 TPTBusiness
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4690b01042
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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% ✅
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2026-04-02 19:23:14 +02:00 |
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