Justin Gu 9c39ad054d feat: multi-stock portfolio backtest engine ...

- Add PortfolioBacktestEngine for shared-capital multi-stock backtesting
- Support equal allocation mode (total_cash / N per stock)
- Individual BacktestEngine per stock with allocated capital
- Aggregate performance via capital-weighted returns
- Add StockData, PortfolioResult data classes
- Add 4 tests: basic run, equal allocation, empty stocks, serialization

2026-06-11 02:31:43 +08:00

..

__init__.py

feat: 初始实现 xmtdx —— 从零实现通达信 TCP A 股行情客户端

2026-04-11 19:55:19 +08:00

test_a_share_extensions.py

feat: merge datetime fields in DataFrame output, hide MinuteBar internal fields

2026-05-22 04:19:07 +08:00

test_async_transport.py

feat: v1.1.0 - MAC protocol, CLI tool, extended markets, unified client

2026-05-22 22:44:45 +08:00

test_backtest_cli.py

feat(backtest): add CLI command with auto data fetch and table output

2026-06-09 18:15:37 +08:00

test_backtest_combo.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_backtest_engine.py

feat: auto-bridge chanlun analysis into backtest strategies

2026-06-11 01:56:59 +08:00

test_backtest_orders.py

fix(backtest): resolve mypy and ruff lint issues

2026-06-09 18:21:25 +08:00

test_backtest_performance.py

fix: CI coverage enforcement, real avg_holding_days, vectorize _datetime_to_int

2026-06-11 01:44:39 +08:00

test_backtest_portfolio.py

feat(backtest): add PortfolioTracker with equity curve and drawdown

2026-06-09 17:55:24 +08:00

test_backtest_strategy.py

fix(backtest): resolve mypy and ruff lint issues

2026-06-09 18:21:25 +08:00

test_backtest_types.py

feat(backtest): add core data types (Signal/Trade/Position/BacktestResult)

2026-06-09 16:43:44 +08:00

test_block_info.py

feat: merge datetime fields in DataFrame output, hide MinuteBar internal fields

2026-05-22 04:19:07 +08:00

test_chanlun_phase2.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_chanlun_phase3.py

feat: add append_klines for incremental chanlun analysis

2026-06-11 02:25:42 +08:00

test_chanlun.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_codec_datetime.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_codec_frame.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_codec_price.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_codec_volume.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_commands_offline.py

docs: add backtest engine design spec

2026-06-09 16:05:17 +08:00

test_decode_errors.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_financial_data.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_heartbeat.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_indicator.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_portfolio_engine.py

feat: multi-stock portfolio backtest engine

2026-06-11 02:31:43 +08:00

test_protocol_fixes.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_scanner.py

feat: incremental scanning with mtime-based cache

2026-06-11 02:17:52 +08:00

test_screen.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_sync_transport.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_write_daily.py

feat: add offline data write-back and sync commands, bump to v1.6.0

2026-06-07 21:13:49 +08:00

test_write_ex_daily.py

feat: add offline data write-back and sync commands, bump to v1.6.0

2026-06-07 21:13:49 +08:00

test_write_min_bar.py

feat: add offline data write-back and sync commands, bump to v1.6.0

2026-06-07 21:13:49 +08:00