Matthias
|
9f436dcd1e
|
chore: fix RUF043 violations
|
7 months ago |
|
Matthias
|
deb8bde078
|
refactor: tests - update timezone.utc to UTC
|
10 months ago |
|
Matthias
|
d8b51875bf
|
test: update tests for new file structure
|
1 year ago |
|
Matthias
|
073b625355
|
test: update test for calculate_market_change
|
1 year ago |
mrpabloyeah
|
3edc442f48
|
Fix drawdown calculation when maximum drawdown occurs on the first trade
|
1 year ago |
|
mrpabloyeah
|
a3f23fd4fb
|
Also fix the expected result in the test
|
1 year ago |
|
Matthias
|
e1f6702932
|
feat: add SQN calculation as backtest metric
|
1 year ago |
|
Matthias
|
6c94b75172
|
chore: improve zip loading errorhandling
|
1 year ago |
Meng Xiangzhuo
|
41b725714f
|
chore: bump ruff target-version to 3.10
|
1 year ago |
|
Matthias
|
acae6e75f4
|
Improve drawdown test case
|
2 years ago |
|
Matthias
|
a6b07ec96f
|
Remove compatibility layer for calculate_max_drawdown
|
2 years ago |
|
Matthias
|
c79b75ff9a
|
Update remaining tests
|
2 years ago |
|
Matthias
|
a6050cb771
|
Update tests for new interface
|
2 years ago |
|
Matthias
|
58edb0a54a
|
Update misspellings that are being detected now
|
2 years ago |
|
Matthias
|
ffd49e0e59
|
ruff format: tests/data
|
2 years ago |
|
Matthias
|
7767ad9d6e
|
Update imports in test directory
|
2 years ago |
|
Matthias
|
40aa0800de
|
Additional fix to eliminate some word-ignores
|
2 years ago |
|
Matthias
|
0b1f702ef9
|
Improve testcase
|
2 years ago |
|
Matthias
|
7f386874ad
|
Trim dataframes accordingly ...
|
2 years ago |
|
Matthias
|
3f8078618e
|
add Combine dataframes with pct_change
|
2 years ago |
|
Matthias
|
66f4839101
|
Further increase test coverate of max_drawdown
|
2 years ago |
Stefano Ariestasia
|
0eddc6b7ad
|
update expectancy test
|
3 years ago |
|
Matthias
|
955a63725a
|
Improve resiliance when showing older backtest results
|
3 years ago |
|
Stefano Ariestasia
|
40d7d05e4e
|
merge 2 expectancy functions
|
3 years ago |
|
Stefano Ariestasia
|
3552fa431b
|
fix test
|
3 years ago |
|
Stefano Ariestasia
|
3dd33cde00
|
fix test
|
3 years ago |
|
Stefano Ariestasia
|
b0639ab319
|
flake8
|
3 years ago |
|
Stefano Ariestasia
|
cfd8b068e7
|
add test for expectancy
|
3 years ago |
|
Stefano Ariestasia
|
dcc3ef1309
|
flake8 fix
|
3 years ago |
|
Stefano Ariestasia
|
c048e7229a
|
modify expectancy and expectancy ratio
|
3 years ago |
|
Matthias
|
261822147c
|
Fix remaining arrow testcases
|
3 years ago |
|
Matthias
|
c0713eb77f
|
More tests to dt_helpers
|
3 years ago |
|
Matthias
|
222ecdecd2
|
Improve code quality
|
3 years ago |
|
Matthias
|
32bbe603cb
|
Fix sortino std calculation
|
3 years ago |
|
Matthias
|
f21185d1c4
|
Add tests for new metrics
|
3 years ago |
|
Matthias
|
882e68c68b
|
Rename backtest-result from new to "not new".
|
3 years ago |
|
Matthias
|
6a15a9b412
|
Update backtest-result_new
fixing the calculation of profit_abs - which was incorrect previously.
|
3 years ago |
|
Matthias
|
34951f59d2
|
Update failing tests
|
4 years ago |
|
Matthias
|
8c2e473ee5
|
Fix test warning
|
4 years ago |
|
Matthias
|
4aec2db14d
|
Remove isClose from tests in favor of pytest.approx
|
4 years ago |
|
Matthias
|
0b806af487
|
Add orders column to btresult
|
4 years ago |
Nicolas Papp
|
f9244aad92
|
Fix on max drawdown formula to match tests
|
4 years ago |
|
Matthias
|
53a2f55cf0
|
Merge branch 'develop' into pr/nicolaspapp/6715
|
4 years ago |
|
Matthias
|
c6c569b772
|
chore: split BTAnalyais to metrics
|
4 years ago |
|
Matthias
|
4262f84744
|
Merge branch 'develop' into pr/nicolaspapp/6715
|
4 years ago |
|
Matthias
|
4143ebbeae
|
Add CAGR calculation to backtesting
|
4 years ago |
|
Matthias
|
5ff2261b74
|
Improve test to explicitly test for dates
|
4 years ago |
|
Matthias
|
9bc6bbe472
|
Improve test for max_drawdown calculations
|
4 years ago |
|
Matthias
|
4254d86658
|
Move test-backtestfiles to separate directory
|
4 years ago |
|
Matthias
|
f090dcc597
|
Merge branch 'develop' into feat/short
|
4 years ago |
