feat: finalize portfolio system and quantitative validation- Finalized MA_Crossover(30,100) and TrendFiltered_MA(30,100,ADX=15)

- Implemented portfolio engine with risk-based allocation (50/50)
- Added equity-based metrics for system-level evaluation
- Validated portfolio against standalone strategies
- Reduced max drawdown and volatility at system level
- Quantitative decision closed before paper trading phase
This commit is contained in:
DaM
2026-02-02 14:38:05 +01:00
parent c569170fcc
commit f85c522f22
53 changed files with 2389 additions and 104 deletions

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@@ -12,7 +12,7 @@ import pandas as pd
sys.path.insert(0, str(Path(__file__).parent.parent))
from src.data.storage import StorageManager
from src.backtest.walk_forward import WalkForwardValidator
from src.core.walk_forward import WalkForwardValidator
from src.strategies import MovingAverageCrossover
def setup_environment():