canli-validation-mcp 0.15.0 → 0.16.0
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package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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{
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"name": "canli-validation-mcp",
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-
"version": "0.
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+
"version": "0.16.0",
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"description": "Check whether a backtest is real: deflated Sharpe, CSCV probability of backtest overfitting, minimum track record and backtest length, haircut Sharpe and luck-equivalent trials, as an MCP server. Local mode, hosted endpoint, signed receipts.",
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"keywords": [
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"mcp",
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@@ -456,6 +456,9 @@ export function runBacktest({ prices, family, grid = {}, periods_per_year: ppy =
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top: shown.map((r) => [...spec.params.map((k) => r.params[k]), r.metrics.sharpe, r.metrics.cagr, r.metrics.max_drawdown, r.metrics.turnover_per_year]),
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},
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selected: { params: best.params, metrics: best.metrics },
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// Every variant's annualized Sharpe, best first as in top, so a server that counts trials across a session
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// (canli-mcp's luck) counts each variant run and not one, as with canli-quant-mcp's strategy_sweep.
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every_trial: { sharpes: ranked.filter((r) => r.metrics.sharpe !== null).map((r) => r.metrics.sharpe), periods: evaluated, periods_per_year: Number(ppy) },
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buy_and_hold: performance(buyHold.returns, ppy),
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validation,
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plain_reading: reading(family, runs.length, best, validation, performance(buyHold.returns, ppy)),
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