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004f1a5bce
On the last simulation day, parking was entered at EOD close price (when _had_event_activity_today=True) and immediately liquidated at close by end-of-backtest cleanup → entry == exit → PnL = 0. Fix: force all six parking entry code paths to use "open" price when date == last_simulation_date, so entry and cleanup-close are always different prices. Also adds _parking_cap logic in _extend_store_to_requested_window to cap _requested_end_date at the last date where QQQM/TQQQ/SGOV all have Oracle close-price data, preventing the simulation from including days where macro is incomplete and the exit fallback would fire. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
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| backtester | 4 months ago | |
| experiment | 4 months ago | |
| intraday_bt | 4 months ago | |
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| overfit | 4 months ago | |
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| pipeline | 4 months ago | |
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| web_frontend | 4 months ago | |
| __init__.py | 5 months ago | |