4 Commits

Author	SHA1	Message	Date
TPTBusiness	f166cc3326	feat(backtest): add walk-forward OOS validation to backtest_signal_riskmgmt ... Split IS (2020-2023) and OOS (2024-2026) periods with independent RiskMgmt simulations. Strategy acceptance now requires OOS sharpe > 0 and OOS monthly return > 0 to prevent overfitting. OOS metrics stored in strategy JSON summary and CSV reports. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-04-19 12:53:00 +02:00
TPTBusiness	6c100170bd	feat(backtest): add RiskMgmt-realistic backtest mode with leverage, daily/total loss limits and realistic EUR/USD costs	2026-04-18 15:27:41 +02:00
TPTBusiness	22e638af86	feat: unified backtest engine, LLM error handling, strategy refactor ... - Add vbt_backtest.py as single source of truth for all metric formulas (Sharpe, drawdown, IC, transaction costs) — backtest_engine.py and strategy_orchestrator.py now delegate to it - Add LLMUnavailableError to exception.py; rd_loop.py catches it at the proposal stage and raises LoopResumeError to avoid corrupting trace history with None hypotheses - Guard record() against None exp/hypothesis so loop resets leave trace.hist in a consistent state - Refactor strategy_orchestrator and optuna_optimizer to use unified backtest path; remove duplicate metric calculation code - Add predix_rebacktest_unified.py script for offline re-evaluation - Update tests and README Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-04-17 22:52:07 +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