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