Add walk-forward validation with optimizer, OOS evaluation and visualizer

This commit is contained in:
DaM
2026-01-28 23:40:12 +01:00
parent e15074c0a7
commit af7b862f60
11 changed files with 910 additions and 10 deletions

View File

@@ -15,7 +15,7 @@ from src.utils.logger import log
from src.data.storage import StorageManager
from src.strategies import MovingAverageCrossover
from src.backtest import BacktestEngine
from src.backtest.visualizer import BacktestVisualizer
from src.backtest.visualizers.visualizer import BacktestVisualizer
def setup_environment():
"""Carga variables de entorno"""
@@ -83,9 +83,9 @@ def test_visualizer():
viz = BacktestVisualizer(results, data)
# Generar todos los gráficos
viz.generate_all_plots('backtest_results')
viz.generate_all_plots()
log.info("\n💡 Los gráficos se guardaron en: backtest_results/")
log.info("\n💡 Los gráficos se guardaron en: backtest_results/visualizer")
log.info(" Archivos generados:")
log.info(" - equity_curve.png")
log.info(" - drawdown.png")