Add trailing stops and parameter sweeps
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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.
This commit is contained in:
matitos committed 2026-09-19 23:04:20 +00:00
1 parent d80e7b155e
commit 9dc00eba95
22 files changed
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@@ -8,6 +8,7 @@ import OrdersTable from './components/OrdersTable.vue'
import PositionsTable from './components/PositionsTable.vue'
import StatusCards from './components/StatusCards.vue'
import StrategyPanel from './components/StrategyPanel.vue'
import SweepPanel from './components/SweepPanel.vue'
const status = ref({
running: false,
@@ -196,6 +197,7 @@ onUnmounted(() => {
/>
<BacktestPanel :strategies="strategies" :status="status" />
<SweepPanel :strategies="strategies" :status="status" />
<div class="grid gap-4 lg:grid-cols-2">
<EquityChart :points="equityPoints" />