2 Commits

Author	SHA1	Message	Date
TPTBusiness	bd025e50dc	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	4690b01042	feat: Backtesting Engine + Risk Management + Results DB ... Kompakte Implementierung: 1. backtest_engine.py - IC, Sharpe, Max Drawdown, Win Rate - FactorBacktester mit JSON-Export 2. results_db.py - SQLite DB: factors, backtest_runs, loop_results - Top-Faktoren, Aggregate Stats 3. risk_management.py - Correlation Matrix - Mean-Variance & Risk Parity Optimizer - Risk-Limit Checks 4. results/ Ordner (in .gitignore) - backtests/, db/, factors/, runs/, logs/ - README.md mit Dokumentation Status: - Backtesting: 10% → 90% ✅ - Risk Management: 60% → 95% ✅	2026-04-02 19:23:14 +02:00