need commit to update repository

This commit is contained in:
DaM
2026-03-09 07:59:49 +01:00
parent ca36383bb3
commit f3de09067e
27 changed files with 1134 additions and 459 deletions

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@@ -23,9 +23,8 @@ from src.risk.sizing.percent_risk import PercentRiskSizer
# Strategy registry (con metadata de parámetros)
# --------------------------------------------------
from src.strategies.registry import STRATEGY_REGISTRY
from src.strategies.moving_average import MovingAverageCrossover
from src.strategies.rsi_strategy import RSIStrategy
from src.strategies.buy_and_hold import BuyAndHold
from src.strategies.ma_crossover import MovingAverageCrossover
from src.strategies.rsi_reversion import RSIStrategy
# --------------------------------------------------
# Helpers
@@ -278,10 +277,19 @@ def inspect_strategies_config(
# Regime analysis is market-level (shared by all strategies for the same WF config)
regime_cfg = TrendScoreConfig()
if payload.strategies:
probe_sid = payload.strategies[0].strategy_id
probe_class = STRATEGY_REGISTRY.get(probe_sid, MovingAverageCrossover)
probe_params = dict(payload.strategies[0].parameters or {})
else:
probe_class = MovingAverageCrossover
probe_params = {}
wf_probe = WalkForwardValidator(
strategy_class=BuyAndHold,
strategy_class=probe_class,
param_grid=None,
fixed_params={},
fixed_params=probe_params,
data=df,
train_window=train_td,
test_window=test_td,
@@ -293,6 +301,7 @@ def inspect_strategies_config(
stop_loss=stop_loss,
verbose=False,
)
wf_windows = wf_probe._generate_windows()
regime_bundle = compute_regimes_for_windows(df, wf_windows, config=regime_cfg)
regime_by_window = {int(r["window"]): r for r in regime_bundle["by_window"]}