- Add WalkForwardResult model with train/test window metrics
- Create WalkForwardEngine that reuses existing BacktestEngine
with rolling train/test window splits
- Add POST/GET /api/backtest/{id}/walkforward endpoints
- Add Walk-forward tab to backtest detail page with parameter
controls, cumulative return chart, and window results table
- Add Alembic migration for walkforward_results table
- Add 8 unit tests for window generation logic (100 total passed)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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>
- VirtualPortfolio for portfolio simulation
- BacktestEngine for strategy backtesting
- Worker for async background execution
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
