fix(backtest): self-finance entries and include initial MDD high-water - #223
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Constrain buys by cash after entry fees and measure drawdown from an initial equity high-water of at least 1.0. Co-Authored-By: Claude <noreply@anthropic.com>
Update return/turnover expectations for fee-aware share sizing and the traded/(2*equity) turnover definition after the accounting fix. Co-authored-by: Cursor <cursoragent@cursor.com>
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Summary
lisiyi/audit-output/qsl-20260906审计整改批次Test plan