Phase 2: Backtesting engine#2
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Add the core backtesting framework: - Strategy interface: Signal enum (BUY/SELL/HOLD), Trade struct, abstract Strategy base class - BacktestEngine: configurable initial capital, commission, slippage, risk-per-trade; runs any Strategy against PriceHistory, computes equity curve and all metrics - Performance metrics: Sharpe ratio, Sortino ratio, Calmar ratio, max drawdown, trade statistics (win rate, profit factor, avg win/loss, hold duration) - MeanReversionStrategy: z-score based entry/exit with configurable lookback, entry threshold, and exit threshold 17/17 tests pass (14 existing + 3 new: test_performance, test_backtest_engine, test_mean_reversion_strategy).
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Summary
Test plan