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d7bfda039b
- orb_simulator.py: min_abs_gap_pct filter, premarket dollar vol filter, rolling_loss circuit breaker, drawdown_governor, streak_sizing, trailing_tighten_at_r, allow_doji/red_to_green breakout, abs_gap scoring for gainers_leader, ORBSimulationState, run_orb_simulation_with_state API - metrics.py: loss_containment_score and related metrics - features.py: enrich_daily_bars with gap_zscore, ATR ratio, range compression - domain.py: extended ORBStrategyParams with new fields - cache.py: DailyBarCache with merged parquet storage and coverage metadata - simulator.py: base simulator updates for new entry/exit mechanics - configs/intraday: updated orb_gainers_v23.yaml with canonical params - Added BLD to midlarge symbol snapshot Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
4 months ago | |
|---|---|---|
| .. | ||
| backtest | 4 months ago | |
| common | 4 months ago | |
| db | 5 months ago | |
| export | 4 months ago | |
| features | 4 months ago | |
| intraday | 4 months ago | |
| labeler | 4 months ago | |
| llm | 5 months ago | |
| oracle_client | 4 months ago | |
| parser | 5 months ago | |
| review | 5 months ago | |
| schemas | 5 months ago | |
| __init__.py | 5 months ago | |