feat: add five-session post-stop reentry lockdown

This commit is contained in:
2026-07-17 13:21:06 +02:00
parent f714782fa4
commit 1e9f2dc4fb
14 changed files with 36919 additions and 14 deletions
+9 -1
View File
@@ -357,13 +357,20 @@ export interface BacktestPortfolioMonitorRun extends BacktestPortfolioPolicy {
is_production: boolean;
entry_variant: string;
exit_policy: string;
reentry_lockdown_sessions?: number;
lookback: string;
lookback_label: string;
}
export interface BacktestPortfolioMonitor {
production_strategy: string;
strategies: { strategy: string; label: string; description: string; is_production: boolean }[];
strategies: {
strategy: string;
label: string;
description: string;
is_production: boolean;
reentry_lockdown_sessions?: number;
}[];
lookbacks: { lookback: string; label: string }[];
runs: BacktestPortfolioMonitorRun[];
note?: string;
@@ -402,6 +409,7 @@ export interface BacktestReport {
target_model?: 'production_gtl' | 'structural_sr';
target_model_label?: string;
is_production_target_model?: boolean;
production_reentry_lockdown_sessions?: number;
};
overall_qualified: BacktestBucket;
overall_all: BacktestBucket;