Multi_Swarm_Coevolutive

Files

T

Adriano Dal Pastro 23b7273e71 feat(paper): ETH a tick 5m + tooling per-year/per-tick analysis

scripts/run_paper_trading.py: AssetConfig ETH ora usa timeframe="5m" invece
del default 1h. Il winner c04dff7086 e' stato trovato dal GA su dati 5m
e a 1h la strategia perde:
- ETH @ 5m (native): +359.50% cum 7y, 77% winrate, max DD/yr 19%
- ETH @ 1h (precedente): -33.03% cum 7y, 67% winrate, max DD 74%
BTC resta a 1h (winner 238e4812 native a 1h, +104% 7y, Sharpe 2+ in 3 anni).

Nuovi script di analisi:
- scripts/yearly_strategies.py: breakdown per anno (2019-2025) di 4
  strategie su tick di discovery (trade/winrate/return/maxDD/Sharpe).
- scripts/multi_tick_strategies.py: confronto cross-tick (5m/15m/1h)
  per i 2 winner correnti. Documenta la divergenza tick-paper di ETH.

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

2026-05-16 22:10:38 +00:00

__init__.py

feat(scripts): Phase 1 runner CLI entry point

2026-05-09 20:37:38 +02:00

analyze_btc_winners.py

feat(validation): WFA tooling + multi-fold results phase1-100 runs

2026-05-16 21:48:55 +00:00

backtest_strategy.py

refactor(layout): rename multi_swarm → multi_swarm_core con doppia nidificazione uv workspace

2026-05-15 17:43:48 +00:00

compare_winners.py

feat(validation): WFA tooling + multi-fold results phase1-100 runs