Fix env typos, expose strategies, and extend metrics tests

Author: edarchimbaud

.env.example

@@ -1,6 +1,6 @@
 # Example environment file for pwb-alphaevolve
 # Copy to `.env` and edit as needed. Values left blank will fall back to
-# defaults specified in `alpha_trader/config.py`.
+# defaults specified in `alphaevolve/config.py`.
 
 # ---------------------------------------------------------------------------
 # OpenAI configuration
@@ -9,7 +9,7 @@
 # Your OpenAI API key (required for live evolution)
 OPENAI_API_KEY=
 
-# Chat model name (default "o3")
+# Chat model name (default "o3-mini")
 OPENAI_MODEL=o3-mini
 
 # Maximum tokens for each response (default 4096)
@@ -19,7 +19,7 @@ MAX_COMPLETION_TOKENS=4096
 # Data & storage
 # ---------------------------------------------------------------------------
 
-# Path to the SQLite database (default \~/.alpha\_trader/programs.db)
+# Path to the SQLite database (default \~/.alphaevolve/programs.db)
 
 SQLITE_DB="~/.alphaevolve/programs.db"
 

alphaevolve/__init__.py

@@ -1,6 +1,7 @@
 """PWB AlphaEvolve package - discover & evolve trading strategies."""
 
 from .engine import AlphaEvolve, Strategy
+from . import strategies
 
 __all__ = [
  "AlphaEvolve",

tests/test_metrics.py

@@ -3,6 +3,7 @@
 import pytest
 
 np = pytest.importorskip("numpy")
+pd = pytest.importorskip("pandas")
 
 spec = importlib.util.spec_from_file_location(
  "metrics", "alphaevolve/evaluator/metrics.py"
@@ -13,3 +14,15 @@
 
 def test_sharpe_short_series_returns_zero():
  assert metrics.sharpe(np.array([0.01])) == 0.0
+
+
+def test_max_drawdown():
+ curve = np.array([100, 120, 80, 130], dtype=float)
+ series = pd.Series(curve)
+ assert metrics.max_drawdown(series) == pytest.approx(-1 / 3)
+
+
+def test_cagr_simple_case():
+ curve = pd.Series([1.0, 2.0])
+ result = metrics.cagr(curve, periods_per_year=1)
+ assert result == pytest.approx(np.sqrt(2) - 1)