2 Commits (95c6b499c4abe76f1cd2f44f0fc441e5aa875f32)

Author	SHA1	Message	Date
I Luk Kim	07bcfbe51d	Complete engine unification Phase 5-6: residual reserve + macro data ... Phase 5 — Engine selection (both entry paths): - Added residual_reserve_selected tracking between engines - Added prelimit amplification (5x) for attention-requiring engines - Added truncate_to parameter to select_candidates calls Matches BacktestRunner._select_candidates_for_date() behavior. Phase 6 — Macro data: - Added FRED series fetch (VIXCLS, BAMLH0A0HYM2) to _fetch_macro() - Matches SnapshotStore._fetch_macro() which loads from MacroObservation DB - Enables VIX/HY regime sizing in live paper trading All 6 phases of BacktestRunner ↔ PaperTradingEngine unification complete. 450 unit tests pass. Multi-strategy paper backtest verified. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	5 months ago
I Luk Kim	26ca89c058	Integrate shared trade logic into PaperTradingEngine (Phase 3-4 complete) ... 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>	5 months ago