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189aa58343
New mode (risk.daily_budget_reset=True) where cash_available and sizing equity reset to initial_equity at the start of each day, regardless of how many open positions or realized P&L exist. Unlike fixed_capital_sizing (단리, sizing only), this also treats buying power as if no positions are held — useful for evaluating signal quality independent of capital constraints. - domain.py: daily_budget_reset field on RiskConfig - run.py: _daily_budget_reset flag; _sizing_equity / _sleeve_equity_est / _build_portfolio_state all honor the new flag - backtest_sim.py: daily_budget_reset param threaded through - direct_runner.py: --daily-budget-reset CLI flag - routers/backtest.py: BacktestRequest field + cmd arg - client.ts: BacktestParams / BacktestTask types updated - Backtest.tsx: checkbox in form + DBR badge in task list Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
|---|---|---|
| .. | ||
| routers | 4 months ago | |
| services | 4 months ago | |
| static | 4 months ago | |
| __init__.py | 4 months ago | |
| config.py | 4 months ago | |
| dependencies.py | 4 months ago | |
| direct_runner.py | 4 months ago | |
| experiment_baked_sleeves.py | 4 months ago | |
| main.py | 4 months ago | |
| orb_trading_service.py | 4 months ago | |
| paper_trading_service.py | 4 months ago | |
| schemas.py | 4 months ago | |