TradingAgents/tests/unit/backtest
Andrew Kaszubski 722b88d5b4 feat(backtest): add ResultsAnalyzer for metrics and trade analysis - Issue #43 (42 tests)
Implements comprehensive post-backtest analysis:
- TradeAnalysis, TradePattern, PerformanceBreakdown dataclasses
- RiskMetrics: Sharpe, Sortino, Calmar, VaR, CVaR, Ulcer index
- TradeStatistics: Win rate, profit factor, streaks, averages
- BenchmarkComparison: Alpha, beta, correlation, capture ratios
- DrawdownAnalysis: Underwater periods, recovery tracking
- AnalysisResult: Complete analysis output
- Monthly and yearly performance breakdown
- Best/worst trade identification

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2025-12-26 23:03:02 +11:00
..
test_backtest_engine.py feat(backtest): add BacktestEngine with slippage and commission models - Issue #42 (57 tests) 2025-12-26 22:55:18 +11:00
test_results_analyzer.py feat(backtest): add ResultsAnalyzer for metrics and trade analysis - Issue #43 (42 tests) 2025-12-26 23:03:02 +11:00