Add GTL cohort composition backtest

This commit is contained in:
2026-07-13 14:22:56 +02:00
parent 3f86aec0be
commit 623dc08875
8 changed files with 755 additions and 6 deletions
+15
View File
@@ -62,6 +62,7 @@ def _parse_args() -> argparse.Namespace:
"production_structural_overlay",
"explicit_target_ladder",
"gtl_tuning",
"gtl_confirmation",
),
default=None,
help="Research-only S/R detector/gate arm.",
@@ -71,6 +72,14 @@ def _parse_args() -> argparse.Namespace:
default=None,
help="Research-only GTL configuration as a JSON object (requires --sr-variant gtl_tuning).",
)
parser.add_argument(
"--gtl-confirm-config",
default=None,
help=(
"Research-only GTL intersection/union configuration as JSON "
"(requires --sr-variant gtl_confirmation)."
),
)
parser.add_argument(
"--entry-start",
default=None,
@@ -210,6 +219,12 @@ async def _main() -> None:
if args.sr_variant != "gtl_tuning":
raise SystemExit("--gtl-config requires --sr-variant gtl_tuning")
os.environ["BACKTEST_GTL_CONFIG"] = args.gtl_config
if args.gtl_confirm_config:
if args.sr_variant != "gtl_confirmation":
raise SystemExit(
"--gtl-confirm-config requires --sr-variant gtl_confirmation"
)
os.environ["BACKTEST_GTL_CONFIRM_CONFIG"] = args.gtl_confirm_config
if args.entry_start:
os.environ["BACKTEST_ENTRY_START"] = args.entry_start
if args.entry_end: