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

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sessions

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

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

state

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

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

project-memory.json

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

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