webclinic017 / protected_moonshot_backtester

protected_moonshot_backtester

Introduction

This repository contains python scripts that are used by Brahma Finance to simulate the performance of the Protected Moonshot DegenVault. The repo is structured as follows:

data/ folder contains the csv files related to ETHUSD price data from FTX and Chainlink rounds.

In terms of the python files:

1. utils.py contains all the functions used to process the raw data.
2. trading_utils.py contains functions to backtest the enhanced strategy
3. trading_utils_simple.py contains functions to backtest the simple strategy

In order to run the backtest for the strategy use the two notebooks:

• moonshot_simple.ipynb runs the analysis for the simple strategy explained in the Protected Moonshot Blog Post.
• moonshot_enhanced.ipynb runs the analysis for the enhanced strategy explained in the Protected Moonshot Blog Post