fix: harden Structural S/R after OHLCV writes and surface cleanup failures
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Honor custom S/R tolerance as a transient detect, refresh levels after OHLCV
mutations without failing committed price writes, report per-ticker S/R
rebuild failures from admin cleanup, and warn in the admin UI when refresh is partial.
This commit is contained in:
2026-07-18 13:44:34 +02:00
parent b0e33e1606
commit cad4b49e7c
11 changed files with 181 additions and 23 deletions
+1 -1
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@@ -80,7 +80,7 @@ Reports: `backtest-20260712-min-rr-sweep.json` (in-sample), `-oos.json` (test wi
| min_rr | qualified | In-sample Sharpe / CAGR | **OOS** Sharpe / CAGR (entries ≥ 2024-07) |
|---|---|---|---|
| 0.0 (floor off) | 6636 | 1.98 / 58.5% | 2.02 / 66.2% |
| 1.2 (code default) | 3897 | 1.34 / 33.9% | 1.12 / 28.8% |
| 1.2 (old code default) | 3897 | 1.34 / 33.9% | 1.12 / 28.8% |
| 1.5 | 3127 | 1.20 / 29.6% | 1.12 / 28.8% |
| 1.75 | 1974 | 1.64 / 44.5% | 1.15 / 27.4% |
| **2.0 (live)** | 1089 | **2.04 / 50.4%** | **2.78 / 73.3%** |