 lxy
|
91a6c2a477
fix: include tail mtm in drawdown
|
il y a 1 mois |
|
lxy
|
155d9f709c
fix: mark open positions to market in summary
|
il y a 1 mois |
|
lxy
|
dd74d8fc81
fix: track open-trade drawdown in backtest
|
il y a 1 mois |
|
lxy
|
b49d9deaa7
fix: restore true fixed-window sma semantics
|
il y a 1 mois |
|
lxy
|
aa30647eb0
fix: restore deterministic 20-30 sma contract
|
il y a 1 mois |
|
lxy
|
40e7ac25f1
fix: require real sma crossovers in backtest
|
il y a 1 mois |
|
lxy
|
2bbaa55b9d
feat: add deterministic sma backtest engine
|
il y a 1 mois |
