GitHubandClaude Opus 4.8 a2aa319803 feat(backtest): add PortfolioTracker with equity curve and drawdown ...

- Pre-allocate numpy arrays for performance (cash, position, avg_price)
- apply_trades() processes buys/sells with commission and slippage
- equity_curve returns DataFrame with drawdown calculation
- positions returns DataFrame with market value and unrealized PnL
- 12 unit tests covering all scenarios

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

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

..

fixtures

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

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

integration

feat!: rename project from xmtdx to easy-tdx

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

unit

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

2026-06-09 17:55:24 +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