2 Commits (main)

Author	SHA1	Message	Date
I Luk Kim	d7bfda039b	Add expanded ORB simulator features and metrics ... - orb_simulator.py: min_abs_gap_pct filter, premarket dollar vol filter, rolling_loss circuit breaker, drawdown_governor, streak_sizing, trailing_tighten_at_r, allow_doji/red_to_green breakout, abs_gap scoring for gainers_leader, ORBSimulationState, run_orb_simulation_with_state API - metrics.py: loss_containment_score and related metrics - features.py: enrich_daily_bars with gap_zscore, ATR ratio, range compression - domain.py: extended ORBStrategyParams with new fields - cache.py: DailyBarCache with merged parquet storage and coverage metadata - simulator.py: base simulator updates for new entry/exit mechanics - configs/intraday: updated orb_gainers_v23.yaml with canonical params - Added BLD to midlarge symbol snapshot Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	2aba6418e6	Add overlay engine, ranking models, snapshot pipelines, and research tools ... New libs: overlay curve builder, ranking models, continuation/merged snapshot export, intraday features. New tools: overlay evaluator, ranking model builder, deep evaluation, fullsplit batch runner. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	5 months ago