New backtest suite proposed by Claude.
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@@ -1 +1,2 @@
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*.png
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/output
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@@ -991,26 +991,39 @@ if __name__ == "__main__":
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proc.start()
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procs.append(proc)
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# Create multiple backtests for different periods
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# Create multiple backtests for different periods
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backtests = [
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# First until fourth halving
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{
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"start_date": "2012-11-28",
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"backtest_date": "2024-04-19",
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"project_days": 1460,
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},
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# First until third halving
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{
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"start_date": "2012-11-28",
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"backtest_date": "2020-05-11",
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"project_days": 1460,
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},
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# Second until fourth halving
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# Base case: Second until fourth halving
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{
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"start_date": "2016-07-09",
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"backtest_date": "2024-04-19",
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"project_days": 1460,
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},
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# Post-Futures Window with two cycles of training
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{
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"start_date": "2013-01-01", # Includes pre-futures for cycle learning
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"backtest_date": "2020-05-11",
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"project_days": 1460,
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},
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# Cross-Regime Test with two cycles of training
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{
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"start_date": "2014-01-01",
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"backtest_date": "2021-12-31",
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"project_days": 1460,
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},
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# Recent Window focusing on post-2022 behavior
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{
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"start_date": "2015-01-01", # About two cycles before 2022
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"backtest_date": "2022-01-01",
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"project_days": 1460,
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},
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# Early Market Test with genesis block start
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{
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"start_date": "2010-07-18", # Early enough to capture first market formation
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"backtest_date": "2015-12-31",
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"project_days": 1460,
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},
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]
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# Run all backtests
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