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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
..
backtest Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314) 4 months ago
experiments Purge 1,062 obsolete experiment configs (v6~v19 R&D families) 4 months ago
intraday Add expanded ORB simulator features and metrics 4 months ago
ranking_models Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
snapshots Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314) 4 months ago
app.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
fred_series.yaml feat: implement ACE-F v1 Phase 1 -- Stock Oracle 기반 이벤트 파이프라인 5 months ago
symbols.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
symbols_backup_largecap.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
symbols_largecap.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
symbols_midcap.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago
symbols_midlarge_snapshot_exact.yaml Add expanded ORB simulator features and metrics 4 months ago
symbols_smallmid.yaml feat: PEAD mid-cap strategy + pipeline hardening + README cleanup 5 months ago