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5bc648f4c7
- Breakout check interval: change from every-1-min to every sim_bar_minutes, matching the backtest bar aggregation frequency; align timeout base to market open (consistent with orb_simulator.py) - Rejected/cancelled orders: add order_rejected flag so cancelled orders no longer fall through to position creation (phantom positions) - Stop/EOD exit fill price: poll broker fill price after close_position() instead of recording at current_stop, capturing gap-through losses - Stop/EOD close_position: pass qty=int(pos.shares) so multi-session same-ticker scenarios only close the current session's share count Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
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| .. | ||
| engine.py | 4 months ago | |