From f2186b0fce117e1688cb19bcfb63f9324196de01 Mon Sep 17 00:00:00 2001
From: TPTBusiness <tpt.requests@pm.me>
Date: Thu, 9 Apr 2026 13:08:57 +0200
Subject: [PATCH] feat: Realistic backtesting with OHLCV data and spread costs

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>