b98442b28a
Add paper trader improvements, web GUI updates, and experiment registry cleanup
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- Paper trader: Alpaca broker fixes, catchup-thread state improvements
- Web GUI: intraday backtest duplicate run button, paper trading fixes
- Experiment registry: cleanup old v15/v16 experiments, update index
- Tests: Oracle client test additions
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
b3ba914a8d
Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314)
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Key changes from v7.314 baseline (CW 2012%, SQS 90.0):
- max_position_value_pct 15→25, non_a_tier_target_1_fraction 0.2→0
- max_daily_new_risk_pct 30→50 (via v7.330, CW champion 2148%)
- bullish_raised_recovery per_trade_risk_pct 0.71→0.55 (DD improvement)
- bullish_raised_recovery max_holding_days 12→10 (sweet spot, +98pp CW)
Result: v7.356 CW 2159% (+147pp), SQS 90.7 (+0.7), risk 66.2 (+2.9), robustness 94.3 (+0.5)
All metrics improved simultaneously — return increase AND DD reduction achieved.
Also includes: web UI updates, pipeline scripts, v16/v17/v18/v19 experiment pruning,
Form4 preset additions, snapshot registry updates, domain.py enhancements.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
I Luk Kim