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Add single-command GTL tuning matrix

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dennisthiessen
2026-07-13 13:13:18 +02:00
parent 0873176f64
commit 3999c5efc1
12 changed files with 1032 additions and 17 deletions
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reports/README.md
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@@ -60,3 +60,12 @@ book (Sharpe 2.03, CAGR 50.0%, max drawdown 21.4%, 321 trades). The final rerun
after scanner integration passed: the regenerated report changed only its
`generated_at` timestamp, confirming that the shared helper preserves exact
parity. Nothing in this research branch deploys the change to production.
The next decision point is generated by the one-command GTL parameter run:
- `backtest-YYYYMMDD-gtl-tuning-matrix.json`
- `backtest-YYYYMMDD-gtl-tuning-matrix.md`
These two consolidated files are the reports worth retaining. The runner uses
a hidden temporary directory for its 20 full per-arm reports and removes it
after successful consolidation unless `--keep-arm-reports` is supplied.