2 Commits

Author	SHA1	Message	Date
TPTBusiness	421a3889fa	feat: Add Trading Protection System with 4 protections + comprehensive tests ... Implement automatic trading protection system to prevent excessive losses: PROTECTIONS (100% original code, NOT copied from Freqtrade): - Max Drawdown Protection: Blocks trading when DD > 15% (configurable) - Cooldown Period: 4h mandatory rest after 5% loss - Stoploss Guard: Detects stoploss clusters (>5 per day) - Low Performance Filter: Filters factors with Sharpe < 0.5, Win Rate < 40% ARCHITECTURE: - Base protection interface with common utilities - 4 specialized protection implementations - ProtectionManager orchestrates all active protections - Time-based blocking with automatic expiry TESTS (32 total, ALL PASS): - 25 unit tests in test/backtesting/test_protections.py - 7 integration tests in test/integration/test_all_features.py - Tests cover: normal operation, edge cases, error handling DOCUMENTATION: - Update QWEN.md with development guidelines for AI assistant * Mandatory rules: Update QWEN.md, README, requirements.txt, tests * Pre-commit checklist * Example workflow - Update README.md with protection system features - Update project structure with new modules All code is 100% original - NO license issues with Freqtrade GPLv3.	2026-04-03 13:01:56 +02:00
TPTBusiness	c36d27790b	test: Add backtesting tests with 98.77% coverage ... New test infrastructure: 1. pytest + pytest-cov installed - requirements.txt updated - pytest.ini configured - .coveragerc for coverage 2. Test suite created (97 tests): - test_backtest_engine.py (32 tests) * BacktestMetrics: IC, Sharpe, Drawdown, Win Rate * FactorBacktester: run_backtest, JSON export * Edge cases: NaN, empty, insufficient data - test_results_db.py (33 tests) * ResultsDatabase: CRUD operations * Queries: get_top_factors, get_aggregate_stats * Database cleanup - test_risk_management.py (32 tests) * CorrelationAnalyzer: Matrix, uncorrelated factors * PortfolioOptimizer: Mean-Variance, Risk Parity * AdvancedRiskManager: Limit checks 3. Fixtures (conftest.py): - 22 reusable test fixtures - Mock data for all scenarios - Sample factors, returns, equity curves 4. Coverage: 98.77% (target: >80%) - BacktestMetrics: 100% - FactorBacktester: 100% - ResultsDatabase: 95.92% - CorrelationAnalyzer: 100% - PortfolioOptimizer: 100% - AdvancedRiskManager: 100% 5. Documentation: - test/backtesting/README.md - How to run tests - Generate coverage reports Run tests: pytest test/backtesting/ -v Coverage report: pytest test/backtesting/ --cov=rdagent/components/backtesting --cov-report=html	2026-04-02 19:24:38 +02:00