DaM
f85c522f22
- Implemented portfolio engine with risk-based allocation (50/50) - Added equity-based metrics for system-level evaluation - Validated portfolio against standalone strategies - Reduced max drawdown and volatility at system level - Quantitative decision closed before paper trading phase
102 lines
2.7 KiB
Python
102 lines
2.7 KiB
Python
# test_visualizer.py
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"""
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Script para probar las visualizaciones
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"""
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import os
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import sys
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from dotenv import load_dotenv
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from pathlib import Path
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from datetime import datetime, timedelta
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# Añadir raíz del proyecto al path
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sys.path.insert(0, str(Path(__file__).parent.parent))
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from src.utils.logger import log
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from src.data.storage import StorageManager
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from src.strategies import MovingAverageCrossover
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from src.core import BacktestEngine
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from src.core.visualizers.visualizer import BacktestVisualizer
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def setup_environment():
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"""Carga variables de entorno"""
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env_path = Path(__file__).parent.parent / 'config' / 'secrets.env'
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load_dotenv(dotenv_path=env_path)
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def test_visualizer():
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"""
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Prueba las visualizaciones con un backtest
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"""
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log.info("="*70)
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log.info("📊 TEST: VISUALIZACIONES")
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log.info("="*70)
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# Setup
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setup_environment()
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# Cargar datos
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storage = StorageManager(
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db_host=os.getenv('DB_HOST'),
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db_port=int(os.getenv('DB_PORT', 5432)),
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db_name=os.getenv('DB_NAME'),
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db_user=os.getenv('DB_USER'),
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db_password=os.getenv('DB_PASSWORD'),
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)
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log.info("\n📥 Cargando datos...")
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# end_date = datetime.now()
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# start_date = end_date - timedelta(days=60)
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data = storage.load_ohlcv(
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symbol='BTC/USDT',
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timeframe='1h',
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start_date=None,
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end_date=None,
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use_cache=False
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)
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log.success(f"✓ Datos cargados: {len(data)} velas")
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# Ejecutar backtest
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log.info("\n🧪 Ejecutando backtest...")
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strategy = MovingAverageCrossover(
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fast_period=15,
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slow_period=50,
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ma_type='sma',
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use_adx=True,
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adx_threshold=30
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)
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engine = BacktestEngine(
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strategy=strategy,
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initial_capital=10000,
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commission=0.001,
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position_size=0.95
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)
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results = engine.run(data)
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log.info(f" Retorno: {results['total_return_pct']:.2f}%")
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log.info(f" Trades: {results['total_trades']}")
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# Crear visualizador
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log.info("\n📊 Generando visualizaciones...")
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viz = BacktestVisualizer(results, data)
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# Generar todos los gráficos
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viz.generate_all_plots()
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log.info("\n💡 Los gráficos se guardaron en: backtest_results/visualizer")
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log.info(" Archivos generados:")
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log.info(" - equity_curve.png")
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log.info(" - drawdown.png")
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log.info(" - returns_distribution.png")
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log.info(" - trades_chart.png")
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log.info(" - dashboard.png")
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storage.close()
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log.success("\n✅ TEST COMPLETADO")
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log.info("\n👀 Abre la carpeta 'backtest_results/' para ver los gráficos")
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if __name__ == "__main__":
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test_visualizer() |