backtest-audit-kit 0.2.0__tar.gz → 0.2.1__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (25) hide show
  1. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/PKG-INFO +7 -3
  2. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/README.md +6 -2
  3. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/backtest_audit_kit.egg-info/PKG-INFO +7 -3
  4. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/pyproject.toml +1 -1
  5. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/LICENSE +0 -0
  6. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/auditkit/__init__.py +0 -0
  7. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/auditkit/checks/__init__.py +0 -0
  8. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/auditkit/checks/bust_revival.py +0 -0
  9. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/auditkit/checks/fees.py +0 -0
  10. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/auditkit/checks/invariants.py +0 -0
  11. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/auditkit/checks/lookahead.py +0 -0
  12. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/auditkit/checks/mutants.py +0 -0
  13. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/auditkit/cli.py +0 -0
  14. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/backtest_audit_kit.egg-info/SOURCES.txt +0 -0
  15. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/backtest_audit_kit.egg-info/dependency_links.txt +0 -0
  16. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/backtest_audit_kit.egg-info/entry_points.txt +0 -0
  17. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/backtest_audit_kit.egg-info/requires.txt +0 -0
  18. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/backtest_audit_kit.egg-info/top_level.txt +0 -0
  19. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/setup.cfg +0 -0
  20. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/tests/test_bust_revival.py +0 -0
  21. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/tests/test_cli.py +0 -0
  22. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/tests/test_fees.py +0 -0
  23. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/tests/test_invariants.py +0 -0
  24. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/tests/test_lookahead.py +0 -0
  25. {backtest_audit_kit-0.2.0 → backtest_audit_kit-0.2.1}/tests/test_mutants.py +0 -0
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: backtest-audit-kit
3
- Version: 0.2.0
3
+ Version: 0.2.1
4
4
  Summary: Audit a backtest: look-ahead lint, ledger invariants, mutation coverage, cost checks. Pure standard library.
5
5
  Author: rytjy
6
6
  License-Expression: MIT
@@ -84,7 +84,9 @@ of opinions.
84
84
  script for each problem. ② A minimal fix patch. ③ A before/after reconciliation
85
85
  of the headline numbers (win rate, net PnL, multiple, MDD, t-stat).
86
86
 
87
- **Three sample cases** — this page summarizes three of the eleven write-ups in `cases/`:
87
+ **Three sample cases** — this page summarizes three of the twelve write-ups in `cases/`:
88
+
89
+ New: [Case 12 — the same 333 trades, three verdicts](audits/2026-11-04-case12-multiscale.md). One trade list, one data file; it passes `--trials 20 --timeframes 1` (p=0.024) and fails the same line with `--timeframes 5` (N_eff=100, p=0.12). The third block counts the search we actually ran, 576 configurations, and fails on a single time frame. Three outputs, one screen, nothing hidden.
88
90
 
89
91
  1. **Look-ahead** — the exit scan ran on the entry bar, so every signal knew
90
92
  its outcome. Fixed: 91 trades / 90.1% / **+$214.37** → 26 trades / 65.4% /
@@ -166,7 +168,9 @@ profitable. No checker here predicts returns.
166
168
  **交付物承诺。** ① 按严重度排序的问题清单,每个问题配一个可运行的复现脚本。
167
169
  ② 最小修复补丁。③ 修复前后的对账数字(胜率 / 净利 / 倍数 / 回撤 / t 值)。
168
170
 
169
- **三个案例摘要**(本页只摘三份;`cases/` 里另有完整 11 份):
171
+ **三个案例摘要**(本页只摘三份;`cases/` 里另有完整 12 份):
172
+
173
+ 新增:[案例 12 —— 同一份 333 笔交易,三种判决](audits/2026-11-04-case12-multiscale.md)。一份交易表、一份数据:`--trials 20 --timeframes 1` 判 PASS(p=0.024),同一行加 `--timeframes 5` 判 FAIL(N_eff=100,p=0.12);第三块按我们实际扫过的 576 组算,单时间框架就 FAIL。三段输出同页,不藏的。
170
174
 
171
175
  1. **前视 bug** —— 出场扫描写在开仓 bar 的循环内,每个信号都提前知道结果。
172
176
  修复后:91 笔 / 90.1% / **+$214.37** → 26 笔 / 65.4% / **-$0.12**;tick 级
@@ -63,7 +63,9 @@ of opinions.
63
63
  script for each problem. ② A minimal fix patch. ③ A before/after reconciliation
64
64
  of the headline numbers (win rate, net PnL, multiple, MDD, t-stat).
65
65
 
