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f1782f5fd3
- New: libs/backtest/xsmom_cache.py — disk cache for xsmom ranked-universe per rebalance date; keyed by snapshot fingerprint + param hash; top_n is NOT in key so v9.3.1 (top20) and v9.3.2c (top10) share one cache file - libs/backtest/cross_sectional_momentum.py — add cache= param to build_candidates(); hit path skips 900-symbol scan; miss path writes ranked rows post-quality-gate to cache buffer - libs/backtest/snapshot_store.py — expose snapshot_dir attribute; propagate through slice_by_date_range() so runner always has the path - apps/backtester/run.py — wire up XsmomRankCache per engine (lazy init, flush after simulation loop); cache is no-op when snapshot_dir is None - configs: add return_max_long_v9.3.2b_fc.json (SQS 93.5 champion, ER days[2,8]); remove all other v9 sweep variants from .index.json Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com> |
3 months ago | |
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| .. | ||
| backtest | 4 months ago | |
| experiments | 3 months ago | |
| intraday | 4 months ago | |
| ranking_models | 5 months ago | |
| snapshots | 4 months ago | |
| app.yaml | 5 months ago | |
| fred_series.yaml | 5 months ago | |
| symbols.yaml | 5 months ago | |
| symbols_backup_largecap.yaml | 5 months ago | |
| symbols_broad_snapshot_3408.yaml | 4 months ago | |
| symbols_largecap.yaml | 5 months ago | |
| symbols_midcap.yaml | 5 months ago | |
| symbols_midcap_smallmid.yaml | 4 months ago | |
| symbols_midlarge_snapshot_exact.yaml | 4 months ago | |
| symbols_orb_smoke.yaml | 4 months ago | |
| symbols_smallmid.yaml | 5 months ago | |