docs: update backtesting research, optimizer, ADX and visual analysis

tests/dam_test.py

@@ -0,0 +1,46 @@
+# dam_test.py
+"""
+Script para probar el optimizador de parámetros
+"""
+import os
+import sys
+from dotenv import load_dotenv
+from pathlib import Path
+
+# Añadir raíz del proyecto al path
+sys.path.insert(0, str(Path(__file__).parent.parent))
+
+from src.data.storage import StorageManager
+
+def setup_environment():
+    """Carga variables de entorno"""
+    env_path = Path(__file__).parent.parent / 'config' / 'secrets.env'
+    load_dotenv(dotenv_path=env_path)
+
+def dam_test():
+    # Setup
+    setup_environment()
+    
+    # Cargar datos
+    storage = StorageManager(
+        db_host=os.getenv('DB_HOST'),
+        db_port=int(os.getenv('DB_PORT', 5432)),
+        db_name=os.getenv('DB_NAME'),
+        db_user=os.getenv('DB_USER'),
+        db_password=os.getenv('DB_PASSWORD'),
+    )
+
+    data = storage.load_ohlcv(
+        symbol='BTC/USDT',
+        timeframe='1h',
+        start_date=None,
+        end_date=None,
+        use_cache=False
+    )
+
+    print(data.columns)
+
+    print(data[['close', 'adx']].tail(10))
+
+if __name__ == "__main__":
+    dam_test()

tests/test_optimizer.py

@@ -42,14 +42,14 @@ def test_optimizer():
     )
     
     log.info("\n📥 Cargando datos...")
-    end_date = datetime.now()
-    start_date = end_date - timedelta(days=60)
+    # end_date = datetime.now()
+    # start_date = end_date - timedelta(days=60)
     
     data = storage.load_ohlcv(
         symbol='BTC/USDT',
         timeframe='1h',
-        start_date=start_date,
-        end_date=end_date,
+        start_date=None,
+        end_date=None,
         use_cache=False
     )
     
@@ -66,9 +66,11 @@ def test_optimizer():
     
     # Definir parámetros a probar (pequeño para empezar)
     param_grid = {
-        'fast_period': [5, 10, 15],
+        'fast_period': [10, 15],
         'slow_period': [30, 50],
-        'ma_type': ['sma', 'ema']
+        'ma_type': ['sma', 'ema'],
+        'use_adx': [True],
+        'adx_threshold': [20, 25, 30]
     }
     
     log.info(f"\n📊 Grid de parámetros:")

tests/test_visualizer.py

@@ -43,14 +43,14 @@ def test_visualizer():
     )
     
     log.info("\n📥 Cargando datos...")
-    end_date = datetime.now()
-    start_date = end_date - timedelta(days=60)
+    # end_date = datetime.now()
+    # start_date = end_date - timedelta(days=60)
     
     data = storage.load_ohlcv(
         symbol='BTC/USDT',
         timeframe='1h',
-        start_date=start_date,
-        end_date=end_date,
+        start_date=None,
+        end_date=None,
         use_cache=False
     )
     
@@ -58,7 +58,13 @@ def test_visualizer():
     
     # Ejecutar backtest
     log.info("\n🧪 Ejecutando backtest...")
-    strategy = MovingAverageCrossover(fast_period=15, slow_period=50, ma_type='sma')
+    strategy = MovingAverageCrossover(
+        fast_period=15,
+        slow_period=50,
+        ma_type='sma',
+        use_adx=True,
+        adx_threshold=30
+    )
     
     engine = BacktestEngine(
         strategy=strategy,