A deterministic event-driven strategy prototype with position sizing, turnover-based transaction costs, an equity curve, and portfolio-risk summaries.
Run python3 run.py to write reports/metrics.json. The example reports annualized return and volatility, Sharpe ratio, maximum drawdown, position changes, and turnover.
Run the smoke test with python3 -m unittest discover -s tests -v. The report images were generated from these metrics by the portfolio's shared screenshot script.
All returns are generated synthetic observations; this prototype is not a market-data backtest or evidence of strategy performance.