Adriano 15cb6b37aa feat(agents): hand-crafted falsification (compile→backtest→DSR) ...

Pipeline AST -> compile_strategy -> BacktestEngine -> Sharpe/DSR/DD.
Caso zero-trade ritorna report tutto-zero. n_trials_dsr correzione
multiple-testing parametrizzata via init.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

2026-05-09 20:05:01 +02:00

..

__init__.py

feat(config): pydantic settings loader from .env

2026-05-09 18:55:04 +02:00

test_backtest_engine.py

feat(backtest): event-driven engine with 1-bar exec delay

2026-05-09 19:15:05 +02:00

test_backtest_orders.py

feat(backtest): Order/Position/Trade dataclasses with fees

2026-05-09 19:11:27 +02:00

test_cerbero_client.py

feat(cerbero): HTTP client with bearer + bot-tag + retry

2026-05-09 19:25:00 +02:00

test_cerbero_tools.py

feat(cerbero): tools wrapper for Phase 1 indicator subset

2026-05-09 19:27:34 +02:00

test_config.py

feat(config): pydantic settings loader from .env

2026-05-09 18:55:04 +02:00

test_cost_tracker.py

feat(llm): cost tracker with per-tier pricing and breakdown

2026-05-09 19:57:51 +02:00

test_falsification.py

feat(agents): hand-crafted falsification (compile→backtest→DSR)

2026-05-09 20:05:01 +02:00

test_genome_crossover.py

feat(genome): uniform crossover for hypothesis genomes

2026-05-09 19:51:44 +02:00

test_genome_hypothesis.py

feat(genome): HypothesisAgentGenome with deterministic id and serde

2026-05-09 19:45:07 +02:00

test_genome_mutation.py

feat(genome): deterministic mutation operators (numeric + categorical)

2026-05-09 19:48:22 +02:00

test_hypothesis_agent.py

feat(agents): hypothesis agent with prompt template + s-expr extraction

2026-05-09 20:01:31 +02:00

test_llm_client.py

feat(llm): unified client for OpenRouter (Qwen) + Anthropic (Sonnet)

2026-05-09 19:54:39 +02:00

test_metrics_basic.py

feat(metrics): Sharpe + max drawdown + total return

2026-05-09 19:18:48 +02:00

test_metrics_dsr.py

feat(metrics): Deflated Sharpe Ratio (Bailey & Lopez de Prado)

2026-05-09 19:21:35 +02:00

test_ohlcv_loader.py

fix(data): restore pagination early-break + update test count

2026-05-09 19:06:50 +02:00

test_protocol_compiler.py

feat(protocol): AST compiler to (df -> Series[Side]) signal fn

2026-05-09 19:40:28 +02:00

test_protocol_parser.py

feat(protocol): grammatica S-expression (15 verbi) + parser

2026-05-09 19:30:54 +02:00

test_protocol_validator.py

feat(protocol): semantic validator for AST

2026-05-09 19:34:03 +02:00

test_splits.py

feat(data): expanding walk-forward splits

2026-05-09 19:08:43 +02:00