backtest: add min target-probability sweep
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Re-applies the activation gate at several min_target_probability thresholds
(60→30, other conditions fixed) over the already-replayed candidates, so the
trade-off between how many setups qualify and their expectancy is visible in one
table — the cheap "optimize" half of Phase 2. Candidates now carry meets_core +
best_prob so the sweep needs no re-replay. New sweep table in BacktestPanel with
the current threshold starred.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-16 06:13:30 +02:00
parent 9d2e1e74bf
commit 050abc6f71
4 changed files with 81 additions and 3 deletions
+6
View File
@@ -196,6 +196,10 @@ export interface BacktestCalibrationRow {
realized_hit_rate: number;
}
export interface BacktestSweepRow extends BacktestBucket {
min_target_probability: number;
}
export interface BacktestReport {
generated_at: string;
tickers: number;
@@ -205,6 +209,8 @@ export interface BacktestReport {
overall_qualified: BacktestBucket;
overall_all: BacktestBucket;
by_direction: Record<string, BacktestBucket>;
min_target_probability: number;
sweep: BacktestSweepRow[];
calibration: BacktestCalibrationRow[];
note: string;
}