smaug/backtest
Dominik Roth d0e98b9cb7 feat: cap-tier filtering, Alpaca cost model, README cleanup
- simulate.py: --cap-tier large|mid|small|micro; yfinance market cap fetch
  with DB cache (ticker_meta table); argv fix for main.py dispatch
- plot.py: equity curves now show cap tiers with Alpaca costs (zero commission);
  HP sweep uses Alpaca cost decomposition; SPY line clamped to last strategy date
- db/models.py: TickerMeta table
- db/db.py: get_cached_market_caps, upsert_market_caps
- README: add --cap-tier to simulate docs; backfill note (~3 days for 2 years
  at SEC 10 req/s limit); remove duplicate setup block; remove em-dashes in prose;
  results table tilde estimates to be updated once cap-tier sims complete

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-26 18:10:09 +02:00
..
__init__.py feat: add PLAN.md and insider copytrade POC implementation 2026-05-04 16:15:22 +00:00
backtest.py fix(backtest): squeeze yfinance Close series to avoid DataFrame iteration error 2026-05-26 17:49:05 +02:00
plot.py feat: cap-tier filtering, Alpaca cost model, README cleanup 2026-05-26 18:10:09 +02:00
simulate.py feat: cap-tier filtering, Alpaca cost model, README cleanup 2026-05-26 18:10:09 +02:00