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fithia2/libs/backtest
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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
..
scenarios Add synthetic scenario robustness testing system 5 months ago
__init__.py feat: implement Phase 4 -- event-driven backtester 5 months ago
allocator.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
artifacts.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
attention.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
calendar.py feat: implement Phase 4 -- event-driven backtester 5 months ago
daily_gainers.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago
dividend_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
domain.py Fix lookback entry bugs: current-price sizing + MHD expiration filter 4 months ago
earnings_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
execution.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
experiments.py Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314) 4 months ago
form4_calendar.py Add v7.120 composed GLD experiment updates 4 months ago
macro_screener.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago
manifests.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
metrics.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
non_core_allocator.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
overfit.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
ownership_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
proxies.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
ranking_models.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
scoring.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
selector.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
snapshot_store.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
snapshots.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
splits.py Enhance backtest engine: v11 scoring, selector expansion, snapshot store improvements 5 months ago
tracker.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago