TradingAgents/tradingagents
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
..
agents feat(memory): add memory integration for agent prompts - Fixes #21 2025-12-26 20:40:21 +11:00
alerts feat(alerts): add SMS channel with Twilio integration - Issue #41 (59 tests) 2025-12-26 22:48:00 +11:00
api feat(db): add Trade model with CGT tracking and Australian FY support (#6) - TradeSide/TradeStatus/TradeOrderType enums, 50% discount for >12mo holdings, multi-currency FX, 87 tests 2025-12-26 14:46:06 +11:00
backtest feat(backtest): add ResultsAnalyzer for metrics and trade analysis - Issue #43 (42 tests) 2025-12-26 23:03:02 +11:00
dataflows feat(dataflows): add data caching layer with rate limit awareness - Fixes #12 2025-12-26 16:51:48 +11:00
execution feat(execution): add Risk Controls for pre-trade validation - Issue #28 (45 tests) 2025-12-26 21:29:14 +11:00
graph feat(graph): integrate new analysts into workflow - Fixes #17 2025-12-26 20:11:28 +11:00
memory feat(memory): add memory integration for agent prompts - Fixes #21 2025-12-26 20:40:21 +11:00
portfolio feat(portfolio): add Australian CGT Calculator with 50% discount - Issue #32 (66 tests) 2025-12-26 21:53:27 +11:00
simulation feat(simulation): add Economic Conditions for regime tagging and evaluation - Issue #35 (53 tests) 2025-12-26 22:13:34 +11:00
spektiv feat(portfolio): add Portfolio State for holdings and mark-to-market - Issue #29 (68 tests) 2025-12-26 21:37:17 +11:00
strategy feat(strategy): add Strategy Executor for end-to-end orchestration - Issue #37 (37 tests) 2025-12-26 22:29:20 +11:00
utils feat(tests): add UAT and evaluation tests for agent outputs - Fixes #53 2025-12-26 11:38:37 +11:00
default_config.py feat(llm): add DeepSeek provider and HuggingFace embedding fallback (Issue #41) 2025-12-26 11:07:48 +11:00