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I Luk Kim d7bfda039b Add expanded ORB simulator features and metrics ... - 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
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__init__.py	Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs	4 months ago
cache.py	Add expanded ORB simulator features and metrics	4 months ago
domain.py	Add expanded ORB simulator features and metrics	4 months ago
features.py	Add expanded ORB simulator features and metrics	4 months ago
metrics.py	Add expanded ORB simulator features and metrics	4 months ago
orb_simulator.py	Fix daily bar rebuild to use market-hours close; clean ORB simulator debug code	4 months ago
screener.py	Fix daily bar rebuild to use market-hours close; clean ORB simulator debug code	4 months ago
simulator.py	Add expanded ORB simulator features and metrics	4 months ago