gahow/quant-trading - quant-trading - Local Gitea

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Gahow Wang 6dc623b4a1 fix(backtest): give mixed stock+ETF strategies their ETFs; derive markets from trader

trend_rider_v6 backtests failed ('SPY' not in data) because only the stock
universe was passed. Strategy markets in 'list' now follow the trader's
eligibility rule, so v6 is no longer offered for CN.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

2026-09-25 02:16:48 +08:00

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: individual stock swing, new frameworks, literature alpha, DCA

2026-05-23 00:45:44 +08:00

chore: backtest engine fee model, metrics, and strategy fixes

2026-05-21 20:57:56 +08:00

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(backtest): give mixed stock+ETF strategies their ETFs; derive markets from trader

2026-09-25 02:16:48 +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

fix(backtest): give mixed stock+ETF strategies their ETFs; derive markets from trader

2026-09-25 02:16:48 +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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