2 Commits

Author	SHA1	Message	Date
Andrew Kaszubski	bedb59bce0	feat(portfolio): add Performance Metrics with Sharpe, drawdown, returns - Issue #31 (63 tests) ... Implements comprehensive portfolio performance analytics: - Returns calculation (daily, monthly, yearly, cumulative) - Risk-adjusted metrics (Sharpe, Sortino, Calmar ratios) - Volatility and downside deviation - Drawdown analysis with period tracking - Trade statistics (win rate, profit factor, expectancy) - Benchmark comparison (alpha, beta, information ratio, tracking error) - Utility functions (CAGR, rolling returns, period aggregation) 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>	2025-12-26 21:44:15 +11:00
Andrew Kaszubski	6642047eaa	feat(portfolio): add Portfolio State for holdings and mark-to-market - Issue #29 (68 tests) ... Implements comprehensive portfolio state management: - Holding dataclass with long/short support and P&L calculations - CashBalance for multi-currency cash management - PortfolioState class with: - Real-time mark-to-market valuation - Multi-currency support with exchange rate conversion - Thread-safe state updates - Position tracking with average cost calculation - Portfolio snapshots for historical tracking - PriceProvider and ExchangeRateProvider protocols - Serialization/deserialization support 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>	2025-12-26 21:37:17 +11:00