Files
NexQuant/rdagent/components/backtesting
TPTBusiness bd025e50dc feat: Add Trading Protection System with 4 protections + comprehensive tests
Implement automatic trading protection system to prevent excessive losses:

PROTECTIONS (100% original code, NOT copied from Freqtrade):
- Max Drawdown Protection: Blocks trading when DD > 15% (configurable)
- Cooldown Period: 4h mandatory rest after 5% loss
- Stoploss Guard: Detects stoploss clusters (>5 per day)
- Low Performance Filter: Filters factors with Sharpe < 0.5, Win Rate < 40%

ARCHITECTURE:
- Base protection interface with common utilities
- 4 specialized protection implementations
- ProtectionManager orchestrates all active protections
- Time-based blocking with automatic expiry

TESTS (32 total, ALL PASS):
- 25 unit tests in test/backtesting/test_protections.py
- 7 integration tests in test/integration/test_all_features.py
- Tests cover: normal operation, edge cases, error handling

DOCUMENTATION:
- Update QWEN.md with development guidelines for AI assistant
  * Mandatory rules: Update QWEN.md, README, requirements.txt, tests
  * Pre-commit checklist
  * Example workflow
- Update README.md with protection system features
- Update project structure with new modules

All code is 100% original - NO license issues with Freqtrade GPLv3.
2026-04-03 13:01:56 +02:00
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