feat: Realistic backtesting with OHLCV data and spread costs

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Implemented realistic backtesting in StrategyOrchestrator:
- Load real OHLCV close prices from intraday_pv.h5
- Calculate real price returns (pct_change)
- Apply signal positions to real returns
- Include spread costs (1.5 bps per trade)
- Fallback to factor proxy if OHLCV unavailable

Strategies now evaluated with actual market conditions.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>

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TPTBusiness

2026-04-09 13:08:57 +02:00

parent a0fdd8b6be

commit f2186b0fce

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