feat(cli): add benchmark comparison to backtest output#48
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MB-Ndhlovu wants to merge 2 commits intoHKUDS:mainfrom
Open
feat(cli): add benchmark comparison to backtest output#48MB-Ndhlovu wants to merge 2 commits intoHKUDS:mainfrom
MB-Ndhlovu wants to merge 2 commits intoHKUDS:mainfrom
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- Add benchmark.py: resolve + fetch benchmark tickers (SPY, CSI 300, etc.) via yfinance based on market type inference - Modify engines/base.py: inject external benchmark via config['benchmark'] ticker, replacing equal-weight market proxy with real benchmark returns - Modify cli.py: add _build_benchmark_table() and benchmark panel in _print_result() showing ticker, benchmark return, excess return, and information ratio
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-- Add benchmark.py: resolve + fetch benchmark tickers (SPY, CSI 300, etc.) via yfinance based on market type inference
Summary
Why
Changes
Test Plan
pytest --ignore=agent/tests/e2e_backtest --tb=short -q)Checklist
src/agent/,src/session/,src/providers/) without prior discussion