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5c6950af9d
Was using non-existent gap_pct key in enrichment dict; now computes from today_open and prev_close fields. V30 results: hurst INVERTED+G2 FAIL, ou_theta G1 FAIL (near-zero Pearson). gap_vs_market re-running as V30b. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
|---|---|---|
| .. | ||
| __init__.py | 4 months ago | |
| diag_afternoon_momentum.py | 4 months ago | |
| diag_fixed_pct_exit.py | 4 months ago | |
| diag_gapdown_catalyst_short.py | 4 months ago | |
| diag_gapdown_short.py | 4 months ago | |
| diag_gapdown_short_v2.py | 4 months ago | |
| diag_orb_momentum_features.py | 4 months ago | |
| diag_orb_quality_features.py | 4 months ago | |
| diag_orb_short_volume.py | 4 months ago | |
| diag_orb_softday_quality_gates.py | 4 months ago | |
| diag_orb_structural_features.py | 4 months ago | |
| diag_orb_tape_ignition.py | 4 months ago | |
| diag_orb_trending_features.py | 4 months ago | |
| diag_orb_volatility_features.py | 4 months ago | |
| run_slippage_ladder.py | 4 months ago | |