From 682e0787b69f3ee461eb19c045cb50b3676f6d05 Mon Sep 17 00:00:00 2001 From: David Brazda Date: Sat, 31 Aug 2024 06:50:15 +0200 Subject: [PATCH] notes for the team --- README.md | 10 ++++++++++ 1 file changed, 10 insertions(+) diff --git a/README.md b/README.md index acc47a2..0849203 100644 --- a/README.md +++ b/README.md @@ -1,3 +1,13 @@ +# Note for The Team + +Entry points are in `strat_STRATEGYNAME` directories. + +there are `SINGLE` and `MULTI` version +- `SINGLE` - just straight one pass meaning fetching data (local/remote), indicators and entry-points and backtest with SINGLE parameter values and strategy result. Used for basic strategy research. +- `MULTI` - basic strategy pass taken from step above but with hyperparameters testing, result for each strategy for each parameter combination in vbt portfolio dataset. To evaluate performance of each(best) parameter combination, maybe display as parallel coordinates plot. + +I can imagine it can be used to create MVP (not use with notebooks as they become clumsy with lot of data), hyperparameter testing should be refactored, walk forward optimization and cross validation should be added. + # Research for v2realbot ## Overview