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355 changes: 355 additions & 0 deletions strategies/bol_trend/Backtester.py

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37 changes: 37 additions & 0 deletions strategies/bol_trend/backtest.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,37 @@
from datetime import datetime, timedelta

from strategies.bol_trend.Backtester import Backtester

params_coin = {
"SOL/USDT": {
"wallet_exposure": 0.99,
"bb_window": 50,
"bb_std": 2.25,
"long_ma_window": 100,
"ema_slope_tolerance": 0.0,
"bb_width_tolerance": 5.0,
"rsi_threshold": 50,
"rsi_exit_threshold": 70,
"macd_exit": True,
"trailing_stop_percentage": 100
},
# Ajoutez d'autres paires si nécessaire
}

start_date = datetime.now() - timedelta(days=120) # 4 mois (~30 jours par mois)
end_date = datetime.now()

backtester = Backtester(
params_coin=params_coin,
timeframe='1h',
start_date=start_date,
end_date=end_date,
leverage=4,
taker_fee=0.0006 # Frais de taker de 0.06%
)
backtester.fetch_data()
backtester.calculate_indicators()
backtester.run_backtest()
backtester.calculate_hold_profit()
backtester.print_results()
backtester.plot_equity_curve()
6 changes: 3 additions & 3 deletions strategies/bol_trend/strategy_bitget.py
Original file line number Diff line number Diff line change
Expand Up @@ -23,10 +23,10 @@
production = True

pair = "BTC/USDT:USDT"
timeframe = "1h"
minuteframe = 60
leverage = 1

print(f"--- {pair} {timeframe} Leverage x {leverage} ---")
print(f"--- {pair} {minuteframe} Leverage x {leverage} ---")

type = ["long", "short"]
bol_window = 100
Expand Down Expand Up @@ -75,7 +75,7 @@ def close_short(row):
)

# Get data
df = bitget.get_more_last_historical_async(pair, timeframe, 1000)
df = bitget.get_more_last_historical_async(pair, minuteframe + "m", 1000, minuteframe)

# Populate indicator
df.drop(columns=df.columns.difference(['open','high','low','close','volume']), inplace=True)
Expand Down
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