quantex 0.3.4__tar.gz → 0.4.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {quantex-0.3.4 → quantex-0.4.0}/PKG-INFO +1 -1
- {quantex-0.3.4 → quantex-0.4.0}/pyproject.toml +1 -1
- {quantex-0.3.4 → quantex-0.4.0}/src/quantex/__init__.py +1 -1
- quantex-0.4.0/src/quantex/backtester/__init__.py +45 -0
- {quantex-0.3.4/src/quantex → quantex-0.4.0/src/quantex/backtester}/backtester.py +145 -568
- quantex-0.4.0/src/quantex/backtester/constants.py +10 -0
- quantex-0.4.0/src/quantex/backtester/data_splits.py +100 -0
- quantex-0.4.0/src/quantex/backtester/metrics.py +127 -0
- quantex-0.4.0/src/quantex/backtester/montecarlo.py +443 -0
- quantex-0.4.0/src/quantex/backtester/parallel.py +142 -0
- quantex-0.4.0/src/quantex/backtester/reports.py +219 -0
- quantex-0.4.0/src/quantex/broker/__init__.py +11 -0
- {quantex-0.3.4/src/quantex → quantex-0.4.0/src/quantex/broker}/broker.py +2 -76
- quantex-0.4.0/src/quantex/broker/types.py +93 -0
- quantex-0.3.4/src/quantex/enums.py +0 -18
- {quantex-0.3.4 → quantex-0.4.0}/LICENSE.md +0 -0
- {quantex-0.3.4 → quantex-0.4.0}/README.md +0 -0
- {quantex-0.3.4 → quantex-0.4.0}/src/quantex/datasource.py +0 -0
- {quantex-0.3.4 → quantex-0.4.0}/src/quantex/helpers.py +0 -0
- {quantex-0.3.4 → quantex-0.4.0}/src/quantex/indicators.py +0 -0
- {quantex-0.3.4 → quantex-0.4.0}/src/quantex/strategy.py +0 -0
|
@@ -6,7 +6,7 @@ from .backtester import (
|
|
|
6
6
|
OptimizationResult as OptimizationResult,
|
|
7
7
|
TrainValidateTestSplit as TrainValidateTestSplit,
|
|
8
8
|
DataSplitMode as DataSplitMode,
|
|
9
|
+
CommissionType as CommissionType,
|
|
9
10
|
create_train_validate_test_split as create_train_validate_test_split,
|
|
10
11
|
)
|
|
11
|
-
from .enums import CommissionType as CommissionType
|
|
12
12
|
from .indicators import indicators as indicators
|
|
@@ -0,0 +1,45 @@
|
|
|
1
|
+
# Re-export all public API from submodules for backward compatibility
|
|
2
|
+
from .constants import DataSplitMode
|
|
3
|
+
from ..broker.types import CommissionType
|
|
4
|
+
from .data_splits import TrainValidateTestSplit, create_train_validate_test_split
|
|
5
|
+
from .metrics import (
|
|
6
|
+
max_drawdown,
|
|
7
|
+
_infer_periods_per_year,
|
|
8
|
+
_compute_backtest_metrics,
|
|
9
|
+
_extract_metric_value,
|
|
10
|
+
_risk_tolerance_passes,
|
|
11
|
+
)
|
|
12
|
+
from .reports import BacktestReport, OptimizationResult
|
|
13
|
+
from .backtester import SimpleBacktester
|
|
14
|
+
|
|
15
|
+
# Keep parallel exports for advanced users
|
|
16
|
+
from .parallel import _worker_init, _worker_eval
|
|
17
|
+
|
|
18
|
+
# Monte Carlo simulation
|
|
19
|
+
from .montecarlo import MonteCarloResult, MonteCarloMode
|
|
20
|
+
|
|
21
|
+
__all__ = [
|
|
22
|
+
# Constants
|
|
23
|
+
"DataSplitMode",
|
|
24
|
+
"CommissionType",
|
|
25
|
+
# Data splits
|
|
26
|
+
"TrainValidateTestSplit",
|
|
27
|
+
"create_train_validate_test_split",
|
|
28
|
+
# Metrics
|
|
29
|
+
"max_drawdown",
|
|
30
|
+
"_infer_periods_per_year",
|
|
31
|
+
"_compute_backtest_metrics",
|
|
32
|
+
"_extract_metric_value",
|
|
33
|
+
"_risk_tolerance_passes",
|
|
34
|
+
# Reports
|
|
35
|
+
"BacktestReport",
|
|
36
|
+
"OptimizationResult",
|
|
37
|
+
# Main classes
|
|
38
|
+
"SimpleBacktester",
|
|
39
|
+
# Parallel (advanced)
|
|
40
|
+
"_worker_init",
|
|
41
|
+
"_worker_eval",
|
|
42
|
+
# Monte Carlo
|
|
43
|
+
"MonteCarloResult",
|
|
44
|
+
"MonteCarloMode",
|
|
45
|
+
]
|