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NexQuant/rdagent/components/backtesting/__init__.py
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"""Predix Backtesting Package"""
from .backtest_engine import BacktestMetrics, FactorBacktester
from .results_db import ResultsDatabase
from .risk_management import CorrelationAnalyzer, PortfolioOptimizer, AdvancedRiskManager
from .vbt_backtest import (
DEFAULT_BARS_PER_YEAR,
DEFAULT_TXN_COST_BPS,
backtest_from_forward_returns,
backtest_signal,
)
__all__ = [
'BacktestMetrics', 'FactorBacktester', 'ResultsDatabase',
'CorrelationAnalyzer', 'PortfolioOptimizer', 'AdvancedRiskManager',
'backtest_signal', 'backtest_from_forward_returns',
'DEFAULT_BARS_PER_YEAR', 'DEFAULT_TXN_COST_BPS',
]