Commit Graph

4 Commits

Author SHA1 Message Date
tinkle-community
705aa641b0 fix: backtest module PostgreSQL compatibility and bug fixes
- Fix PostgreSQL placeholder conversion (? to $1, $2...) in all SQL queries
- Fix int4 overflow for timestamp columns (ALTER to BIGINT)
- Fix notional calculation bug in position Close() using proportional entry
- Fix potential panic in DecisionTimestamp with bounds check
- Fix nil pointer dereference in sliceUpTo with defensive checks
- Fix race condition in releaseLock using sync.Once
- Fix UnrealizedPnLPct always 0 in convertPositions
- Improve Sharpe ratio calculation with proper negative return handling
2026-01-09 01:48:02 +08:00
tinkle-community
e2d702c662 feat: enhance backtest with real-time positions, P&L fixes, and strategy integration
- Add real-time position display with unrealized P&L during backtest
- Fix P&L calculation by tracking accumulated opening fees
- Add strategy coin source resolution (AI500, OI Top, mixed)
- Infer AI provider from model name for better compatibility
- Cap position size to available margin to prevent insufficient cash errors
- Fix trade markers on K-line chart (long/short instead of buy/sell)
- Add QuantData and OI ranking to backtest decision context
2025-12-20 01:10:11 +08:00
tinkle-community
a12c0ae8c9 refactor: standardize code comments 2025-12-08 01:43:22 +08:00
Rick
11b6c6ba3e Dev backtest (#1134) 2025-11-28 21:34:27 +08:00