feat: add selectable daily backtest cadence

2026-07-17 14:41:24 +02:00
parent bc50ba9136
commit 65a462271c
12 changed files with 550 additions and 37 deletions
@@ -356,6 +356,7 @@ export interface BacktestPortfolioMonitorRun extends BacktestPortfolioPolicy {
  label: string;
  description: string;
  is_production: boolean;
+  comparison_arm?: 'live_no_lockdown' | 'live_lockdown_5' | null;
  entry_variant: string;
  exit_policy: string;
  reentry_lockdown_sessions?: number;
@@ -370,6 +371,7 @@ export interface BacktestPortfolioMonitor {
    label: string;
    description: string;
    is_production: boolean;
+    comparison_arm?: 'live_no_lockdown' | 'live_lockdown_5' | null;
    reentry_lockdown_sessions?: number;
  }[];
  lookbacks: { lookback: string; label: string }[];
@@ -404,6 +406,9 @@ export interface BacktestReport {
  qualified: number;
  params: {
    step_days: number;
+    step_sessions?: number;
+    entry_cadence?: 'weekly' | 'daily';
+    signal_eval_cadence?: 'weekly';
    horizon_days: number;
    min_lookback: number;
    cost_per_side_pct?: number;