2 Commits (3c65c72a729ae12fb061bfd55bfc2affd2f4d722)

Author SHA1 Message Date
I Luk Kim 3c65c72a72 Auto-refresh snapshot when paper backtest end_date exceeds snapshot coverage
When `fithia2 paper backtest --end <date>` requests a date beyond the
snapshot's latest event, automatically runs the pipeline:
1. Filing poller (discover new 8-Ks)
2. Filing fetcher (download exhibits)
3. Event parser (parse events)
4. Feature builder (compute features)
5. Label generator (compute labels)
6. Dataset export (re-generate Parquet snapshot)

Staleness check: snapshot is stale if its latest event_date is >14 days
before the requested end_date, or if the manifest is >7 days old.

If refresh fails, falls back to existing snapshot data gracefully.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
5 months ago
I Luk Kim d7ecaf97dc Refactor paper backtest to use BacktestRunner — eliminates engine divergence
Major refactor: `fithia2 paper backtest` now uses the exact same
BacktestRunner + SnapshotStore pipeline as `apps/backtester/run.py`.

Before: PaperTradingEngine + EventDetector + MockBroker
  - Different scoring (compute_entry_score vs config scoring_model)
  - Different data source (DB + Oracle vs Parquet snapshot)
  - Different feature computation (real-time vs pipeline)
  → Config gate changes didn't take effect in paper backtest

After: BacktestRunner + SnapshotStore (Parquet)
  - Identical scoring, engine matching, position sizing
  - Same Parquet data as research backtester
  - Config changes work identically in both systems

Trade output format preserved for reporter.py compatibility.
PaperTradingEngine still used for live Alpaca trading (unchanged).

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