Test clean S/R as production rank overlay
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@@ -59,6 +59,7 @@ def _parse_args() -> argparse.Namespace:
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"production_range504", "rewrite_range504_legacy_primary",
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"rewrite_range504_structural_legacy_primary",
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"rewrite_range504_structural_primary2",
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"production_structural_overlay",
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),
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default=None,
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help="Research-only S/R detector/gate arm.",
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@@ -160,6 +161,27 @@ def _print_summary(report: dict) -> None:
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f"trades {row.get('trades')}"
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)
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monitor_rows = [
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row
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for row in ((report.get("portfolio_monitor") or {}).get("runs") or [])
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if row.get("lookback") == "all"
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and (
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row.get("is_production")
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or row.get("strategy") == "production_structural_overlay5_atr3"
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)
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]
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if monitor_rows:
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print(" live-path full-period comparison:")
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for row in monitor_rows:
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print(
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" "
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f"{row.get('strategy')}: "
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f"Sharpe {row.get('sharpe')}, "
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f"CAGR {_pct(row.get('cagr_pct'))}, "
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f"DD {_drawdown_pct(row.get('max_drawdown_pct'))}, "
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f"trades {row.get('trades')}"
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)
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async def _main() -> None:
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args = _parse_args()
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