aeroxw/easy-tdx
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3 Commits
Author SHA1 Message Date
Justin Gu 06ce712d15 fix: CI mypy job missing [web] deps + update README intro 2026-06-12 03:52:47 +08:00
Justin Gu 06b2617ebc fix: CI coverage enforcement, real avg_holding_days, vectorize _datetime_to_int 
- Add --cov and --cov-fail-under=50 to CI pytest command
- Replace hardcoded avg_holding_days=5.0 with FIFO-based calculation
  from actual trade datetime pairs (handles int and Timestamp types)
- Vectorize _datetime_to_int using pd.to_datetime().strftime()
  instead of Python for-loop (~100-200x faster on large arrays)
- Add 3 new test cases: weighted holding days, no datetime fallback,
  only-buys edge case
 2026-06-11 01:44:39 +08:00
Justin Gu 5aac7d3a39 chore: add risk disclaimer, CI pipeline, pytest coverage config 
- Add risk warning after backtest demo output (survivorship bias, overfitting)
- Add disclaimer section at README end
- Add slippage comment to backtest demo command
- Add CI workflow (test + lint + mypy) for PR/push to main
- Add pytest config with coverage threshold (fail_under=50, current=56%)
 2026-06-10 12:43:02 +08:00