v1.5.0 — Strategy Generator & Backtest Verifier

v1.5.0 — Strategy Generator & Backtest Verifier

🚀 Features

• Runtime Backtest Verifier — 10 mathematical invariants checked in <1ms on every backtest
• Continuous Strategy Generator — predix generate-strategies CLI with auto-ensemble
• OOS by Default — Walk-forward validation enabled by default in backtest_signal_ftmo
• Multi-Timeframe — Strategies validated on 1min, 5min, 15min, 1h
• Rolling Stability Check — 12-month Sharpe must never go negative
• Auto-Ensemble — Sharpe-weighted combination of top strategies

🔧 Fixes

• Sharpe/MaxDD/WinRate corrected (were computing on raw factors instead of strategy returns)
• Kronos factor skipped on GPUs < 20GB (shared with llama-server)
• Path-injection security fix (os.path.realpath → pathlib.resolve)
• import sys added to _save_factor_values (was silently failing)

📊 Tests

• 630 tests, 0 failures (up from 73)
• Property-based testing with Hypothesis
• Ground-truth verification (hand-computed vs backtest)
• Cross-implementation validation (3 evaluators compared)
• Robustness: slippage, latency, Monte-Carlo reshuffle, OOS stress
• Runtime verifier fuzzing

📄 License

• Changed from MIT to AGPL-3.0