Add S/R v2 research and validation harness

2026-07-12 21:15:18 +02:00
parent 57ac1d2cdd
commit 19b81c169d
19 changed files with 1575 additions and 117 deletions
@@ -0,0 +1,34 @@
+param(
+    [Parameter(Mandatory = $true)]
+    [ValidateSet("rr_aligned_control", "rewrite", "soft_zones", "confirmed_rounds", "gate_v2")]
+    [string]$LockedArm,
+    [string]$Snapshot = "backtest_snapshots\prod.sqlite",
+    [string]$Python = ".venv\Scripts\python.exe",
+    [int]$Workers = 7
+)
+
+$ErrorActionPreference = "Stop"
+$arms = @("production_control", $LockedArm)
+foreach ($arm in $arms) {
+    $output = "reports\backtest-sr-v2-validation-$arm.json"
+    Write-Host "Running locked S/R validation arm: $arm"
+    & $Python scripts\run_backtest_snapshot.py $Snapshot `
+        --workers $Workers `
+        --allow-spawn `
+        --sr-variant $arm `
+        --entry-start 2024-07-01 `
+        --sr-audit `
+        --out $output
+    if ($LASTEXITCODE -ne 0) {
+        throw "S/R validation arm failed: $arm"
+    }
+}
+
+& $Python scripts\compare_sr_variants.py `
+    reports\backtest-sr-v2-validation-production_control.json `
+    "reports\backtest-sr-v2-validation-$LockedArm.json" `
+    --out-csv reports\sr-v2-validation-cohorts.csv `
+    --out-json reports\sr-v2-validation-comparison.json
+if ($LASTEXITCODE -ne 0) {
+    throw "S/R validation comparison failed"
+}