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.
I Luk Kim 426de9038d Fix lookback entry bugs: current-price sizing + MHD expiration filter
Bug #2 (paper trader): lookback entries sized using historical entry_price_est
but filled at current market price, causing cash overdraft. Fix: override
entry_price_est with get_latest_bars() close before entering _process_entries.

Bug #3 (paper trader + backtester): paper trader was missing the per-candidate
MHD expiration check that the backtester already had. Also adds
lookback_min_remaining_days (default 3) to reject candidates with too little
holding time remaining — prevents entering a position the day before forced exit.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
..
__init__.py feat: implement Phase 4 -- event-driven backtester 5 months ago
replay.py Enhance backtest engine: v11 scoring, selector expansion, snapshot store improvements 5 months ago
run.py Fix lookback entry bugs: current-price sizing + MHD expiration filter 4 months ago