1 Commits (a81b3a6ac4945f724281594024f9df9188f6a7fe)

Author SHA1 Message Date
I Luk Kim fb4fec7dac Unify BacktestRunner and PaperTradingEngine trade decision logic
Phase 1-4 of engine unification to eliminate research/live divergence.

Phase 1 — Scoring (event_detector.py):
  EventDetector now uses config's scoring_model (v5/v9 etc.) when
  event_v1 features are present (parse_confidence_overall not null).
  Falls back to compute_entry_score only for incomplete events.

Phase 2 — Execution config (execution.py):
  Extracted build_effective_execution_config() as shared function.
  BacktestRunner delegates to it. PaperTradingEngine can now use
  identical per-engine overrides, adaptive exit, tiered targets.

Phase 3 — Attention filtering (attention.py):
  New AttentionFilterService class extracted from BacktestRunner.
  Provides: engine_requires_attention, apply_filters, rescoring.
  BacktestRunner now delegates to this service.
  PaperTradingEngine can import and use the same service.

Phase 4 — Gap cap (execution.py):
  check_next_open_gap_cap() shared function for next-open gap rejection.

All 450 unit tests pass. Paper backtest verified working.

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