dennisthiessen
80b4113280
Backtest report now includes research-only hold-to-horizon portfolio variants comparing raw vs residual 12-1 momentum, cutoff 80 vs 90, max 10 vs 15 positions, and SPY-200 risk scaling. A dynamic research recommendation panel flags residual momentum, cutoff 90, or regime scaling only when transparent promotion rules pass. Adds signal_context_snapshots with migration 016 and captures one point-in-time context row per newly generated TradeSetup: setup fields, composite/dimensions, latest sentiment, latest fundamentals, and strategy_version=momentum_12_1_rr_time_v1. This is forward-only; no historical sentiment/fundamental backfill is attempted. No live gate, paper-trade exit, or production ranking behavior changes. Verification: 458 backend tests pass, ruff check app/ clean, frontend npm run build clean. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
36 lines
1.1 KiB
Python
36 lines
1.1 KiB
Python
from app.models.ticker import Ticker
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from app.models.ohlcv import OHLCVRecord
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from app.models.user import User
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from app.models.sentiment import SentimentScore
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from app.models.fundamental import FundamentalData
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from app.models.score import DimensionScore, CompositeScore
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from app.models.sr_level import SRLevel
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from app.models.trade_setup import TradeSetup
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from app.models.watchlist import WatchlistEntry
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from app.models.settings import SystemSetting, IngestionProgress
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from app.models.alert import AlertLog
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from app.models.paper_trade import PaperTrade
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from app.models.regime_snapshot import RegimeSnapshot
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from app.models.benchmark_price import BenchmarkPrice
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from app.models.signal_context_snapshot import SignalContextSnapshot
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__all__ = [
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"Ticker",
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"OHLCVRecord",
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"User",
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"SentimentScore",
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"FundamentalData",
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"DimensionScore",
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"CompositeScore",
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"SRLevel",
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"TradeSetup",
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"WatchlistEntry",
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"SystemSetting",
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"IngestionProgress",
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"AlertLog",
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"PaperTrade",
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"RegimeSnapshot",
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"BenchmarkPrice",
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"SignalContextSnapshot",
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]
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