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fithia2/libs/backtest
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I Luk Kim f1782f5fd3 Add xsmom disk cache + promote v9.3.2b as champion, retire v9 sweep configs 
- 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
..
scenarios Add synthetic scenario robustness testing system 5 months ago
__init__.py feat: implement Phase 4 -- event-driven backtester 5 months ago
allocator.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
artifacts.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
attention.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
calendar.py feat: implement Phase 4 -- event-driven backtester 5 months ago
cross_sectional_momentum.py Add xsmom disk cache + promote v9.3.2b as champion, retire v9 sweep configs 3 months ago
daily_gainers.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago
dividend_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
domain.py PEAD session: add 4 candidate engines + Oracle vocab normalizer + auto-refresh disable 3 months ago
earnings_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
earnings_runup.py Fix capital_bucket propagation in synthetic engine candidates + ER silo sweep 3 months ago
execution.py Wire pct-trailing end-to-end for EarningsRunup; tune v2 risk profile 3 months ago
experiments.py Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314) 4 months ago
form4_calendar.py Add v7.120 composed GLD experiment updates 4 months ago
macro_screener.py Remove momentum breakout sleeve (overfitting, valid -31%) and revert related code 4 months ago
manifests.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
metrics.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
non_core_allocator.py Add non-core allocator v2 and Form4 freshness presets 4 months ago
overfit.py Fix cash parking phantom-money bug + live engine parking liquidation for events 5 months ago
ownership_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
peer_sympathy.py Fix capital_bucket propagation in synthetic engine candidates + ER silo sweep 3 months ago
proxies.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
ranking_models.py Add overlay engine, ranking models, snapshot pipelines, and research tools 5 months ago
scoring.py PEAD session: add 4 candidate engines + Oracle vocab normalizer + auto-refresh disable 3 months ago
selector.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
snapshot_store.py Add xsmom disk cache + promote v9.3.2b as champion, retire v9 sweep configs 3 months ago
snapshots.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
splits.py Enhance backtest engine: v11 scoring, selector expansion, snapshot store improvements 5 months ago
tracker.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
vol_breakout_52w.py Fix capital_bucket propagation in synthetic engine candidates + ER silo sweep 3 months ago
xsmom_cache.py Add xsmom disk cache + promote v9.3.2b as champion, retire v9 sweep configs 3 months ago