Justin Gu
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9c39ad054d
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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
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2026-06-11 02:31:43 +08:00 |
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