INNER CODE UNIT · Python

summary

initial-d/ml-quant-trading · src/mlquant/backtest/engine.py:51

    def summary(self) -> dict:
        return self.metrics

    def __repr__(self) -> str:                      # pragma: no cover
        m = self.metrics
        return (
            "BacktestResult("
            f"ann_return={m.get('ann_return', 0):.2%}, "
            f"sharpe={m.get('sharpe', 0):.2f}, "
            f"max_dd={m.get('max_dd', 0):.2%}, "
            f"turnover={m.get('turnover', 0):.2%})"
        )


def run_backtest(
    weights: np.ndarray,
    returns: np.ndarray,
    *,

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