TPTBusiness f166cc3326 feat(backtest): add walk-forward OOS validation to backtest_signal_riskmgmt ...

Split IS (2020-2023) and OOS (2024-2026) periods with independent RiskMgmt
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

..

app

feat: unified backtest engine, LLM error handling, strategy refactor

2026-04-17 22:52:07 +02:00

components

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

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

core

feat: unified backtest engine, LLM error handling, strategy refactor

2026-04-17 22:52:07 +02:00

log

feat(logging): write complete LLM prompts and responses to daily JSONL log

2026-04-17 21:46:28 +02:00

oai

feat(logging): write complete LLM prompts and responses to daily JSONL log

2026-04-17 21:46:28 +02:00

scenarios

feat: unified backtest engine, LLM error handling, strategy refactor

2026-04-17 22:52:07 +02:00

utils

fix(security): Patch 5 CodeQL path injection and weak hashing alerts (#25-#30)

2026-04-11 21:54:27 +02:00