llm-quant/app/backtest/metrics.py
2025-09-26 18:21:25 +08:00

20 lines
399 B
Python

"""Performance metric utilities."""
from __future__ import annotations
from dataclasses import dataclass
from typing import Iterable, List
@dataclass
class Metric:
name: str
value: float
description: str
def compute_nav_metrics(nav_series: Iterable[float]) -> List[Metric]:
"""Compute core statistics such as CAGR, Sharpe, and max drawdown."""
_ = nav_series
return []