TPTBusiness 4afd03dbaf feat(backtest): add walk-forward OOS validation to backtest_signal_ftmo ...

Split IS (2020-2023) and OOS (2024-2026) periods with independent FTMO
simulations. Strategy acceptance now requires OOS sharpe > 0 and
OOS monthly return > 0 to prevent overfitting. OOS metrics stored in
strategy JSON summary and CSV reports.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-04-19 12:53:00 +02:00

..

create_strategy.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

debug_backtest.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

extract_results.py

fix: Resolve 88% empty backtest results + path fixes

2026-04-03 16:21:59 +02:00

kronos_factor_gen.py

feat: integrate Kronos-mini OHLCV foundation model (Option A + B)

2026-04-18 09:49:25 +02:00

kronos_model_eval.py

feat: integrate Kronos-mini OHLCV foundation model (Option A + B)

2026-04-18 09:49:25 +02:00

predix_add_risk_management.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

predix_batch_backtest.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

predix_full_eval.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

predix_gen_strategies_real_bt.py

feat(backtest): add walk-forward OOS validation to backtest_signal_ftmo

2026-04-19 12:53:00 +02:00

predix_parallel.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

predix_rebacktest_strategies.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

predix_rebacktest_unified.py

feat(backtest): add walk-forward OOS validation to backtest_signal_ftmo

2026-04-19 12:53:00 +02:00

predix_simple_eval.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

predix_strategy_report.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

realistic_backtest_all.py

feat(backtest): add FTMO-realistic backtest mode with leverage, daily/total loss limits and realistic EUR/USD costs

2026-04-18 15:27:41 +02:00

run_all_tests.sh

chore: Simplify pre-commit to mandatory hooks only

2026-04-03 12:33:30 +02:00

start_llama.sh

feat: Add start_llama and start_loop CLI commands

2026-04-09 14:49:00 +02:00

start_strategy_loop.sh

feat: Add start_llama and start_loop CLI commands

2026-04-09 14:49:00 +02:00

watchdog_generator.sh

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00