Gahow Wang 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

..

__init__.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

adaptive_blend.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

adaptive_momentum.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

agent_review.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

base.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

buy_and_hold.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

composite_alpha.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

cross_asset_momentum.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

dual_momentum.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

enhanced_recovery_momentum.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

ensemble_alpha.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

factor_combo.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

hybrid_alpha.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

improved_momentum_quality.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

inverse_vol.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

long_hedged.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

ls_momentum.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

mean_reversion.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

momentum_quality.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

momentum.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

multi_factor.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

permanent.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

qqq_trend.py

feat: us_momentum_qqq_trend; alpha-vs-QQQ research across new data sources

2026-09-29 13:40:15 +08:00

recovery_momentum.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

robust_momentum.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

sleeve_portfolio.py

feat: us_momentum_qqq_trend; alpha-vs-QQQ research across new data sources

2026-09-29 13:40:15 +08:00

trend_following.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

trend_rider_v5.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

trend_rider_v6.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

trend_rider_v7.py

fix: unify backtest execution and add forward validation candidates

2026-10-01 02:24:01 -07:00

trend_rider_v8.py

research: extensive V7 optimization and V8 (TMF) evaluation

2026-05-21 20:57:34 +08:00

trend_rider_voltgt.py

feat(strategy): add TrendRider V7 — V3 + vol-target + profit-take

2026-05-21 00:39:17 +08:00