TPTBusiness 144311f6ec fix(strategy): Re-evaluate Optuna-optimized strategies with full OHLCV backtest ...

- Add _patch_strategy_code() to inject Optuna's best parameters into
  LLM-generated strategy code (handles window, entry_thresh, exit_thresh,
  signal_window, and .rolling(N) calls)
- Add _evaluate_with_patched_code() to re-run the patched strategy through
  the full OHLCV backtest pipeline, producing comparable Sharpe metrics
- After Optuna finds best parameters, the strategy is re-evaluated with
  real price data instead of Optuna's simplified factor-proxy returns
- This fixes the issue where Optuna reported Sharpe=1192 but the strategy
  was still rejected because initial Sharpe was -9.82 (different calculation)
- Now strategies can be rescued if Optuna finds parameters that produce
  positive Sharpe in the real backtest

2026-04-13 15:52:03 +02:00

..

app

feat(strategy): Continuous optimization with Optuna parameter injection

2026-04-12 20:06:13 +02:00

components

fix(strategy): Re-evaluate Optuna-optimized strategies with full OHLCV backtest

2026-04-13 15:52:03 +02:00

core

feat: add a web UI server (#1345)

2026-03-18 14:04:52 +08:00

log

fix: Display litellm messages as info instead of warnings

2026-04-06 19:45:04 +02:00

oai

feat: Data Loader module with tests (P0 complete)

2026-04-09 08:15:49 +02:00

scenarios

feat(factor-coder): Add critical rules to prevent common factor implementation errors

2026-04-13 15:28:21 +02:00

utils

fix(security): Patch 5 CodeQL path injection and weak hashing alerts (#25-#30)

2026-04-11 21:54:27 +02:00