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fithia2/libs/backtest
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I Luk Kim 004f1a5bce Fix parking entry/exit showing same price on last simulation day 
On the last simulation day, parking was entered at EOD close price
(when _had_event_activity_today=True) and immediately liquidated at
close by end-of-backtest cleanup → entry == exit → PnL = 0.

Fix: force all six parking entry code paths to use "open" price when
date == last_simulation_date, so entry and cleanup-close are always
different prices.

Also adds _parking_cap logic in _extend_store_to_requested_window to
cap _requested_end_date at the last date where QQQM/TQQQ/SGOV all
have Oracle close-price data, preventing the simulation from including
days where macro is incomplete and the exit fallback would fire.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 		4 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
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 Revert: remove daily_budget_reset from PEAD backtest 4 months ago
earnings_calendar.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
execution.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 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
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 Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
selector.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
snapshot_store.py Fix parking entry/exit showing same price on last simulation day 4 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