research: rebuild certified BTC/ETH feed + honest backtest harness

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- rebuilt BTC/ETH from Deribit mainnet (certified 1.7-1.9bps vs Coinbase)
- archived contaminated alt data to Old/data/raw
- add src/backtest/harness.py: leakage-free, fee-aware signal engine
  (entry at close[i], intrabar TP/SL, CAGR/Sharpe/DD/per-year/OOS)

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AdrianoDev

2026-06-19 18:41:15 +02:00

parent 14522262e6

commit 6b9c469832

7 changed files with 249 additions and 0 deletions

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