25 Commits

Author	SHA1	Message	Date
drupman	4f5ea216cd	(feat) add tradingview pnl_over_time chart	2023-08-06 23:09:25 -03:00
drupman	8d285efa73	(feat) add start_date, end_date and avg_profit metrics	2023-08-06 23:08:55 -03:00
cardosofede	1e9edb1d79	(feat) add todos to directional strategy base	2023-07-21 13:07:10 +02:00
cardosofede	a3f0a19a5d	(feat) update strategies config	2023-07-20 21:37:42 +02:00
cardosofede	087b0704cc	(feat) add trade pnl	2023-07-20 21:37:08 +02:00
cardosofede	00db641a67	(feat) final refactor of strategies configs	2023-07-20 16:02:55 +02:00
cardosofede	f8be76778e	(feat) refactor bollinger strategy	2023-07-20 15:49:14 +02:00
cardosofede	3447d650ef	(feat) add base pydantic config	2023-07-20 15:48:59 +02:00
cardosofede	2dc689b4a2	(feat) refactor strategy with pydantic	2023-07-20 15:48:35 +02:00
cardosofede	43784ccd46	(feat) rename class	2023-07-20 15:47:26 +02:00
cardosofede	f81579fdca	(feat) remove strategy optimizer	2023-07-20 15:47:18 +02:00
cardosofede	c3e2b52fc9	(feat) rename methods	2023-07-20 14:53:41 +02:00
cardosofede	df5c5dd3a6	(feat) move strategy analysis to strategy module	2023-07-18 22:17:48 +02:00
cardosofede	74c5c4b381	(feat) rename folder	2023-07-18 22:17:11 +02:00
cardosofede	0d6888b310	(feat) add backtesting and data management to base class	2023-07-18 22:13:12 +02:00
cardosofede	ff50b19ee2	(feat) test stat arb	2023-07-12 15:36:59 +02:00
cardosofede	298988a68f	(fix) improve time filter	2023-07-12 15:36:45 +02:00
cardosofede	00bbf311ac	(feat) add statistical arbitrage strategy	2023-07-12 15:31:45 +02:00
cardosofede	f8c778ac3e	(fix) hardcoded threshold	2023-06-29 22:21:35 +01:00
cardosofede	9dcc9637b9	(fix) filter timestamp condition	2023-06-29 22:21:19 +01:00
cardosofede	90389e7e95	(feat) add strategy_optimizer with optuna	2023-06-29 20:37:52 +01:00
cardosofede	893a6ba4ab	(feat) add macd_bb strategy	2023-06-29 20:37:37 +01:00
cardosofede	a0eb7e6269	(feat) add bollinger strategy	2023-06-29 20:37:30 +01:00
cardosofede	5804837c85	(feat) create the first strategy example	2023-06-28 17:52:53 +01:00
cardosofede	5bb8fb25f7	(feat) add base class to create strategies and use graphs to show them	2023-06-28 17:52:01 +01:00