Merge branch 'new-backtests' into market-maturity-backtests

This commit is contained in:
sam
2024-11-15 14:08:22 -08:00
2 changed files with 27 additions and 13 deletions
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*.png *.png
/output
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@@ -1153,26 +1153,39 @@ if __name__ == "__main__":
proc.start() proc.start()
procs.append(proc) procs.append(proc)
# Create multiple backtests for different periods
# Create multiple backtests for different periods # Create multiple backtests for different periods
backtests = [ backtests = [
# First until fourth halving # Base case: Second until fourth halving
{
"start_date": "2012-11-28",
"backtest_date": "2024-04-19",
"project_days": 1460,
},
# First until third halving
{
"start_date": "2012-11-28",
"backtest_date": "2020-05-11",
"project_days": 1460,
},
# Second until fourth halving
{ {
"start_date": "2016-07-09", "start_date": "2016-07-09",
"backtest_date": "2024-04-19", "backtest_date": "2024-04-19",
"project_days": 1460, "project_days": 1460,
}, },
# Post-Futures Window with two cycles of training
{
"start_date": "2013-01-01", # Includes pre-futures for cycle learning
"backtest_date": "2020-05-11",
"project_days": 1460,
},
# Cross-Regime Test with two cycles of training
{
"start_date": "2014-01-01",
"backtest_date": "2021-12-31",
"project_days": 1460,
},
# Recent Window focusing on post-2022 behavior
{
"start_date": "2015-01-01", # About two cycles before 2022
"backtest_date": "2022-01-01",
"project_days": 1460,
},
# Early Market Test with genesis block start
{
"start_date": "2010-07-18", # Early enough to capture first market formation
"backtest_date": "2015-12-31",
"project_days": 1460,
},
] ]
# Run all backtests # Run all backtests