feat: Rotation-Walk-Forward-CLI (gemeinsame OOS-Aggregation extrahiert)

aggregateOos() aus runWalkForward herausgezogen und exportiert; beide
Walk-Forward-Varianten (Donchian + Rotation) nutzen dieselbe OOS-Logik.
Neues Script rotation-walkforward.ts mit identischem Report-Format und
Persistenz in backtest_runs (kind='rotation-walkforward').
package.json: "rotation"-Script ergänzt.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
2026-06-09 22:09:22 +00:00
parent b7e81374f1
commit 29000a2bba
3 changed files with 147 additions and 24 deletions

View File

@@ -6,6 +6,7 @@
"test": "bun test",
"backfill": "bun run src/server/scripts/backfill.ts",
"walkforward": "bun run src/server/scripts/walkforward.ts",
"rotation": "bun run src/server/scripts/rotation-walkforward.ts",
"db:generate": "bunx drizzle-kit generate",
"db:migrate": "bun run src/server/db/migrate.ts"
},