TPTBusiness 1cb09d73ea feat: Backtesting Engine + Risk Management + Results DB ...

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% ✅

2026-04-02 19:23:14 +02:00

..

agent

feat: add a rag mcp in proposal (#1267)

2025-10-20 16:46:25 +08:00

backtesting

feat: Backtesting Engine + Risk Management + Results DB

2026-04-02 19:23:14 +02:00

benchmark

feat(rl): add AutoRL-Bench framework and benchmark integrations (#1348)

2026-03-17 15:49:30 +08:00

coder

feat: Auto-start dashboard for fin_quant

2026-04-02 19:17:03 +02:00

document_reader

fix: package dependency. (#234)

2024-08-31 20:35:04 +08:00

interactor

feat: add user interaction in data science scenario (#1251)

2025-09-18 11:10:12 +08:00

knowledge_management

feat: Intelligent embedding chunking instead of truncation

2026-04-02 19:22:50 +02:00

loader

feat(backend): integrate LiteLLM API Backend (#564)

2025-02-13 15:16:18 +08:00

proposal

feat: add a web UI server (#1345)

2026-03-18 14:04:52 +08:00

runner

add feedback to workspace and ds runner base on costeer

2025-02-11 20:50:19 +08:00

workflow

feat: add a web UI server (#1345)

2026-03-18 14:04:52 +08:00