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Gahow Wang 592de02e27 perf(replay): refresh panels once and compute signals in one pass 
Replay refreshes each price panel once for the union of tickers and then
replays offline; target weights for all sessions come from one causal
signal pass instead of re-running the strategy per day (verified identical
daily equity for v7_vt36, recovery_mom_top10 and fc monthly).

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
2026-09-25 01:56:32 +08:00
data
chore: backtest engine fee model, metrics, and strategy fixes
2026-05-21 20:57:56 +08:00
docs/superpowers/specs
docs: add US alpha research design spec
2026-04-17 23:41:10 +08:00
research
research: individual stock swing, new frameworks, literature alpha, DCA
2026-05-23 00:45:44 +08:00
strategies
chore: backtest engine fee model, metrics, and strategy fixes
2026-05-21 20:57:56 +08:00
tests
fix(data): judge late newest rows as sparse; require SPY print only in the ETF panel
2026-09-25 01:51:02 +08:00
.gitignore
fix(data): store raw price panels and refresh a trailing window on every update
2026-09-25 01:16:10 +08:00
.python-version
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
bridge.py
fix(report): correct periodic returns, injection metrics and live view
2026-09-25 01:16:33 +08:00
CLAUDE.md
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
data_manager.py
fix(data): judge late newest rows as sparse; require SPY print only in the ETF panel
2026-09-25 01:51:02 +08:00
factor_attribution.py
Reject empty attribution semantics headers
2026-04-07 18:10:21 +08:00
factor_backtest.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_deep_analysis.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_final_check.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_loop.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_real_backtest.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_research.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_robustness.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_yearly_fresh.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_yearly_report.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
main.py
fix(report): correct periodic returns, injection metrics and live view
2026-09-25 01:16:33 +08:00
Makefile
Add strategy ranking tool with Makefile shortcut
2026-05-14 12:49:14 +08:00
metrics.py
fix(report): correct periodic returns, injection metrics and live view
2026-09-25 01:16:33 +08:00
pyproject.toml
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
rank_strategies.py
Add strategy ranking tool with Makefile shortcut
2026-05-14 12:49:14 +08:00
README.md
auto mode for continuous running
2026-04-05 00:50:26 +08:00
trader.py
perf(replay): refresh panels once and compute signals in one pass
2026-09-25 01:56:32 +08:00
universe_history.py
fix(report): correct periodic returns, injection metrics and live view
2026-09-25 01:16:33 +08:00
universe.py
fix(trader): make live sessions complete, final-close based and executable
2026-09-25 01:16:14 +08:00
uv.lock
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
weekly_strategy_report.py
Add weekly strategy report comparing top strategies to baselines
2026-05-14 12:49:18 +08:00
yearly_sweep.py
feat: add yearly sweep script for parameter optimization
2026-05-14 12:54:13 +08:00

README.md

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