Commit Graph

3 Commits

Author SHA1 Message Date
722cade974 fix: unify backtest execution and add forward validation candidates
Share point-in-time signals and a cash-funded order ledger across backtests and trading. Correct eligibility, missing-price fills, quality factors, regime inputs, warmup windows, and cash-injection accounting. Add reproducible registered-strategy comparisons and paired forward candidates with a 20% resize band.

Validation: 125 Python tests, 23 web tests, TypeScript/Vite build, 87 strategy causality checks, and real-data target/order/equity parity for 10 strategies.
2026-10-01 02:24:01 -07:00
149a00c458 chore: backtest engine fee model, metrics, and strategy fixes
- main.py: add IBKR-style tiered fee schedule (fee_base + fee_per_share),
  PIT universe support, and open-to-close execution improvements
- metrics.py: add raw_summary helper for JSON-safe metric export
- Misc strategy fixes: deprecation warnings, NaN handling

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-05-21 20:57:56 +08:00
d086930ab3 feat: add new trading strategies
Add 12 strategy modules including adaptive blend, composite alpha,
cross-asset momentum, ensemble alpha, trend rider v5/v6, and more.
2026-05-14 12:54:05 +08:00