You cannot select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
I Luk Kim 426de9038d Fix lookback entry bugs: current-price sizing + MHD expiration filter
Bug #2 (paper trader): lookback entries sized using historical entry_price_est
but filled at current market price, causing cash overdraft. Fix: override
entry_price_est with get_latest_bars() close before entering _process_entries.

Bug #3 (paper trader + backtester): paper trader was missing the per-candidate
MHD expiration check that the backtester already had. Also adds
lookback_min_remaining_days (default 3) to reject candidates with too little
holding time remaining — prevents entering a position the day before forced exit.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
..
__init__.py Add paper trading system: broker integration, state management, reporter 5 months ago
alpaca_broker.py Add paper trading system: broker integration, state management, reporter 5 months ago
auto.py Add v7.120 composed GLD experiment updates 4 months ago
backtest_sim.py Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314) 4 months ago
cli.py Prune unused sleeve presets and trim web preset lists 4 months ago
engine.py Fix lookback entry bugs: current-price sizing + MHD expiration filter 4 months ago
event_detector.py Extend lookback entry to paper trader and mock broker 4 months ago
mock_broker.py Add paper trading system: broker integration, state management, reporter 5 months ago
models.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
reporter.py Remove overlay backtesting and scoring 5 months ago
state.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago