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GitHubandClaude Opus 4.8
94fabccef8
- Implement PerformanceAnalyzer class with compute() method - Calculate 19 performance metrics: total_return, annual_return, max_drawdown, max_dd_duration, sharpe, sortino, calmar, trade statistics, and volatility - Handle edge cases: empty data, no negative returns (sortino=999), no drawdown (calmar=999) - Add 20 comprehensive unit tests covering all metrics - Type annotations use NDArray pattern for mypy strict compliance - All tests pass, mypy and ruff checks clean Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>