Adriano 26c328d541 feat(protocol): AST compiler to (df -> Series[Side]) signal fn ...

Implementa compile_strategy che produce funzione df -> Series[Side]
con valutazione regole in ordine, prima-che-matcha vince, FLAT default
e NaN per warmup degli indicatori.

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

2026-05-09 19:40:28 +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_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