Prepare v0.1.x release candidate @codex#4
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andywkff
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💡 Codex Review
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Reviewed commit: eb7e3f23b3
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| let totalTrades = normalizedReports.reduce(0) { partial, pair in | ||
| partial + (pair.0.summary?.metrics.tradeCount ?? 0) | ||
| } | ||
| let weightedWinRate: Double | ||
| if totalTrades > 0 { | ||
| weightedWinRate = normalizedReports.reduce(0) { partial, pair in | ||
| let trades = pair.0.summary?.metrics.tradeCount ?? 0 | ||
| let wins = Double(trades) * (pair.0.summary?.metrics.winRate ?? 0) | ||
| return partial + wins | ||
| } / Double(totalTrades) |
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The portfolio summary currently computes tradeCount and the totalTrades > 0 win-rate branch from raw sleeve trade totals without using resolvedWeight, so sleeves with zero (or tiny) allocation still influence these headline metrics. For example, with explicit weights like [1, 0], return metrics reflect only the first sleeve but win rate and trade count still include the second sleeve’s trades, producing inconsistent and misleading portfolio-level results for optimization/comparison workflows.
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Pull request created by Codex.
Summary
v0.1.xrelease metadata, roadmap state, and release notesVerification
swift buildswift build -c releaseswift testswift run BacktestingKitTrialDemoRemaining release decision
v0.1.1or merge tomainfirst