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Finalize GTL and retire S/R research harness

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dennisthiessen
2026-07-13 17:58:04 +02:00
parent 9d362bd568
commit bee5a5ce89
35 changed files with 374 additions and 5385779 deletions
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@@ -459,10 +459,11 @@ metrics. Keep the SSH tunnel open only while creating the snapshot; the backtest
run itself is local/offline. `backtest_snapshots/` and generated backtest reports
are git-ignored.
Without a research override, both this runner and the scheduled/Admin online
backtest use `explicit_target_ladder`, matching the live scanner's gate-target
path. Clean Structural S/R detector arms must be selected explicitly with
`--sr-variant`; they are not production backtest defaults.
The local runner, scheduled job, and Admin UI all default to
`production_gtl`, matching the live scanner's target path. For a deliberate
comparison, select **Structural S/R (comparison)** in the UI or pass
`--target-model structural_sr` locally. Every report records the selected model
and whether it is the production path.
### Archived GTL tuning decision
@@ -510,10 +511,6 @@ Research-only flags, all off by default (the default report is byte-identical to
|---|---|
| `BACKTEST_HOLDOUT_SPLIT=YYYY-MM-DD` | Adds a `holdout` section: train (entries before) vs test (entries on/after), as disjoint books |
| `BACKTEST_MIN_RR_SWEEP=1` | Sweeps the activation R:R floor against portfolio Sharpe. Combine with `BACKTEST_HOLDOUT_SPLIT` to sweep out-of-sample |
| `BACKTEST_SR_VARIANT=<arm>` | Research-only S/R detector/gate arm; see `docs/research/sr-levels-and-exits.md` for the detector and hidden-feature matrices |
| `BACKTEST_ENTRY_START=YYYY-MM-DD` | Restrict candidate entry dates to a validation window |
| `BACKTEST_ENTRY_END=YYYY-MM-DD` | Restrict candidate entry dates to a training window |
| `BACKTEST_SR_AUDIT=1` | Add momentum-slice candidate rows for paired S/R cohort comparison |
| `BACKTEST_RESEARCH_EXITS=1` | Adds the rejected take-profit exit rows to the exit comparison |
| `BACKTEST_ATR_TARGET_FALLBACK=k` | Synthesizes a k×ATR target where S/R offers none |
| `BACKTEST_FALLBACK_CLEAR_AIR_ONLY=1` | Restricts that fallback to setups with genuinely no structure ahead |