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.
Phase 5 — Engine selection (both entry paths): - Added residual_reserve_selected tracking between engines - Added prelimit amplification (5x) for attention-requiring engines - Added truncate_to parameter to select_candidates calls Matches BacktestRunner._select_candidates_for_date() behavior. Phase 6 — Macro data: - Added FRED series fetch (VIXCLS, BAMLH0A0HYM2) to _fetch_macro() - Matches SnapshotStore._fetch_macro() which loads from MacroObservation DB - Enables VIX/HY regime sizing in live paper trading All 6 phases of BacktestRunner ↔ PaperTradingEngine unification complete. 450 unit tests pass. Multi-strategy paper backtest verified. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> |
5 months ago | |
|---|---|---|
| .. | ||
| backtester | 5 months ago | |
| paper_trader | 5 months ago | |
| pipeline | 5 months ago | |
| qa | 5 months ago | |
| review | 5 months ago | |
| sync | 5 months ago | |
| tools | 5 months ago | |
| tracker | 5 months ago | |
| __init__.py | 5 months ago | |