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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 | |
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| .. | ||
| __init__.py | 5 months ago | |
| replay.py | 5 months ago | |
| run.py | 4 months ago | |