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

Browse Source

- 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>

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This commit is contained in:

Gahow Wang

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

parent 1f50253d13

commit 149a00c458

7 changed files with 154 additions and 74 deletions

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