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I Luk Kim 9cb91ee846 Add synthetic scenario robustness testing system
Builds a full synthetic market data pipeline to test strategies against
12 diverse market regimes (bull/bear/crash/chop/rotation/liquidity drought)
that may not exist in historical data. Computes Regime Robustness Score (RRS)
to detect overfitting and environment-specific fragility.

- libs/backtest/scenarios/: price_gen, macro_gen, event_gen, coupling,
  store_builder, scenarios (12 pre-built), robustness (RRS)
- apps/scenario/cli.py: `fithia2 scenario-test` with Rich output
- apps/tracker/cli.py: scenario-test command routing
- tests/: 83 unit tests across 3 new test files
- docs/scenario_test.md: usage guide and result interpretation
- docs/research_workflow_and_handoff.md: Step 5.5 scenario test added

Fix: no_signal scenario uses drift=0% (was +10%) for fair signal integrity scoring.
Fix: synthetic candidates now carry macro_vix/macro_hy_spread from macro_by_date
     to pass selector engine filters.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
5 months ago
..
__init__.py feat: implement Phase 4 -- event-driven backtester 5 months ago
test_allocator.py Update tests for pipeline, backtest engine, paper trader, and new modules 5 months ago
test_artifacts.py Update tests for pipeline, backtest engine, paper trader, and new modules 5 months ago
test_calendar.py feat: implement Phase 4 -- event-driven backtester 5 months ago
test_domain.py Implement multi-engine PEAD strategy research workflow 5 months ago
test_event_gen.py Add synthetic scenario robustness testing system 5 months ago
test_execution.py Update tests for pipeline, backtest engine, paper trader, and new modules 5 months ago
test_manifests.py Implement multi-engine PEAD strategy research workflow 5 months ago
test_metrics.py Recalibrate public SQS and exposure-aware tracking 5 months ago
test_scenario_robustness.py Add synthetic scenario robustness testing system 5 months ago
test_scoring.py Update tests for pipeline, backtest engine, paper trader, and new modules 5 months ago
test_selector.py Update tests for pipeline, backtest engine, paper trader, and new modules 5 months ago
test_snapshot_store.py Update tests for pipeline, backtest engine, paper trader, and new modules 5 months ago
test_splits.py Update tests for pipeline, backtest engine, paper trader, and new modules 5 months ago
test_store_builder.py Add synthetic scenario robustness testing system 5 months ago
test_tracker.py Remove overlay backtesting and scoring 5 months ago