Andrew Kaszubski
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b54d6baa73
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feat(simulation): add Economic Conditions for regime tagging and evaluation - Issue #35 (53 tests)
Implements comprehensive economic and market regime analysis:
- MarketRegime enum (BULL, MODERATE_BULL, SIDEWAYS, MODERATE_BEAR, BEAR)
- VolatilityRegime enum (LOW, NORMAL, ELEVATED, HIGH)
- RegimeDetector class for market/volatility regime detection
- RegimeEvaluator for strategy performance by regime
Features:
- Statistical regime detection from return series
- Trend strength and confidence assessment
- Rolling window regime tagging
- Performance breakdown by market regime
- Performance breakdown by volatility regime
- Regime transition detection and tracking
- Regime-specific strategy recommendations
- Overall regime score and adaptability metrics
- Comprehensive report generation
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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2025-12-26 22:13:34 +11:00 |