kuns/trade-kuns
2
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: Momentum-Rotation-Backtest (dual momentum, weekly, fixe Parameter)

Browse Source 
Neues Modul rotation.ts: wöchentliche Rotation über BTC/ETH/SOL/XRP_USDT
auf 4h-Basis, Long-Only, top-1 Pair mit positivem 30-Tage-Momentum.
4 TDD-Tests (Leader-Selektion, Flip/Rotation, Cash-Modus, Determinismus).
ClosedTrade.exitReason um 'rotation' erweitert.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Claude
2026-06-09 22:09:16 +00:00
parent 8e838c4a66
commit b7e81374f1
3 changed files with 414 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
src/server/engine/portfolio.ts
View File

@@ -31,7 +31,7 @@ export interface ClosedTrade {
qty: number;
pnl: number;
r: number;
exitReason: 'trailing_stop' | 'end_of_data';
exitReason: 'trailing_stop' | 'end_of_data' | 'rotation';
side: 'long' | 'short';
}