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fix: log skipped audit components, name CVSS fallback constant, clean internal workflow files
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
1 parent 5cb32cd commit a321991

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Lines changed: 9 additions & 122 deletions

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ANTI_GARBAGE_CHECKLIST.md

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src/backtest_audit/auditor.py

Lines changed: 9 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -15,10 +15,13 @@
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from __future__ import annotations
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import logging
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from dataclasses import dataclass, field
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import pandas as pd
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logger = logging.getLogger(__name__)
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from .deflated_sharpe import deflated_sharpe_ratio
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from .economic_significance import EconomicSignificanceResult, economic_significance
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from .monte_carlo import monte_carlo_permutation_test
@@ -445,7 +448,8 @@ def run_all(
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if include_walk_forward and len(self._returns) >= (wf_n_splits + 1) * 20:
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try:
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wf = self.run_walk_forward(n_splits=wf_n_splits, periods_per_year=periods_per_year)
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except ValueError:
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except ValueError as exc:
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logger.debug("walk_forward skipped due to insufficient data: %s", exc)
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wf = None
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regime = None
@@ -455,14 +459,16 @@ def run_all(
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periods_per_year=periods_per_year,
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n_permutations=min(n_permutations, 200),
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)
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except ValueError:
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except ValueError as exc:
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logger.debug("regime_audit skipped due to insufficient data: %s", exc)
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regime = None
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rob = None
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if include_robustness and len(self._returns) >= 10:
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try:
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rob = self.run_robustness(periods_per_year=periods_per_year)
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except ValueError:
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except ValueError as exc:
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logger.debug("robustness skipped due to insufficient data: %s", exc)
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rob = None
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return AuditReport(

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