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126445ae0e
- v9.5.36 promoted: megacap reaction_min 0.02→0.03 on v9.5.20 cap=0.70 base; Full 13,244%/MDD 11.67%/Sharpe 3.579/OOT 304%; clean Pareto win - Pruned 130 experiment configs → keep 3 (v9.4.5 max-return, v9.5.36 balanced/champion, v9.5.18 cap=0.55 conservative); rebuilt index - PEAD engine probes: low_vol anomaly + breakout_52w (retained as falsification probes; not promoted) - Risk analysis: 11.67% MDD confirmed structurally HYMC (6-day giveback, not controllable); per-name cap sweep on next_open_long/reaction_close falsified (0 MDD impact) - ORB: port soft-day primary-trigger filter to live engine (6-gate parity with simulator) - TGTC trader infrastructure + advisor service (new) - ORB v46/v49 sweep configs, intraday scripts, docs Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
3 months ago | |
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| .. | ||
| backtest | 3 months ago | |
| intraday | 3 months ago | |
| orb_trader | 3 months ago | |
| paper_trader | 3 months ago | |
| tools | 4 months ago | |
| web | 3 months ago | |
| __init__.py | 5 months ago | |
| test_config.py | 5 months ago | |
| test_continuation_snapshot.py | 5 months ago | |
| test_db_models.py | 5 months ago | |
| test_enrich_catalyst_persistence_features.py | 4 months ago | |
| test_enrich_earnings_history_features.py | 4 months ago | |
| test_enrich_peer_surprise_features.py | 4 months ago | |
| test_enrich_tier2_features.py | 4 months ago | |
| test_ensemble_overlay_backtest.py | 4 months ago | |
| test_event_features.py | 5 months ago | |
| test_event_type_normalizer.py | 3 months ago | |
| test_file_store.py | 5 months ago | |
| test_financial_features.py | 5 months ago | |
| test_fred_service.py | 5 months ago | |
| test_ids.py | 5 months ago | |
| test_labeler.py | 3 months ago | |
| test_llm_cache.py | 5 months ago | |
| test_llm_client.py | 5 months ago | |
| test_llm_parser_stub.py | 5 months ago | |
| test_logging.py | 5 months ago | |
| test_market_features.py | 5 months ago | |
| test_merged_snapshot.py | 5 months ago | |
| test_merger.py | 5 months ago | |
| test_oracle_client.py | 4 months ago | |
| test_retries.py | 5 months ago | |
| test_review_queue.py | 5 months ago | |
| test_rule_parser.py | 3 months ago | |
| test_schema_validator.py | 5 months ago | |
| test_snapshot_export.py | 3 months ago | |
| test_text_normalizer.py | 5 months ago | |
| test_time_utils.py | 5 months ago | |