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0797535047
The DB-first approach (prefer feature_json over Oracle recalculation) caused: - LMND (+$782) and M (+$1,052) trades to disappear - TEM loss to increase from -$321 to -$535 - Overall PnL drop from +$5,948 to +$3,078 Root cause: DB features were computed at a different time with different Oracle data. When paper trader used DB values, the feature values didn't match what the backtester's Parquet snapshot had, causing different engine gate outcomes. Paper trader must use Oracle real-time enrichment as primary source (same as the original design). The volume_ratio_20d field name fix is retained as that was a genuine bug. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> |
5 months ago | |
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| .. | ||
| backtester | 5 months ago | |
| paper_trader | 5 months ago | |
| pipeline | 5 months ago | |
| qa | 5 months ago | |
| review | 5 months ago | |
| sync | 5 months ago | |
| tools | 5 months ago | |
| tracker | 5 months ago | |
| __init__.py | 5 months ago | |