This is a repo that contains a variety of robustness tests for trading systems.
Head over to the [Robustness Testing.ipynb](notebooks/Robustness Testing.ipynb) notebook for a step-by-step guide on how to use the framework.
- Add more tests
- Productionize the robustness testing framework in a form of a package, allowing for easy integration with the AlphaGen framework and in general, ease-of-use for the user. The outcome should be as simple as importing the package and calling a function to run a test on a given strategy.