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	7a9b3ad38b	research: volatility-standardized residual momentum screen, failed ... Strategy review (2026-09-08) and a frozen, paired signal screen of residual 12-1 momentum divided by its formation-window residual volatility. Across 73 non-overlapping windows the normalized signal's IC is 0.0128 against 0.0145 for the matched control, below the frozen 0.03 floor, so the conditional portfolio replay was not run and nothing in production changes. Code-review fixes to the runner, before first commit: a missing OHLC price stops the run instead of reading as 0; the snapshot connection is closed explicitly (on Windows it otherwise kept the file locked); the paired-coverage check raises instead of asserting, so python -O cannot strip it; and source files are recorded as git blob ids with line endings normalized, so the report can be checked against history. The report was regenerated with the fixed runner; its screen section is byte-identical to the original run. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>	2026-10-10 18:45:24 +02:00