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

..

__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

Initial commit: quant backtesting framework with daily trading simulator

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

base.py

Initial commit: quant backtesting framework with daily trading simulator

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

buy_and_hold.py

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

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

composite_alpha.py

feat: add new trading strategies

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

cross_asset_momentum.py

feat: add new trading strategies

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

dual_momentum.py

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

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

enhanced_recovery_momentum.py

feat: add new trading strategies

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

ensemble_alpha.py

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

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

factor_combo.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

hybrid_alpha.py

feat: add new trading strategies

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

improved_momentum_quality.py

feat: add new trading strategies

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

inverse_vol.py

Initial commit: quant backtesting framework with daily trading simulator

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

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

Initial commit: quant backtesting framework with daily trading simulator

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

momentum_quality.py

fix: preserve NaNs in cross-sectional ranks

2026-05-14 12:53:48 +08:00

momentum.py

Initial commit: quant backtesting framework with daily trading simulator

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

multi_factor.py

fix: preserve NaNs in cross-sectional ranks

2026-05-14 12:53:48 +08:00

permanent.py

feat: add new trading strategies

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

recovery_momentum.py

fix: preserve NaNs in cross-sectional ranks

2026-05-14 12:53:48 +08:00

trend_following.py

Initial commit: quant backtesting framework with daily trading simulator

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

trend_rider_v5.py

feat: add new trading strategies

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

trend_rider_v6.py

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

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

trend_rider_v7.py

fix(v7): ensure SHY column exists for profit-take park allocation

2026-05-21 20:57:06 +08:00

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