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feat: Add backtesting parameter sweep support and related functionality

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zwitschi
2026-06-02 08:44:10 +02:00
parent 8ef8dc801d
commit f612c8533a
6 changed files with 685 additions and 7 deletions
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CHANGELOG.md
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@@ -18,6 +18,9 @@
- Added synthetic latency profiler scenarios and CLI scripts for baseline generation and regression checks.
- Added latency baseline/threshold artifacts and CI latency guardrail enforcement.
- Added deterministic replay backtesting engine, CLI script, and unit coverage for JSONL event replay.
- Added backtesting parameter sweep support (`scripts/backtest_sweep.py`) for theta, trade-capital, pair-universe, and staleness-threshold grid search.
- Added persisted sweep artifacts with ranked in-sample/out-of-sample results and promotion-ready candidate reporting.
- Added out-of-sample overfit guards via train/test time-window split and generalization-gap checks.
- Added dashboard controls for tradable pair universe selection and strategy mode/parameter configuration.
### Changed