6 Commits

Author	SHA1	Message	Date
zephyrdark	3c969fc53c	feat: wire KJB into backtest worker, add Signal API, add scheduler job ... Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	2026-02-19 15:16:13 +09:00
zephyrdark	8d1a2f7937	feat: add DailyBacktestEngine for KJB signal-based backtesting ... Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	2026-02-19 15:14:15 +09:00
zephyrdark	0aac70886f	feat: add TradingPortfolio for signal-based position management ... Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	2026-02-19 15:08:36 +09:00
zephyrdark	a33457ee6c	feat: add pre-backtest data validation to detect missing price data ... Validates trading day count, benchmark coverage, per-date ticker density, and date gaps before running simulation. Logs warnings for holdings with missing prices during execution. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	2026-02-18 22:55:50 +09:00
zephyrdark	c1ee879cb4	feat: add backtest services (portfolio, engine, worker) ... - VirtualPortfolio for portfolio simulation - BacktestEngine for strategy backtesting - Worker for async background execution Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>	2026-02-03 11:34:48 +09:00
zephyrdark	a78c00ecbb	feat: add MetricsCalculator service ... - Total return, CAGR, MDD, Sharpe ratio, volatility - Benchmark comparison metrics Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>	2026-02-03 09:37:19 +09:00