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

..

protections

feat: Add Trading Protection System with 4 protections + comprehensive tests

2026-04-03 13:01:56 +02:00

__init__.py

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

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

backtest_engine.py

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

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

results_db.py

fix: Resolve 88% empty backtest results + path fixes

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

risk_management.py

feat: Backtesting Engine + Risk Management + Results DB

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

vbt_backtest.py

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

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