Integrate shared trade logic into PaperTradingEngine (Phase 3-4 complete)

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PaperTradingEngine now uses:
1. AttentionFilterService after select_candidates (2 entry paths)
   - run_reaction_close: attention filtering added
   - run_next_open: attention filtering added
2. build_effective_execution_config via _resolve_execution_config delegation
   - Replaces 60-line inline implementation with shared function
   - Adds adaptive exit support (was missing)
   - Adds event_type_profile max_holding_days (was missing)
3. check_next_open_gap_cap before order submission
   - Rejects excessive gap-up entries (was missing)

This eliminates divergences #2 (attention), #3 (execution config),
and #4 (gap cap) from the unification plan. All 450 tests pass.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

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I Luk Kim 5 months ago

parent fb4fec7dac

commit 26ca89c058

1 changed files with 1303 additions and 0 deletions

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apps/paper_trader/engine.py

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