backtest-audit Aliipou · PARTIAL
Statistical overfitting audit for algorithmic trading backtests. Deflated Sharpe Ratio, Probability of Backtest Overfitting, Monte Carlo permutation tests.
github.com/Aliipou/backtest-audit · ★ 7 · Forks 1 · Size 81 KB
SUMMARY
Technologies 16
Scored 12
Observed 12
Practices 6
Evidence 17
Skips 4
COVERAGE
Analyzed 40 files · 22 commits · 0 API calls
TECHNOLOGIES & DEPTH
Dockerfile LANGUAGE Depth 70
1 files · PRODUCTION
TOML LANGUAGE Depth 70
1 files · PRODUCTION
Markdown LANGUAGE Depth 70
4 files · PRODUCTION
YAML LANGUAGE Depth 70
3 files · PRODUCTION
Python LANGUAGE Depth 70
28 files · PRODUCTION
Poetry BUILD_TOOL Depth 80
1 files · CONFIGURATION
FastAPI FRAMEWORK Depth 58
1 files · PRODUCTION
HTTPX LIBRARY Depth —
0 files · config only
NumPy LIBRARY Depth 81
17 files · PRODUCTION, TEST
PostgreSQL DATABASE Depth 44
1 files · CONFIGURATION
Pydantic LIBRARY Depth 58
1 files · PRODUCTION
Ruff QUALITY Depth —
0 files · config only
Uvicorn LIBRARY Depth —
0 files · config only
mypy QUALITY Depth —
0 files · config only
pandas LIBRARY Depth 81
20 files · PRODUCTION, TEST
pytest TESTING Depth 74
11 files · PRODUCTION, TEST
PRACTICES
documentation · observedautomated_tests · observedcontinuous_integration · observedcontainerization · observedlinting · observedformatting · absent
ACTIVITY & OWNERSHIP
First commit 2026-03-24
Last commit 2026-05-17
Active months 2
Commits 22