Issues

• The strategy callable is untyped everywhere despite py.typed being shipped

  algo123-him/algorithm-framework-tester#15 · Filter by author algotester123 opened on Jul 29, 2026

• No CLI — the package installs but has no runnable entry point

  algo123-him/algorithm-framework-tester#14 · Filter by author algotester123 opened on Jul 29, 2026

• DSR fallback variance is anti-conservative and undisclosed in the returned result

  algo123-him/algorithm-framework-tester#13 · Filter by author algotester123 opened on Jul 29, 2026

• Scorecard omits tail risk — no CVaR, tail ratio, skew/kurtosis, or drawdown recovery time

  algo123-him/algorithm-framework-tester#12 · Filter by author algotester123 opened on Jul 29, 2026

• DataView.returns injects a synthetic 0% on the first observation

  algo123-him/algorithm-framework-tester#11 · Filter by author algotester123 opened on Jul 29, 2026

• Add PBO via CSCV to cover the parameter-grid case the deflated Sharpe can't

  algo123-him/algorithm-framework-tester#10 · Filter by author algotester123 opened on Jul 29, 2026

• sharpe/sortino return 0.0 on degenerate input while cagr returns NaN — inconsistent and dangerous

  algo123-him/algorithm-framework-tester#9 · Filter by author algotester123 opened on Jul 29, 2026

• Data layer is hard-wired to yfinance — no way to inject another source, and no survivorship-bias warning

  algo123-him/algorithm-framework-tester#8 · Filter by author algotester123 opened on Jul 29, 2026

• Single flat cost_per_side charges a T-bill sleeve the same spread as an emerging-market ETF

  algo123-him/algorithm-framework-tester#7 · Filter by author algotester123 opened on Jul 29, 2026

• README references walk-forward validation but the framework ships no walk-forward tool

  algo123-him/algorithm-framework-tester#6 · Filter by author algotester123 opened on Jul 29, 2026

• Deflated Sharpe corrects one strategy at a time — no batch multiple-comparison control (Holm / BH-FDR)

  algo123-him/algorithm-framework-tester#5 · Filter by author algotester123 opened on Jul 29, 2026

• Block bootstrap uses a fixed block length — add stationary bootstrap and a sensitivity sweep

  algo123-him/algorithm-framework-tester#4 · Filter by author algotester123 opened on Jul 29, 2026

• No benchmark-relative metrics (information ratio, tracking error, beta)

  algo123-him/algorithm-framework-tester#3 · Filter by author algotester123 opened on Jul 29, 2026

• Sharpe and Sortino assume a zero risk-free rate

  algo123-him/algorithm-framework-tester#2 · Filter by author algotester123 opened on Jul 29, 2026

• Engine hard-codes monthly rebalancing — frequency is not testable

  algo123-him/algorithm-framework-tester#1 · Filter by author algotester123 opened on Jul 29, 2026