v1.2.0 - Docker 1-Click, Dynamic Slippage, Institutional Risk Metrics & Out-of-Sample Validation 🚀

🚀 Quant Backtest Pro v1.2.0 — Institutional Realism, 1-Click Docker & Out-of-Sample Validation

We are proud to release Quant Backtest Pro v1.2.0! This milestone introduces institutional quantitative analytics, market execution realism, out-of-sample forward testing, and complete containerization.

🌟 Highlights in v1.2.0

🐳 1-Click Docker Containerization & CI Test Gate

• Multi-Stage Dockerfile: High-performance Node.js 20 Alpine production build.
• docker-compose.yml: 1-command launch with SQLite volume persistence (docker compose up -d).
• Automated CI Test Gate: 101 automated test cases running on every commit via GitHub Actions.
• Official ROADMAP.md: Strategic milestone documentation from v1.0 to v2.0.

📊 Institutional Realism & Quant Risk Metrics

• Sortino Ratio: Downside deviation risk-adjusted return measurement.
• Calmar Ratio: Annualized return relative to Maximum Drawdown.
• System Quality Number (SQN - Van Tharp): Mathematical system reliability rating (Holy Grail 🏆, Excellent ⭐, Good 👍, Average, Poor ⚠️).
• Dynamic Slippage Model: Realistic market order slippage simulation.
• Overnight Swap Rates: Accurate financing fee deductions across 00:00 UTC.

🛡️ Out-of-Sample Walk-Forward Validation (Anti-Overfitting)

• Train/Test Split (70% IS / 30% OOS) in SL/TP Grid Optimizer.
• Efficiency Index & Robustness Rating (Robust ⭐, Moderate, Overfitted ⚠️) badges.

💾 Dataset Management & Cleaned CSV Export

• Multi-Batch Online Crawler: Paginated fetching up to 50,000 candles with date range filters.
• SQLite Dataset Library: 1-click loading and pre-seeded institutional datasets.
• Download CSV: 1-click export of sanitized historical price data.
• Time-Travel Replay Bar: Interactive calendar date-time picker with $O(\log N)$ Binary Search.

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🧪 Verification:

• 101 / 101 Automated Tests Passing (100%)
• TypeScript 0 errors, Vite production build verified