backtest: implement walk-forward optimization and grid search#13

Merged

marwinsteiner merged 7 commits intomainfrom

phase-4/optimize

Feb 22, 2026

Commits on Feb 22, 2026

backtest: add optimize.py wireframe with stubs and type annotations
marwinsteiner
committed
backtest: implement ParameterGrid with Cartesian product iteration
marwinsteiner
committed
backtest: add GridSearchResult and WalkForwardResult Pydantic models
marwinsteiner
committed
backtest: implement grid_search with metric-based parameter optimization
marwinsteiner
committed
backtest: implement TimeSeriesSplit expanding window helper
marwinsteiner
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backtest: implement walk_forward with expanding window optimization
marwinsteiner
committed
backtest: add edge case tests and cleanup for optimize module
marwinsteiner
committed