2 Commits

Include renames

Author	SHA1	Message	Date
dennisthiessenandClaude Opus 5.5	231372fb3a	fix(backtest): address the second review of the breakeven and book-config work ... - The breakeven study grades at the shadow book's capacity AND risk per trade, and labels each with where it came from. A missing setting row now reads "shadow_book default" instead of crediting the setting; the committed report said shadow_book_capacity though the snapshot has no such row. - _production_book_config reads strategies through the same _portfolio_monitor_strategies() hook as the monitor. - breakeven_gate_reset is rejected when there is no post-stop episode or cooldown for it to start, and the study skips its diagnostic arm for a book without one, so a production config change cannot abort the run. - identical_to_control is renamed ties_control_on_graded_metrics and needs real values: be_2r ties on every graded metric but still changed 2 trades. - _BookConfig drops an unused field and hashes by identity; the min-R:R sweep swaps its gate in with dataclasses.replace instead of passing it. - New tests cover the parity guard's success path, the no-config fallback and the gate-reset check. The breakeven report is regenerated: every row, diagnostic row and the parity check are identical; only the labels, the risk fields and the renamed flag changed. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>	2026-10-10 21:41:44 +02:00
dennisthiessenandClaude Opus 5.5	3545b483d8	research(backtest): breakeven-stop exit test, rejected ... Pre-registered test of raising the stop to entry once a trade is +1R or +2R, on top of the 3x ATR trail. be_1r fails the frozen rule (train worse on all three graded metrics, test drawdown worse); be_2r changes 2 of 480 trades because the trail already reaches entry near +2R. The production exit stays. Breakeven exits get their own breakeven_stop label. They follow live re-entry semantics (only initial-stop exits lock re-entry), and an ungraded be_1r_gated diagnostic arm sends them through the post-stop gate reset instead. The trail and breakeven ratchet share one helper, so breakeven also applies on a next_open fill bar. breakeven_r is validated, verdicts flag passes that are only ties, and the graded capacity comes from the shadow book config. Every graded number and the parity row are unchanged from the first run. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>	2026-10-10 09:42:47 +02:00