|
|
--- |
|
|
tags: |
|
|
- trading |
|
|
- time-series |
|
|
- finance |
|
|
pretty_name: Gunbot Trading Bot Backtesting |
|
|
license: cc-by-4.0 |
|
|
language: |
|
|
- en |
|
|
size_categories: |
|
|
- 1K<n<10K |
|
|
homepage: https://www.gunbot.com |
|
|
--- |
|
|
# Trading bot Backtesting CSVs |
|
|
|
|
|
**Gunbot ⇄ Trading Bot backtests (pair-level candle & matched order data)** |
|
|
Created with [Gunbot](https://www.gunbot.com) on Binance spot. |
|
|
|
|
|
--- |
|
|
|
|
|
## Dataset structure |
|
|
|
|
|
| column | type | description | |
|
|
|-----------------|--------|------------------------------------------| |
|
|
| ts | int64 | candle Unix ms timestamp | |
|
|
| open/high/low/close | float | OHLC price values | |
|
|
| volume | float | traded volume in base currency | |
|
|
| order_type | str | `buy`, `sell`, or empty (no order) | |
|
|
| order_rate | float | executed rate | |
|
|
| order_amount | float | amount traded | |
|
|
| order_id | int64 | exchange order id | |
|
|
| pnl | float | PnL from that filled order | |
|
|
| … static cols | … | fee_pct, duration_days, sharpe_ratio … | |
|
|
|
|
|
Each backtest lives in its own CSV: `id.csv`. |
|
|
|
|
|
--- |
|
|
|
|
|
## Intended uses |
|
|
|
|
|
* Sequence-model research on candle ↔ order dynamics |
|
|
* Synthetic-trade PnL prediction, execution-timing experiments |
|
|
|
|
|
If you publish work that uses this dataset, please cite 💚. |
|
|
|
|
|
--- |
|
|
|
|
|
## License |
|
|
|
|
|
CC-BY-4.0 — free for academic & commercial use with attribution to **Gunbot**. |
|
|
|
|
|
|
|
|
|
|
|
<a href="https://www.gunbot.com" target="_blank">Based on data from Gunbot – self hosted trading bot for crypto, stocks and ETFs</a> |
