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4c5798913b
Live paper trader (engine.py): - On first run_next_open per daemon session, call get_candidates_for_lookback() to fetch events from [today - max_mhd*2, today) that are still active - Skip gap-cap check for lookback entries (multi-day drift ≠ overnight gap) - Initialize days_held to elapsed trading days when saving strategy state EventDetector (event_detector.py): - Extract shared enrichment logic into _enrich_raw_rows(raw_rows, bar_end_date, config) - Add _fetch_events_for_date_range(start, end): single DB query with entry_date range - Add get_candidates_for_lookback(today, start_date, config): annotates each row with is_lookback_entry=True and lookback_days_elapsed=N Mock broker (backtest_sim.py): - Extend slice_by_date_range start backward when lookback_entry_enabled, mirroring the same logic already present in apps/backtester/run.py main() Verified: BX/EBAY/ENB all entered 2026-03-30 via lookback in both research backtest and mock broker. Parking, idle_alpha, form4 sleeves unaffected. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
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| .. | ||
| backtester | 4 months ago | |
| paper_trader | 4 months ago | |
| pipeline | 5 months ago | |
| qa | 5 months ago | |
| review | 5 months ago | |
| scenario | 5 months ago | |
| sync | 5 months ago | |
| tools | 4 months ago | |
| tracker | 5 months ago | |
| web | 4 months ago | |
| web_frontend/src | 4 months ago | |
| __init__.py | 5 months ago | |