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I Luk Kim
189aa58343
Add daily_budget_reset mode for research backtesting
...
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
..
scenarios
Add synthetic scenario robustness testing system
5 months ago
__init__.py
feat: implement Phase 4 -- event-driven backtester
5 months ago
allocator.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
artifacts.py
Add non-core allocator v2 and Form4 freshness presets
4 months ago
attention.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
calendar.py
feat: implement Phase 4 -- event-driven backtester
5 months ago
daily_gainers.py
Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code
4 months ago
dividend_calendar.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
domain.py
Add daily_budget_reset mode for research backtesting
4 months ago
earnings_calendar.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
execution.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
experiments.py
Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314)
4 months ago
form4_calendar.py
Add v7.120 composed GLD experiment updates
4 months ago
macro_screener.py
Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code
4 months ago
manifests.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
metrics.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
non_core_allocator.py
Add non-core allocator v2 and Form4 freshness presets
4 months ago
overfit.py
Fix cash parking phantom-money bug + live engine parking liquidation for events
5 months ago
ownership_calendar.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
proxies.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
ranking_models.py
Add overlay engine, ranking models, snapshot pipelines, and research tools
5 months ago
scoring.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
selector.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
snapshot_store.py
Add non-core allocator v2 and Form4 freshness presets
4 months ago
snapshots.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
splits.py
Enhance backtest engine: v11 scoring, selector expansion, snapshot store improvements
5 months ago
tracker.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago