Adriano 4c184bb5f7 feat(scripts): backtest_strategy.py — esegue una strategia standalone su range esteso ...

Script utility per validare OOS strategie discovered durante run Phase 2.5.
Carica un JSON strategia (formato Hypothesis output), fetcha OHLCV via
Cerbero, esegue BacktestEngine + FalsificationReport + AdversarialReport,
stampa metriche annualizzate (CAGR, Sharpe, max DD, Calmar).

Esempio:
    uv run python scripts/backtest_strategy.py /tmp/strategy.json \
        --start 2018-09-01 --end 2026-01-01 --label my-strategy

Validato sui top 2 genomi Phase 2.5 (flat-ablation e fitness-v2-combo):
flat-ablation top overfit su 7y (-37%), fitness-v2 top regge (+143% in 7y,
CAGR +12.8%). Conferma che strategie con time gate temporal feature
generalizzano meglio di strategie con SMA crossover hard-tied al regime
del training period.

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

2026-05-12 16:56:47 +02:00

..

__init__.py

feat(scripts): Phase 1 runner CLI entry point

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

backtest_strategy.py

feat(scripts): backtest_strategy.py — esegue una strategia standalone su range esteso

2026-05-12 16:56:47 +02:00

run_phase1.py

feat(fitness): v2 soft-kill opt-in (HIGH non hard non azzerano, applicano penalty)

2026-05-12 13:52:22 +02:00

smoke_run.py

refactor(protocol): swap S-expression grammar for strict JSON Schema

2026-05-10 21:17:26 +02:00