Justin Gu 1e99feb7c2 feat: multi-factor combo backtest engine (v1.9.0) ...

- Add backtest/combo.py: CombinationRunner, extract_factor_signals, combine_masks
- Signal merge modes: AND / OR / MAJORITY (majority default)
- CLI: --combo-strategies and --combo-mode for easy-tdx backtest
- run_all_strategies.py: --combo 2 --combo 3 auto-screen best combos
- Fix MyTT MFI/CR divide-by-zero RuntimeWarning
- 14 new unit tests, 328 total passing

2026-06-10 01:37:28 +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

feat: multi-factor combo backtest engine (v1.9.0)

2026-06-10 01:37:28 +08:00

test_backtest_engine.py

fix(backtest): strategy position not tracked during signal generation

2026-06-09 18:50:13 +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(backtest): max drawdown now correctly measures peak-to-trough percentage

2026-06-09 19:00:11 +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

feat: add chanlun (ChanLun) technical analysis module, bump to v1.7.0

2026-06-07 23:29:52 +08:00

test_chanlun_phase3.py

feat: add chanlun (ChanLun) technical analysis module, bump to v1.7.0

2026-06-07 23:29:52 +08:00

test_chanlun.py

fix: chanlun bi algorithm stuck in fractal trap during sustained trends

2026-06-08 03:08:12 +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

feat!: rename project from xmtdx to easy-tdx

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

test_heartbeat.py

feat!: rename project from xmtdx to easy-tdx

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

test_indicator.py

feat: add technical indicator calculation (30 indicators via MyTT), bump to 1.4.0

2026-05-28 16:05:40 +08:00

test_protocol_fixes.py

feat!: rename project from xmtdx to easy-tdx

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

test_sync_transport.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +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