66
- **Three sample cases** — this page summarizes three of the eleven write-ups in `cases/`:
66
+ **Three sample cases** — this page summarizes three of the twelve write-ups in `cases/`:
67
+
68
+ New: [Case 12 — the same 333 trades, three verdicts](audits/2026-11-04-case12-multiscale.md). One trade list, one data file; it passes `--trials 20 --timeframes 1` (p=0.024) and fails the same line with `--timeframes 5` (N_eff=100, p=0.12). The third block counts the search we actually ran, 576 configurations, and fails on a single time frame. Three outputs, one screen, nothing hidden.
67
69
 
68
70
  1. **Look-ahead** — the exit scan ran on the entry bar, so every signal knew
69
71
  its outcome. Fixed: 91 trades / 90.1% / **+$214.37** → 26 trades / 65.4% /
@@ -145,7 +147,9 @@ profitable. No checker here predicts returns.
145
147
  **交付物承诺。** ① 按严重度排序的问题清单,每个问题配一个可运行的复现脚本。
146
148
  ② 最小修复补丁。③ 修复前后的对账数字(胜率 / 净利 / 倍数 / 回撤 / t 值)。
147
149
 
148
- **三个案例摘要**(本页只摘三份;`cases/` 里另有完整 11 份):
150
+ **三个案例摘要**(本页只摘三份;`cases/` 里另有完整 12 份):
151
+
152
+ 新增:[案例 12 —— 同一份 333 笔交易,三种判决](audits/2026-11-04-case12-multiscale.md)。一份交易表、一份数据:`--trials 20 --timeframes 1` 判 PASS(p=0.024),同一行加 `--timeframes 5` 判 FAIL(N_eff=100,p=0.12);第三块按我们实际扫过的 576 组算,单时间框架就 FAIL。三段输出同页,不藏的。
149
153
 
150
154
  1. **前视 bug** —— 出场扫描写在开仓 bar 的循环内,每个信号都提前知道结果。
151
155
  修复后:91 笔 / 90.1% / **+$214.37** → 26 笔 / 65.4% / **-$0.12**;tick 级
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: backtest-audit-kit
3
- Version: 0.2.0
3
+ Version: 0.2.1
4
4
  Summary: Audit a backtest: look-ahead lint, ledger invariants, mutation coverage, cost checks. Pure standard library.
5
5
  Author: rytjy
6
6
  License-Expression: MIT
@@ -84,7 +84,9 @@ of opinions.
84
84
  script for each problem. ② A minimal fix patch. ③ A before/after reconciliation
85
85
  of the headline numbers (win rate, net PnL, multiple, MDD, t-stat).
86
86
 
87
- **Three sample cases** — this page summarizes three of the eleven write-ups in `cases/`:
87
+ **Three sample cases** — this page summarizes three of the twelve write-ups in `cases/`:
88
+
89
+ New: [Case 12 — the same 333 trades, three verdicts](audits/2026-11-04-case12-multiscale.md). One trade list, one data file; it passes `--trials 20 --timeframes 1` (p=0.024) and fails the same line with `--timeframes 5` (N_eff=100, p=0.12). The third block counts the search we actually ran, 576 configurations, and fails on a single time frame. Three outputs, one screen, nothing hidden.
88
90
 
89
91
  1. **Look-ahead** — the exit scan ran on the entry bar, so every signal knew
90
92
  its outcome. Fixed: 91 trades / 90.1% / **+$214.37** → 26 trades / 65.4% /
@@ -166,7 +168,9 @@ profitable. No checker here predicts returns.
166
168
  **交付物承诺。** ① 按严重度排序的问题清单,每个问题配一个可运行的复现脚本。
167
169
  ② 最小修复补丁。③ 修复前后的对账数字(胜率 / 净利 / 倍数 / 回撤 / t 值)。
168
170
 
169
- **三个案例摘要**(本页只摘三份;`cases/` 里另有完整 11 份):
171
+ **三个案例摘要**(本页只摘三份;`cases/` 里另有完整 12 份):
172
+
173
+ 新增:[案例 12 —— 同一份 333 笔交易,三种判决](audits/2026-11-04-case12-multiscale.md)。一份交易表、一份数据:`--trials 20 --timeframes 1` 判 PASS(p=0.024),同一行加 `--timeframes 5` 判 FAIL(N_eff=100,p=0.12);第三块按我们实际扫过的 576 组算,单时间框架就 FAIL。三段输出同页,不藏的。
170
174
 
171
175
  1. **前视 bug** —— 出场扫描写在开仓 bar 的循环内,每个信号都提前知道结果。
172
176
  修复后:91 笔 / 90.1% / **+$214.37** → 26 笔 / 65.4% / **-$0.12**;tick 级
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
4
4
 
5
5
  [project]
6
6
  name = "backtest-audit-kit"
7
- version = "0.2.0"
7
+ version = "0.2.1"
8
8
  description = "Audit a backtest: look-ahead lint, ledger invariants, mutation coverage, cost checks. Pure standard library."
9
9
  readme = "README.md"
10
10
  requires-python = ">=3.9"