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149a00c458
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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>
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2026-05-21 20:57:56 +08:00 |
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d086930ab3
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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.
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2026-05-14 12:54:05 +08:00 |
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