mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-28 16:07:46 +00:00
TPTBusiness
3d2872c2fc
- 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>
18 lines
623 B
Python
18 lines
623 B
Python
"""Predix Backtesting Package"""
|
|
from .backtest_engine import BacktestMetrics, FactorBacktester
|
|
from .results_db import ResultsDatabase
|
|
from .risk_management import CorrelationAnalyzer, PortfolioOptimizer, AdvancedRiskManager
|
|
from .vbt_backtest import (
|
|
DEFAULT_BARS_PER_YEAR,
|
|
DEFAULT_TXN_COST_BPS,
|
|
backtest_from_forward_returns,
|
|
backtest_signal,
|
|
)
|
|
|
|
__all__ = [
|
|
'BacktestMetrics', 'FactorBacktester', 'ResultsDatabase',
|
|
'CorrelationAnalyzer', 'PortfolioOptimizer', 'AdvancedRiskManager',
|
|
'backtest_signal', 'backtest_from_forward_returns',
|
|
'DEFAULT_BARS_PER_YEAR', 'DEFAULT_TXN_COST_BPS',
|
|
]
|