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I Luk Kim 867d70afae fix: correct simulation loop and equity curve calculation after real-data testing ... - BacktestRunner.run() now iterates all NYSE trading days (not just candidate days) via SnapshotStore.all_trading_days() so stop/target/time exits are checked every day, not only on days with new candidates - Record initial DailyPortfolioState before simulation loop starts so total_return_pct is computed relative to the true initial equity (100k), not the first post-entry equity snapshot - SnapshotStore._fetch_event_metadata() now synthesises event_timestamp from event_date + 21:00 UTC when filed_at_utc is NULL (transparent enrichment at loader boundary, not silent substitution in selector) - SnapshotStore._async_load() maps event_close → entry_price_est when the column is absent, and derives score from abs(reaction_day_return) when the Parquet snapshot has no score column - Add --snapshot-dir CLI flag to BacktestRunner to override the default parquet_dir base path (needed for non-standard snapshot locations) - Fix integration test assertion: total_trading_days >= 2 (was == 2) - Add configs/experiments/realdata_test_v1.json for real Phase 3 snapshot runs Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>		5 months ago
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baseline_v1.json	feat: implement Phase 4 -- event-driven backtester	5 months ago
realdata_test_v1.json	fix: correct simulation loop and equity curve calculation after real-data testing	5 months ago