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fb4fec7dac
Phase 1-4 of engine unification to eliminate research/live divergence. Phase 1 — Scoring (event_detector.py): EventDetector now uses config's scoring_model (v5/v9 etc.) when event_v1 features are present (parse_confidence_overall not null). Falls back to compute_entry_score only for incomplete events. Phase 2 — Execution config (execution.py): Extracted build_effective_execution_config() as shared function. BacktestRunner delegates to it. PaperTradingEngine can now use identical per-engine overrides, adaptive exit, tiered targets. Phase 3 — Attention filtering (attention.py): New AttentionFilterService class extracted from BacktestRunner. Provides: engine_requires_attention, apply_filters, rescoring. BacktestRunner now delegates to this service. PaperTradingEngine can import and use the same service. Phase 4 — Gap cap (execution.py): check_next_open_gap_cap() shared function for next-open gap rejection. All 450 unit tests pass. Paper backtest verified working. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> |
5 months ago | |
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| .. | ||
| __init__.py | 5 months ago | |
| allocator.py | 5 months ago | |
| artifacts.py | 5 months ago | |
| attention.py | 5 months ago | |
| calendar.py | 5 months ago | |
| domain.py | 5 months ago | |
| execution.py | 5 months ago | |
| manifests.py | 5 months ago | |
| metrics.py | 5 months ago | |
| scoring.py | 5 months ago | |
| selector.py | 5 months ago | |
| snapshot_store.py | 5 months ago | |
| splits.py | 5 months ago | |
| tracker.py | 5 months ago | |