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CCXTTickerMarketDataSource, CSVOHLCVMarketDataSource, \
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"APP_MODE",
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"AppMode",
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"DATETIME_FORMAT",
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"load_backtest_report",
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"BacktestDateRange",
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]

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