2 Commits

Author	SHA1	Message	Date
TPTBusiness	038b5568aa	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>	2026-04-09 13:08:57 +02:00
TPTBusiness	ab3748fbfe	feat: Strategy Generator working with local LLM (P0-P4) ... Integrated strategy generation into fin_quant loop: - Fixed LLM code extraction from JSON responses - Fixed factor loading (MultiIndex parquet handling) - Fixed return calculation (realistic proxy) - Fixed max drawdown (NaN/inf handling) - Added llama.cpp --reasoning off support - Strategy orchestrator with LLM + evaluation - Optuna optimizer integration 100% acceptance rate on test run (2/2 strategies). Total changes: +2006 lines, -129 lines across 8 files. Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>	2026-04-09 12:55:04 +02:00