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4aa17c7e989a26a690e40c72a89647427abd84a1
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5 Commits

Author SHA1 Message Date
Gahow Wang
4aa17c7e98 Zero-config monitor and compare 
- `trader.py monitor` — runs ALL 9 strategies by default, $10k capital,
  $2 fee, integer shares. Just start and forget.
- `trader.py compare` — auto-discovers all state files in data/, no
  --strategy needed. Ranks by return with equity curves.
- Monitor defaults: --capital 10000, --fixed-fee 2.0, --integer-shares

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-04-07 00:10:00 +08:00
Gahow Wang
7f618b9c31 Multi-strategy monitor and compare command 
- Monitor accepts multiple --strategy args, runs all at each phase
- Each strategy maintains its own independent state file
- Add 'compare' subcommand: side-by-side ranking table + equity curves
- Error in one strategy doesn't block others (isolated try/catch)

Usage:
  trader.py monitor --strategy recovery_mom_top10 momentum dual_momentum
  trader.py compare --strategy sim_recovery_mom_top10 sim_momentum

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-04-07 00:04:45 +08:00
Gahow Wang
942164a38f Two-phase monitor, integer shares, and daily log 
- Monitor now runs morning (9:45 → signals) and evening (4:35 → execute)
  instead of single daily run; falls back to auto if morning missed
- Add --integer-shares flag for whole-share-only trading (no fractional)
- Add daily_log to state: each day records holdings, cash, and operations
- Add 'log' subcommand to view daily snapshots with date range filter
- record_daily_snapshot() called from both simulate and auto commands

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-04-06 23:57:03 +08:00
Gahow Wang
4709271504 auto mode for continuous running 2026-04-05 00:50:26 +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