TPTBusiness 038b5568aa feat: Realistic backtesting with OHLCV data and spread costs ...

Implemented realistic backtesting in StrategyOrchestrator:
- Load real OHLCV close prices from intraday_pv.h5
- Calculate real price returns (pct_change)
- Apply signal positions to real returns
- Include spread costs (1.5 bps per trade)
- Fallback to factor proxy if OHLCV unavailable

Strategies now evaluated with actual market conditions.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>

2026-04-09 13:08:57 +02:00

..

CoSTEER

feat: Fast mode - CoSTEER goes to backtest after 1 iteration

2026-04-04 20:52:39 +02:00

data_science

fix: Add Bandit security scanning and fix critical vulnerabilities

2026-04-03 11:55:05 +02:00

factor_coder

feat: Fix 1min data integration and centralize all prompts

2026-04-04 08:20:58 +02:00

finetune

feat: add LLM-finetune scenario (#1314)

2026-03-02 19:04:10 +08:00

model_coder

chore: initial Predix state (RD-Agent fork + EURUSD setup)

2026-03-22 21:20:02 +01:00

rl

feat: Full system integration - RL + Protections + Backtesting + CLI

2026-04-03 13:53:32 +02:00

optuna_optimizer.py

feat: Strategy Generator working with local LLM (P0-P4)

2026-04-09 12:55:04 +02:00

strategy_orchestrator.py

feat: Realistic backtesting with OHLCV data and spread costs

2026-04-09 13:08:57 +02:00