Portfolio Optimiser v1.1

Version 1.1 introduces modularisation, a cleaner architecture, a backtest module, and a significant usability upgrade:

1. Modular Code Structure

Core logic is now split across:

• portfolio_optimiser_v1.1.py (main script)
• utils.py (core functions and definitions)
• test_backtest.py (unit and sanity tests)

2. Yahoo Finance Integration

No need to fetch your own historical data (but you still can if you prefer it that way!).

• Automatic price data fetching from Yahoo Finance via the yfinance package.
• Local caching added to avoid redundant downloads on re-runs (saves data in yahoo_cache/).

3. Backtest Module with Key Metrics

The most important addition of this release!

• Test strategies over time and calculate the cumulated P&L
• Prints CAGR, annualised volatility, Sharpe/Sortino ratios and Max Drawdown for each asset.

4. Test File Added: test_backtest.py

Contains unit tests and sanity checks for optimisation structure and numerical stability.
Useful for debugging edge cases or validating results after code updates