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TPTBusiness
0651faed92
- 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"""
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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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from .vbt_backtest import (
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DEFAULT_BARS_PER_YEAR,
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DEFAULT_TXN_COST_BPS,
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backtest_from_forward_returns,
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backtest_signal,
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)
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__all__ = [
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'BacktestMetrics', 'FactorBacktester', 'ResultsDatabase',
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'CorrelationAnalyzer', 'PortfolioOptimizer', 'AdvancedRiskManager',
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'backtest_signal', 'backtest_from_forward_returns',
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'DEFAULT_BARS_PER_YEAR', 'DEFAULT_TXN_COST_BPS',
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]
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