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5056295cb6
When a backtest starts mid-stream (via --start), events that fired before the start date but are still within their max_holding_days window can now be entered on the first simulation day. - Add `lookback_entry_enabled: bool = False` to ExecutionConfig - On first sim day, _collect_lookback_candidates() gathers pre-start events, runs them through the same select_candidates() pipeline, and injects them before normal candidates - Entry fills at the first day's open price; gap-cap check is skipped since the event is multi-days old - days_held is initialized to the elapsed trading days so TIME exits fire at the correct time relative to the original event date - Store slice is extended backward by max_mhd calendar buffer so pre-start rows survive slice_by_date_range when feature is enabled - Enabled in return_max_long_v7.119 for testing 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 | |