Add trailing stops and parameter sweeps
CI/CD / backend (pull_request) Successful in 6m6s
CI/CD / frontend (pull_request) Successful in 5m17s
CI/CD / build (pull_request) Skipped
CI/CD / deploy (pull_request) Skipped
CI/CD / cleanup (pull_request) Skipped

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
+575 -7

No files matched your search

+3
View File
@@ -19,6 +19,9 @@ export const placeOrder = (payload) => http.post('/orders', payload).then((r) =>
export const runBacktest = (payload) =>
http.post('/backtest', payload, { timeout: 60000 }).then((r) => r.data)
export const runSweep = (payload) =>
http.post('/sweep', payload, { timeout: 120000 }).then((r) => r.data)
export const getPresets = () => http.get('/presets').then((r) => r.data)
export const createPreset = (payload) => http.post('/presets', payload).then((r) => r.data)
export const deletePreset = (id) => http.delete(`/presets/${id}`).then((r) => r.data)