Derive return metrics from Portfolio and guard HHI range - #115
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Wire Portfolio.record_value() into the simulation loop so the per-day valuation series is tracked on the portfolio, and derive Sharpe ratio, ROI, max drawdown, and annualized return from Portfolio.calculate_returns() instead of the ad-hoc computation in the trainer closure. Document the HHI renormalization divergence from the seed's raw-fraction form (which can go negative for cash-heavy portfolios) and add a regression test pinning hhi_normalized to [0, 1].
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Summary
Portfolio.record_value()into the simulation loop so the per-day valuation series is tracked on the portfolio itself.Portfolio.calculate_returns()in the trainer closure instead of an ad-hoc computation.hhi_normalizedto[0, 1].Testing