7 Commits
Author SHA1 Message Date
GitHubandClaude Opus 4.8 b4f63c85a6 feat: add OBV trend strategy (v1.9.5)
- New obv_trend.py strategy: OBV energy flow trend following
- Entry: OBV > MAOBV*1.02 buffer + MAOBV 20-bar uptrend confirmed
- Exit: OBV drops below MAOBV
- Tunable params: maobv_period(30), maobv_lookback(20), obv_buffer(0.02)
- Update README changelog and strategy table
- Bump version to 1.9.5

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-10 18:53:06 +08:00
GitHubandClaude Opus 4.8 7f1bc645c2 release: v1.8.2 - 5 new strategies, --show chart, 15 total
- New strategies: dmi_trend, cci_breakout, mfi_volume, trix_cross, mtm_momentum
- run_all_strategies.py --show: dual-axis equity curve vs stock price chart
- zhuoyao_momentum strategy (from earlier commit)
- README: updated strategy table (9→15), changelog, demo screenshots
- Bump version to 1.8.2

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-09 23:17:04 +08:00
GitHubandClaude Opus 4.8 8fcedeb47a feat(strategies): add zhuoyao_momentum strategy + Maotai demo screenshot
- New ZHUOYAO multi-timeframe momentum strategy (strategies/zhuoyao_momentum.py)
- Entry: SHORT>0 + TREND>0 + SHORT>MID (triple resonance)
- Exit: SHORT<0 or TREND<0 (conservative, any triggers sell)
- Add SH600519 Maotai demo screenshot (strategies/demo/4.png)
- Update README with 4th demo screenshot

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-09 22:59:19 +08:00
GitHub b57d8f4669 feat(backtest): add --show flag for best strategy equity curve chart
- Add --show/--show-chart flag to run_all_strategies.py
- Display dual-axis chart: normalized stock price vs strategy equity curve
- Mark buy/sell points with green/orange triangles
- Auto-detect Chinese fonts (SimHei/YaHei on Windows, PingFang on macOS)
- Fetch stock name via get_stock_quotes for chart title
- Add 3 demo screenshots to README with disclaimer
- Update README with --show usage and visual examples
2026-06-09 22:41:14 +08:00
GitHubandClaude Opus 4.8 b5b5d0dc5b release: v1.8.0 - backtest engine with batch strategy comparison
- Add backtest section to README with CLI usage and run_all_strategies.py demo
- Update all version numbers to 1.8.0 (pyproject.toml, __init__.py, cli/__init__.py, docs/conf.py)
- Fix turtle_breakout strategy: TAQ returns 3 values (UP, MID, DOWN)
- Add run_all_strategies.py batch comparison script
- Update README intro to highlight backtest feature
- Add backtest to CLI command table and architecture tree

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-09 20:35:38 +08:00
GitHubandClaude Opus 4.8 5550702620 fix(strategies): unpack BIAS triple return value in bias_reversal
MyTT.BIAS returns (BIAS6, BIAS12, BIAS24) but the strategy was assigning
all three to a single variable, causing 'array with more than one element'
ValueError when comparing to a scalar threshold.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-09 18:56:07 +08:00
GitHubandClaude Opus 4.8 f7e1abd873 feat: add 9 demo strategy files for backtest engine
Strategies included:
- ma_cross: MA5/MA20 dual moving average crossover
- expma_cross: EMA12/EMA50 crossover (more responsive)
- macd_cross: MACD golden/death cross
- bollinger_breakout: Bollinger band breakout
- rsi_reversal: RSI overbought/oversold reversal
- kdj_golden: KDJ low golden cross / high death cross
- turtle_breakout: Turtle trading (Donchian channel)
- bias_reversal: BIAS mean reversion
- volume_price: Volume-price confirmation

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-09 18:45:01 +08:00