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Include initial wealth in drawdowns and ship default configuration in wheels - #3
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October 12, 2026 00:02
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A first-period loss became the first wealth peak, so returns [-20%, +10%] reported zero drawdown despite ending 12% below initial wealth. Include starting capital in drawdown statistics, rolling metrics, episode tables and report charts; immediate total loss remains a 100% drawdown.
A normal wheel install outside the checkout also failed to find configs/default.yaml. Bundle identical defaults inside the package, preserving editable-checkout and explicit-file selection. Add Windows Python 3.12 fast checks and direct PowerShell setup.
Validation: all 1,273 tests pass locally (1,261 fast and 12 full pipeline/API cases), financial/chart/config regressions pass, and Ruff, formatting, mypy and documentation checks pass. A built wheel loads its defaults and executes the complete 2019–2024 research pipeline, producing a self-contained HTML report outside the source checkout. Full pipeline/API checks are retained in GitHub CI.