@@ -42,44 +42,41 @@ export class BacktraderRunner extends BaseRunner<BacktraderConfig> {
4242 }
4343
4444 public async runBacktest ( pythonCode : string ) : Promise < Backtest > {
45- try {
46- // Show output channel
47- this . logger . revealPanel ( ) ;
48-
49- // Create new backtest result object
50- this . currentBacktest = {
51- id : generateShortHash ( Date . now ( ) . toString ( ) ) ,
52- date : new Date ( ) . toISOString ( ) ,
53- strategy : this . config . strategy ,
54- performance : {
55- totalReturn : 0 ,
56- annualizedReturn : 0 ,
57- sharpeRatio : 0 ,
58- sortinoRatio : 0 ,
59- maxDrawdown : 0 ,
60- winRate : 0 ,
61- profitFactor : 0 ,
62- trades : 0 ,
63- calmarRatio : 0 ,
64- avgWinLossRatio : 0 ,
65- skewness : 0 ,
66- kurtosis : 0
67- } ,
68- equity : [ ] ,
69- trades : { }
70- } ;
45+ // Show output channel
46+ this . logger . revealPanel ( ) ;
47+
48+ // Create new backtest result object
49+ this . currentBacktest = {
50+ id : generateShortHash ( Date . now ( ) . toString ( ) ) ,
51+ date : new Date ( ) . toISOString ( ) ,
52+ strategy : this . config . strategy ,
53+ performance : {
54+ totalReturn : 0 ,
55+ annualizedReturn : 0 ,
56+ sharpeRatio : 0 ,
57+ sortinoRatio : 0 ,
58+ maxDrawdown : 0 ,
59+ winRate : 0 ,
60+ profitFactor : 0 ,
61+ trades : 0 ,
62+ calmarRatio : 0 ,
63+ avgWinLossRatio : 0 ,
64+ skewness : 0 ,
65+ kurtosis : 0
66+ } ,
67+ equity : [ ] ,
68+ trades : { }
69+ } ;
7170
72- // Output backtest start message
73- this . logger . log ( '========================================' ) ;
74- this . logger . log ( '[+] Starting backtest...' ) ;
75- this . logger . log ( `[+] Strategy: ${ this . config . strategy } ` ) ;
76- this . logger . log ( `[+] Project path: ${ this . currentProject ?. path } ` ) ;
77- this . logger . log ( `[+] Backtest engine: ${ this . currentProject ?. engine } ` ) ;
78- this . logger . log ( '========================================' ) ;
71+ // Output backtest start message
72+ this . logger . log ( '========================================' ) ;
73+ this . logger . log ( '[+] Starting backtest...' ) ;
74+ this . logger . log ( `[+] Strategy: ${ this . config . strategy } ` ) ;
75+ this . logger . log ( `[+] Project path: ${ this . currentProject ?. path } ` ) ;
76+ this . logger . log ( `[+] Backtest engine: ${ this . currentProject ?. engine } ` ) ;
77+ this . logger . log ( '========================================' ) ;
7978
80- return await this . run ( pythonCode ) ;
81- } catch ( error ) {
82- throw error ;
83- }
79+ return await this . run ( pythonCode ) ;
80+
8481 }
8582}
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