Add trailing stops and parameter sweeps
Trailing stops: strategies can pass trailing_stop_pct to enter_long/enter_short. advance_trailing_stop in app/engine/portfolio.py ratchets the stop with the price (up for longs, down for shorts) and never loosens; the engine persists the ratcheted level and the backtester applies the same logic. Position gains a trailing_stop_pct column (additive migration). momentum exposes it as a param. Parameter sweeps: app/backtest/sweep.py runs a cartesian grid through the same backtester and ranks by return minus max drawdown. POST /api/sweep plus a dashboard Parameter sweep panel.
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@@ -26,6 +26,7 @@ class Intent:
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size: float | None = None
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stop_loss: float | None = None
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take_profit: float | None = None
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trailing_stop_pct: float = 0.0
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reason: str = ""
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@@ -121,18 +122,24 @@ class StrategyContext:
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size: float | None = None,
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stop_loss: float | None = None,
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take_profit: float | None = None,
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trailing_stop_pct: float = 0.0,
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reason: str = "",
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) -> None:
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self._intents.append(Intent("enter_long", size, stop_loss, take_profit, reason))
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self._intents.append(
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Intent("enter_long", size, stop_loss, take_profit, trailing_stop_pct, reason)
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)
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def enter_short(
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self,
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size: float | None = None,
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stop_loss: float | None = None,
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take_profit: float | None = None,
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trailing_stop_pct: float = 0.0,
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reason: str = "",
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) -> None:
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self._intents.append(Intent("enter_short", size, stop_loss, take_profit, reason))
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self._intents.append(
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Intent("enter_short", size, stop_loss, take_profit, trailing_stop_pct, reason)
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)
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def close(self, reason: str = "") -> None:
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self._intents.append(Intent("close", reason=reason))
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