Fix backtesting crash for non-SMA strategies, division by zero, and alert logic#1
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Fix backtesting crash for non-SMA strategies, division by zero, and alert logic#1devin-ai-integration[bot] wants to merge 1 commit into
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…/MFE, and alert threshold logic - Implement RSI Oversold/Overbought backtesting strategy - Implement Bollinger Band Breakout backtesting strategy - Add fallback for Custom strategy (buy-and-hold default) - Fix ZeroDivisionError when avg_mae is 0 in MAE/MFE analysis - Fix alert threshold to check absolute P&L value (alerts on losses too) Co-Authored-By: eleraobariphilipaaron@gmail.com <philipaaron62@gmail.com>
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Summary
Fixes three bugs in
app.py:Backtesting crash (critical): Selecting "RSI Oversold/Overbought", "Bollinger Band Breakout", or "Custom" in the backtesting module caused a
KeyErrorondf['Position']because only the SMA Crossover strategy was implemented. Now all four strategy options work:ZeroDivisionError in MAE/MFE analysis:
avg_mfe / avg_maecrashed whenavg_maewas 0. Added a guard.Alert threshold only fired on gains:
daily_pnl > thresholdnever alerted on large losses. Changed toabs(daily_pnl) > threshold.Review & Testing Checklist for Human
abs()). Previously it only alerted when P&L was positive and exceeded the threshold. Confirm this is the intended behavior.ffill()to hold a position until the opposite signal fires. Verify this matches your intended trading logic (vs. exiting to flat when the signal is neutral).Notes
avg_loss.replace(0, np.nan)in RSI guards against division by zero when computing relative strength.Link to Devin session: https://app.devin.ai/sessions/a97d0c2bf8584905b198c44220a50eac
Requested by: @Philip-2007