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>
Remove 5 non-alpha features (earnings surprise, risk penalty, parse confidence,
direction clarity, LM sentiment) from composite score to eliminate double-counting
with hard gates and noise sources. Redistribute weights to 5 alpha features.
Add default-deny for unknown event types, no-follow-through early exit (D+1),
kill switch log-only mode, macro regime size scaler. Remove SUE gate (Gate 8).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
I Luk Kim