59 lines
1.4 KiB
Python
59 lines
1.4 KiB
Python
# dam_test.py
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"""
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Script para probar cositas
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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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import pandas as pd
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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.data.storage import StorageManager
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from src.backtest.walk_forward import WalkForwardValidator
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from src.strategies import MovingAverageCrossover
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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 dam_test():
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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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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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wf = WalkForwardValidator(
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strategy_class=MovingAverageCrossover,
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param_grid={},
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data=data,
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train_window=pd.Timedelta(days=365),
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test_window=pd.Timedelta(days=90),
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)
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windows = wf._generate_windows()
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print(f"Ventanas generadas: {len(windows)}")
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for w in windows[:3]:
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print(w)
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if __name__ == "__main__":
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dam_test() |