76eac65eb3
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> |
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| .. | ||
| agents | ||
| api | ||
| dataflows | ||
| execution | ||
| graph | ||
| memory | ||
| portfolio | ||
| simulation | ||
| spektiv | ||
| utils | ||
| default_config.py | ||