Yaojia Wang
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e798fce6a8
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feat: add quant layer, portfolio-review, and strategy-backtest skills
continuous-integration/drone/push Build is passing
fundamental-analysis: added statistical risk layer
- normality test (Jarque-Bera) — validates Sharpe/VaR reliability
- unit root test (ADF) — validates technical analysis applicability
- rolling skew/kurtosis — tail risk monitoring
- interpretation rules for crash risk detection
portfolio-review (NEW): portfolio health check and similarity search
- HRP optimization, correlation matrix, risk parity weights
- t-SNE clustering for hidden correlations
- stock similarity search for diversification
- rule-engine BUY_MORE/HOLD/SELL per holding
strategy-backtest (NEW): historical strategy validation
- SMA crossover, RSI mean-reversion, buy-and-hold, momentum
- comparison framework with Sharpe, max DD, win rate
- validation workflow for trade-analyze recommendations
Coverage: 67% → 79% of API endpoints (104/131)
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2026-03-21 19:19:40 +01:00 |
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