fix: carry action/risk_level onto backtest candidates for the gate ablation

_window_setups computed them but _replay_ticker dropped them, so the ablation's NEUTRAL/tightener checks saw None for every candidate and the 'without confidence floor' / 'without R:R floor' rows collapsed to 0 setups (impossible — removing a floor can only add setups). Regression test now goes through the real _replay_ticker path. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-02 08:07:27 +02:00
parent 29b1a9a28c
commit 8750aac6d9
2 changed files with 31 additions and 0 deletions
@@ -394,6 +394,10 @@ def _replay_ticker(symbol: str, records: list, config: dict, activation: dict) -
                "best_prob": s["best_prob"],
                "momentum": s["momentum"],
                "meets_core": s["meets_core"],
+                # Gate fields the ablation recomputes floors from — without them
+                # every candidate looks NEUTRAL and the ablation rows collapse.
+                "action": s["action"],
+                "risk_level": s["risk_level"],
                "outcome": outcome,
                "target_hit": target_hit,
                "realized_r": realized_r,