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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 | |
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| .. | ||
| backtest_sim.py | 5 months ago | |
| cli.py | 5 months ago | |
| engine.py | 5 months ago | |
| event_detector.py | 5 months ago | |