Add GTL cohort composition backtest
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@@ -62,6 +62,7 @@ def _parse_args() -> argparse.Namespace:
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"production_structural_overlay",
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"explicit_target_ladder",
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"gtl_tuning",
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"gtl_confirmation",
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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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@@ -71,6 +72,14 @@ def _parse_args() -> argparse.Namespace:
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default=None,
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help="Research-only GTL configuration as a JSON object (requires --sr-variant gtl_tuning).",
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)
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parser.add_argument(
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"--gtl-confirm-config",
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default=None,
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help=(
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"Research-only GTL intersection/union configuration as JSON "
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"(requires --sr-variant gtl_confirmation)."
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),
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)
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parser.add_argument(
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"--entry-start",
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default=None,
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@@ -210,6 +219,12 @@ async def _main() -> None:
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if args.sr_variant != "gtl_tuning":
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raise SystemExit("--gtl-config requires --sr-variant gtl_tuning")
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os.environ["BACKTEST_GTL_CONFIG"] = args.gtl_config
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if args.gtl_confirm_config:
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if args.sr_variant != "gtl_confirmation":
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raise SystemExit(
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"--gtl-confirm-config requires --sr-variant gtl_confirmation"
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)
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os.environ["BACKTEST_GTL_CONFIRM_CONFIG"] = args.gtl_confirm_config
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if args.entry_start:
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os.environ["BACKTEST_ENTRY_START"] = args.entry_start
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if args.entry_end:
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