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The _compute_score → v5 dispatch caused v5's hard gates to reject almost all events (v5 requires specific direction/guidance combos). This killed all 2025 trades in paper backtest. Root cause: BacktestRunner and PaperTradingEngine use different flows. BacktestRunner applies scoring AFTER engine selection (engines have score_threshold_override=0.0 that bypasses score gates). But EventDetector applied scoring BEFORE engine matching, causing v5's hard gates to reject events that engines would have accepted. Fix: revert to compute_entry_score for EventDetector. Score is ranking-only in paper trading; engine gates (reaction_min, close_min, etc.) handle filtering. The volume_ratio_20d fix and DB-first feature fix remain in place. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com> |
5 months ago | |
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| event_detector.py | 5 months ago | |