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feat(backtest): CN index ETF walk-forward pilot via BacktestOrchestrator#40

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feat/cn-index-walk-forward-pilot
Jul 8, 2026
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feat(backtest): CN index ETF walk-forward pilot via BacktestOrchestrator#40
Pigbibi merged 1 commit into
mainfrom
feat/cn-index-walk-forward-pilot

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@Pigbibi

@Pigbibi Pigbibi commented Jul 8, 2026

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Summary

  • Add CnProxyBacktestRunner adapter implementing QPK BacktestRunner
  • Add walk-forward pilot script for cn_index_etf_tactical_rotation
  • Compare orchestrator full-window vs direct runner (Sharpe/MDD delta == 0 on synthetic)

Test plan

  • pytest tests/test_orchestrator_runner.py -q (4 passed)
  • python scripts/run_cn_index_etf_walk_forward_pilot.py within_tolerance=true

Made with Cursor

…dex ETF

Co-Authored-By: Claude <noreply@anthropic.com>
Co-authored-by: Cursor <cursoragent@cursor.com>
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@Pigbibi Pigbibi enabled auto-merge (squash) July 8, 2026 15:38
@Pigbibi Pigbibi merged commit 448e0a2 into main Jul 8, 2026
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