Add Zipline Backtesting Environment with ClassicModel Integration

[laurentvv]

This branch introduces a complete algorithmic backtesting pipeline using zipline-reloaded.

Features included:

1. Data Ingestion (backtests/fetch_data.py): Fetches historical data from Yahoo Finance and formats it as a custom Zipline bundle (csvdir_equities).
2. Data Filtering (backtests/filter_csv.py): Resolves specific data anomalies required by Zipline (like missing dates causing misalignment or capping the WTI negative prices of April 2020 which break Zipline's uint32 casting).
3. Backtest Runner (backtests/run_zipline_backtest.py):
   • Dynamically pre-trains the system's ClassicModel on pre-backtest windows.
   • Executes day-by-day simulations, recreating technical indicators on rolling windows.
   • Applies the explicit user rule: "Never sell at a loss, always HOLD".
   • Outputs a summary table comparing the Model's performance against a passive "Buy and Hold" strategy and generates a plot (*_backtest.png).
4. Pre-commit: Pre-commit hooks run and fixed linting / trailing whitespaces across all the files.

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PR created automatically by Jules for task 1715705710406165164 started by @laurentvv

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[kilo-code-bot]

CRITICAL: Deprecated pandas fillna(method=...) syntax

The fillna(method="bfill", inplace=True) syntax was deprecated in pandas 2.0 and removed in pandas 3.0. Since the project uses pandas 2.2.3, this should use df.bfill(inplace=True) instead.

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_{Reply with @kilocode-bot fix it to have Kilo Code address this issue.}

[kilo-code-bot]

Code Review Summary

Status: No Issues Found | Recommendation: Merge

The previous CRITICAL issue about deprecated pandas fillna(method="bfill"...) syntax has been resolved. The code now correctly uses .bfill() on line 74.

No new issues found in the incremental changes (whitespace fixes and new file additions only).

Files Reviewed (11 files)

• backtests/run_zipline_backtest.py - 0 issues (previous issue resolved)
• backtests/fetch_data.py - new file, no issues
• backtests/filter_csv.py - new file, no issues
• backtests/test_zipline.py - new file, no issues
• Other modified files - whitespace/trailing newline fixes only

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_{Reviewed by laguna-m.1-20260312:free · 139,456 tokens}