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Add walk-forward dashboard mode and a full robustness suite - #15

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sefaav merged 4 commits into
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feature/validation-and-dashboard-expansion
Aug 25, 2026
Merged

Add walk-forward dashboard mode and a full robustness suite#15
sefaav merged 4 commits into
mainfrom
feature/validation-and-dashboard-expansion

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@sefaav

@sefaav sefaav commented Aug 18, 2026

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  • Backtest/Walk-forward mode switch in the dashboard, with its own sidebar, live progress bar, and a Gross vs Net results section.
  • Backtest mode exposes missing_value_policy, volume-based slippage, and portfolio exposure/turnover/position caps.
  • Robustness tab: bootstrap, permutation test, and parameter sensitivity, individually or via "Run all" — attached to the HTML report. In Walk-forward mode, stress tests and sensitivity re-run the whole walk-forward selection process, not a plain backtest.
  • CLI: stress-test, bootstrap, permutation-test, sensitivity, and a robustness orchestrator, driven by a config's new robustness: block.
  • Dashboard captions explaining how to read bootstrap/permutation output.
  • Add Semgrep (p/ci ruleset) to pre-commit.
  • Fixes: CLI robustness commands no longer overwrite each other's saved artifacts; walk-forward OOS results are labelled correctly in reports instead of "full-sample"; smoother, more accurate progress-bar ETA.

- Backtest/Walk-forward mode switch in the dashboard, with its own
  sidebar, live progress bar, and a Gross vs Net results section.
- Backtest mode exposes missing_value_policy, volume-based slippage, and
  portfolio exposure/turnover/position caps.
- Robustness tab: bootstrap, permutation test, and parameter sensitivity,
  individually or via "Run all" — attached to the HTML report. In
  Walk-forward mode, stress tests and sensitivity re-run the whole
  walk-forward selection process, not a plain backtest.
- CLI: stress-test, bootstrap, permutation-test, sensitivity, and a
  robustness orchestrator, driven by a config's new `robustness:` block.
- Dashboard captions explaining how to read bootstrap/permutation output.
- Add Semgrep (p/ci ruleset) to pre-commit.
- Fixes: CLI robustness commands no longer overwrite each other's saved
  artifacts; walk-forward OOS results are labelled correctly in reports
  instead of "full-sample"; smoother, more accurate progress-bar ETA.
…hardening

- Checkpoint/resume for walk-forward, stress-test and sensitivity runs (CLI
  and dashboard): progress is saved to disk as it goes, so an interruption
  (Ctrl+C, crash, restart) resumes instead of starting over. New `--fresh`
  flag to discard a checkpoint and start clean.
- Live progress bar with ETA in the terminal too (walk-forward, stress-test,
  sensitivity, robustness), matching the dashboard's estimate.
- Pin GitHub Actions to commit SHAs and add a Dependabot cooldown, per
  Semgrep CI findings.
- Fix: a walk-forward report-regeneration test depended on the ambient git
  state instead of pinning it, so it failed on any non-clean checkout.
…d-dashboard-expansion

# Conflicts:
#	.github/workflows/semgrep.yml
@sefaav
sefaav merged commit 6f71f4b into main Aug 25, 2026
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2 participants