f818bd3290
- 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>
24 lines
874 B
Python
24 lines
874 B
Python
from app.services.backtest.engine import BacktestEngine, DataValidationResult
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from app.services.backtest.portfolio import VirtualPortfolio, Transaction, HoldingInfo
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from app.services.backtest.metrics import MetricsCalculator, BacktestMetrics
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from app.services.backtest.worker import submit_backtest, get_executor_status
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from app.services.backtest.daily_engine import DailyBacktestEngine
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from app.services.backtest.trading_portfolio import TradingPortfolio, TradingTransaction
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from app.services.backtest.walkforward_engine import WalkForwardEngine
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__all__ = [
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"BacktestEngine",
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"DataValidationResult",
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"VirtualPortfolio",
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"Transaction",
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"HoldingInfo",
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"MetricsCalculator",
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"BacktestMetrics",
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"submit_backtest",
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"get_executor_status",
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"DailyBacktestEngine",
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"TradingPortfolio",
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"TradingTransaction",
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"WalkForwardEngine",
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]
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