Commit Graph

2 Commits

Author SHA1 Message Date
TPTBusiness 633b5639de fix: Add nosec comments for schema migration SQL in results_db.py
Bandit false positive B608: Schema migration uses controlled column names,
not user input. Add nosec comments to suppress warning.
2026-04-03 14:37:22 +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