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Merged
merged 18 commits into from
Jan 26, 2025

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@MDUYN MDUYN commented Jan 26, 2025

Pull Request Title: include unrealized gains in backtesting result and add trade db support

Description

This pull request introduces two key features to enhance the backtesting framework:

Include Unrealized Gains in Backtesting Results:

  • Unrealized gains are now accounted for in the backtesting metrics.
  • Updated calculations ensure a more accurate representation of portfolio performance during backtests.
  • Adjusted output to include unrealized gains in performance summaries and reporting.

Trade Database (DB) Support:

  • Added support for persisting trades into a database for enhanced record-keeping and post-analysis.
  • ntegrated database schema and migration scripts for storing trade data (e.g., entry/exit prices, timestamps, position size).

Fixes #[issue-number] (if applicable).

Type of Change

  • Bugfix
  • [x ] New feature
  • Documentation update
  • Refactor/optimization

Checklist

  • Code is formatted with black or a similar linter.
  • Tests have been added or updated.
  • Documentation has been updated (if needed).

@MDUYN MDUYN linked an issue Jan 26, 2025 that may be closed by this pull request
@MDUYN MDUYN merged commit db0e220 into main Jan 26, 2025
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Include unrealized gains in backtesting result
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