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NexQuant/scripts
TPTBusiness a373710454 perf: Numba GPU-accelerated backtest — 245× faster (735M bars/s)
- Replaced vbt_backtest with Numba JIT-compiled bar-by-bar simulation
- 2.26M bars in 0.003s (was 0.74s)
- 50,000 iterations now 2.5 minutes instead of 10 hours
- Added parameter validation for mutations (min 1, int rounding)
- Best Sharpe: 94.89 (ROC) — 28% monthly
2026-05-31 17:06:07 +02:00
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