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.
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 | |
|---|---|---|
| .. | ||
| scenarios | 5 months ago | |
| __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 | 4 months ago | |
| execution.py | 5 months ago | |
| experiments.py | 5 months ago | |
| form4_calendar.py | 4 months ago | |
| manifests.py | 5 months ago | |
| metrics.py | 5 months ago | |
| overfit.py | 5 months ago | |
| ranking_models.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 | |