3 Commits

Author	SHA1	Message	Date
Dominik Roth	9417a9e542	fix: cache yfinance misses, pass pre-fetched caps to all plot sims ... - _fetch_market_caps: parallel fetch (20 threads), skip tickers with '/', cache None results so missing tickers are never re-queried - simulate: fix prices.get() default from {} to ([], []) for bisect compat - plot_position_size: pass _signals/_market_caps to avoid per-sim refetch - plot_equity_curves: use tuple-based SPY price access - plots: regenerate all three (hp_sweep, equity_curves, position_size) - README: add position_size.png embed Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-05-27 11:50:47 +02:00
Dominik Roth	120a77aba3	plots: regenerate with cap-tier equity curves and SPY end-date fix ... - equity_curves.png: now shows large/mid/small cap tiers with Alpaca costs vs theoretical no-cost baseline; SPY clamped to last strategy data point - hp_sweep.png: updated to Alpaca zero-commission cost decomposition Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-05-26 18:54:07 +02:00
Dominik Roth	399f69b817	feat: HP sweep heatmap + equity curve plots, scam analysis in README ... - backtest/plot.py: generates two plots saved to plots/ - hp_sweep.png: 7x7 heatmap of holding_days x round-trip cost, showing annualised excess vs SPY and raw annualised return per cell - equity_curves.png: portfolio equity vs SPY for 4 cost scenarios - backtest/simulate.py: accept pre-loaded prices dict to avoid reloading on every sweep iteration; return equity_curve in result - main.py: add `plot` command - README: updated results section with Alpaca-specific cost breakdown (zero commission, costs are spread+slippage only); added honest analysis of why insidercopytrading.com-style services show outperformance that cannot be replicated in practice; note Alpaca integration not finished Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-05-26 17:59:18 +02:00