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149a00c458800d4e05031591d7d9b07a72115f5d
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3 Commits

Author SHA1 Message Date
Gahow Wang
149a00c458 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>
 2026-05-21 20:57:56 +08:00
Gahow Wang
9c4a219c68 Integrate factor attribution into backtest CLI 2026-04-07 18:10:21 +08:00
Gahow Wang
42218741d4 Initial commit: quant backtesting framework with daily trading simulator 
Backtesting engine supporting 11 strategies across US (S&P 500) and CN (CSI 300)
markets with open-to-close execution, proportional + fixed per-trade fees.

Daily trader (trader.py) with auto/morning/evening/simulate/status commands
and cron-friendly `auto` mode for unattended daily runs on a server.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-04-05 00:41:19 +08:00