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I Luk Kim
4067dab700
Fix lookback entry NO_PROGRESS bypass: screen candidates before entry
...
룩백 진입 시 NO_PROGRESS 체크 기간(lookback_days_elapsed >= np_days)이 이미
지난 후보를 _process_entries 호출 전에 필터링. 현재 종가가 원래 진입가 기준
progress threshold 미달이면 진입 거부.
백테스트와 live paper trader 간 행동 불일치 원인: 세션 생성일이 이벤트 발생일
이후인 경우 룩백 기능이 NO_PROGRESS 조건을 무시하고 진입, 백테스트가
청산했을 포지션을 그대로 보유하는 문제 수정.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
3 months ago
..
__init__.py
Add paper trading system: broker integration, state management, reporter
5 months ago
alpaca_broker.py
Paper trader Phase 1.A.1: poll actual fill price on exits, kill silent drop
4 months ago
auto.py
Paper trader Phase 1 fixes: multi-session isolation, pipeline halt, snapshot refresh unblock
4 months ago
backtest_sim.py
Fix snapshot refresh: enable auto-rebuild, fix date-range edge cases, log incremental failures
4 months ago
cli.py
Fix cash-capped entries + wire snapshot store into run daily
4 months ago
engine.py
Fix lookback entry NO_PROGRESS bypass: screen candidates before entry
3 months ago
event_detector.py
Extend lookback entry to paper trader and mock broker
4 months ago
mock_broker.py
Add paper trading system: broker integration, state management, reporter
5 months ago
models.py
Add paper trader improvements, web GUI updates, and experiment registry cleanup
4 months ago
reporter.py
Remove overlay backtesting and scoring
5 months ago
state.py
Add paper trader improvements, web GUI updates, and experiment registry cleanup
4 months ago