Implements comprehensive strategy comparison framework:
- StrategyMetrics dataclass for performance data
- PairwiseComparison for head-to-head analysis
- ComparisonResult with rankings and recommendations
- StrategyComparator main class
Features:
- Multi-criteria ranking (Sharpe, Sortino, returns, drawdown, etc.)
- Welch's t-test for statistical significance
- Summary statistics across all strategies
- Automated recommendations (volatility, drawdown, trade count warnings)
- Return distribution analysis with skew/kurtosis
- Ranking table generation with average rank calculation
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
Implements parallel scenario execution framework:
- ScenarioRunner with sequential, threaded, and process execution modes
- ScenarioConfig for configuring simulation parameters
- ScenarioResult for capturing simulation outcomes
- RunnerProgress for tracking execution progress
- Progress callbacks for real-time updates
- Cancellation support for long-running batches
- ScenarioBatchBuilder for parameter sweeps and variations
- Result aggregation with best/worst scenario identification
Features:
- Thread-safe parallel execution with configurable worker count
- FIFO result ordering preserved regardless of completion order
- Exception handling with graceful degradation
- Timeout support per scenario
- Cartesian product generation for parameter variations
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
Andrew Kaszubski