Propagate buy_signal into backtest records and trade analysis - #1
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yafeng2003 wants to merge 1 commit into
Open
Propagate buy_signal into backtest records and trade analysis#1yafeng2003 wants to merge 1 commit into
buy_signal into backtest records and trade analysis#1yafeng2003 wants to merge 1 commit into
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Motivation
Description
buy_signalparameter toBacktestStrategy.upgrade_recordsand storebuy_signalin each record written toself.recordsvia thebuy_signalfield.buy_signalintoupgrade_records, and propagate the storedbuy_signalforHOLDandSELLrecords by extracting it fromself.holdingswhere appropriate.BacktestResultCalculator.analyze_transactions, capturebuy_signalfrom BUY rows intoactive_positionsand includebuy_signalin each trade entry produced by_add_trade_recordso the analysis CSV contains signal attribution.Testing
Codex Task