TradingAgents/evaluation/__init__.py

66 lines
1.3 KiB
Python

from .baseline_strategies import (
BuyAndHoldStrategy,
MACDStrategy,
KDJRSIStrategy,
ZMRStrategy,
SMAStrategy,
get_all_baseline_strategies
)
from .metrics import (
calculate_cumulative_return,
calculate_annualized_return,
calculate_sharpe_ratio,
calculate_maximum_drawdown,
calculate_all_metrics,
create_comparison_table
)
from .backtest import (
BacktestEngine,
TradingAgentsBacktester,
load_stock_data
)
from .visualize import (
plot_cumulative_returns,
plot_transaction_history,
plot_metrics_comparison,
plot_drawdown,
create_summary_report
)
from .run_evaluation import run_evaluation
__all__ = [
# Strategies
'BuyAndHoldStrategy',
'MACDStrategy',
'KDJRSIStrategy',
'ZMRStrategy',
'SMAStrategy',
'get_all_baseline_strategies',
# Metrics
'calculate_cumulative_return',
'calculate_annualized_return',
'calculate_sharpe_ratio',
'calculate_maximum_drawdown',
'calculate_all_metrics',
'create_comparison_table',
# Backtesting
'BacktestEngine',
'TradingAgentsBacktester',
'load_stock_data',
# Visualization
'plot_cumulative_returns',
'plot_transaction_history',
'plot_metrics_comparison',
'plot_drawdown',
'create_summary_report',
# Main evaluation
'run_evaluation',
]