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fithia2/configs/intraday
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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
..
strategies Add expanded ORB simulator features and metrics 4 months ago
default.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_basic.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_leader_sector_entropy_vix.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_leader_vix_entropy.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_leader_vix_entropy_scalers.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_midlarge.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_orb_eval.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p3b_maxgap_timeout.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p4_weights.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p5_momentum.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p5_walkforward.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p6_fine.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p7_regime.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p8_bars.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p8b_bars_timeout.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p9_stops.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_p10_trail_atr.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_rebuild_p1.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_orb_rebuild_p2.yaml Add expanded ORB simulator features and metrics 4 months ago
sweep_orb_rebuild_p3.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v55.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v55b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v55c.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v57.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v57b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v58.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v58b.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v59.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v60.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v62.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_orb_v62_stop.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago
sweep_volume.yaml Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs 4 months ago