create candles pipeline injection, add gaussian noise for example #503
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~ change gaussian noise ro gaussian resample + add noise gaussian pipeline
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- Introduced Ray for parallel execution of Monte Carlo scenarios, improving performance. - Added error handling and logging for scenarios missing equity curves. - Implemented fallback to sequential processing if Ray initialization fails or only one scenario is provided. - Enhanced CPU core management to optimize resource usage during simulations.
- Updated the `ray_run_scenario` function to return structured results including logs and error messages instead of printing directly. - Enhanced progress bar integration for better user feedback during scenario execution. - Improved handling of results and logs from Ray tasks, ensuring compatibility with both new and old response formats. - Added error handling for scenario processing, providing clearer output in case of failures.
- Introduced a new `MovingBlockBootstrapCandlesPipeline` class for generating synthetic candles using a moving-block bootstrap method. - Updated the `__init__.py` file to include the new pipeline for integration within the candles module.
…pipeline - Added `candles_pipeline_class` and `candles_pipeline_kwargs` parameters to the `_step_simulator`, `_skip_simulator`, `backtest`, and `monte_carlo` functions, allowing for greater flexibility in specifying the candles pipeline used during simulations. - Updated the `_prepare_routes` function to utilize the new parameters, enabling the use of custom pipeline classes and their respective arguments. - Improved the `MovingBlockBootstrapCandlesPipeline` to handle optional block sizes more effectively, ensuring better performance and usability.
… size handling - Simplified the constructor by removing the optional block_size parameter, deriving it directly from the batch_size. - Improved block size derivation logic to ensure it remains within valid bounds, enhancing the robustness of the pipeline. - Added a check to handle cases where the input array has zero rows, returning a zeroed array to prevent errors during processing.
…ed parameters and enhance trade-shuffling capabilities. Added new functions for trade-based simulations and improved error handling. Updated simulation type validation and adjusted progress bar descriptions.
…tion and removing redundant final_value metric. Updated confidence interval calculations to include calmar_ratio and streamlined original metrics retrieval.
…n, improved error handling, and new statistical analysis functions. Added constants for configuration and validation, refactored scenario execution for better performance, and ensured structured logging for debugging. Updated equity curve reconstruction and metrics calculation methods for improved accuracy and clarity.
…tionality. Updated function names and documentation to reflect the new structure, enhancing clarity and usability. Removed obsolete validation constants and streamlined scenario execution for improved performance. Adjusted error handling and logging for better debugging support.
…d exception information, including error type, message, and full traceback. This improvement aims to facilitate better debugging and understanding of failures during scenario execution.
…ines. Updated Monte Carlo simulation logging to use jh.debug() for better debugging support and consistency across the module.
…r details, current price, and timestamp in the InvalidStrategy exception. This improvement aims to provide clearer context for debugging when order prices are invalid.
…ipelines. Added epsilon threshold to ensure prices do not fall below a defined minimum, enhancing robustness against invalid negative values. Updated moving block bootstrap pipeline to enforce similar constraints for price calculations.
…logging for improved visibility. This change aims to simplify debugging output during stress test simulations and trade data extraction.
…s. Removed obsolete candle pipeline files to streamline the codebase and improve organization. Updated imports to reflect the new structure under the research module.
…and streamline scenario handling. Always apply the pipeline for scenarios except the original, and separate original results from simulations for clearer output. This change enhances the clarity and organization of the simulation results.
…gma values when not provided. Updated the initialization parameters to use Optional types for sigma values, enhancing flexibility. Improved the calculation of noise and price adjustments to ensure robustness and accuracy in the simulation process.
…r clearer type definitions and improved IDE support. Updated return types for `monte_carlo_candles` and `monte_carlo_trades` functions to reflect new data structures, enhancing clarity and usability in the simulation results. This change aims to streamline the handling of equity curves and scenario results.
…ades and candles simulations. Introduce utility functions for timestamped filenames and chart folder creation, along with summary printing and plotting functions for simulation results.
… functions to re-exports for improved accessibility.
…cing utility functions for timestamped filenames and chart folder creation. This improves code organization and clarity.
…ib within the function scope, ensuring non-interactive backend usage. This enhances modularity and avoids global imports.
…e structure and improve readability.
… helper functions for chart creation to the re-exports for improved accessibility.
…ectly, enhancing clarity and ensuring consistent noise generation. Removed optional handling for sigma values, simplifying the initialization process and improving robustness in the simulation. This change streamlines the code and enhances usability in Monte Carlo simulations.
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