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TPTBusiness
1cb09d73ea
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% ✅
7 lines
375 B
Python
7 lines
375 B
Python
"""Predix Backtesting Package"""
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from .backtest_engine import BacktestMetrics, FactorBacktester
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from .results_db import ResultsDatabase
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from .risk_management import CorrelationAnalyzer, PortfolioOptimizer, AdvancedRiskManager
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__all__ = ['BacktestMetrics', 'FactorBacktester', 'ResultsDatabase',
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'CorrelationAnalyzer', 'PortfolioOptimizer', 'AdvancedRiskManager']
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