2 Commits

Author	SHA1	Message	Date
TPTBusiness	0651faed92	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	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