Files
signal-platform/tests/unit
dennisthiessenandClaude Opus 4.8 ca42e1b28d Precompute ATR series for paper-trade trailing exits
Both _atr_trailing_close (scheduled) and _atr_trailing_level (dashboard
read path) recomputed ATR from scratch on every post-entry bar via
compute_atr(rows[:idx+1]) — O(n*k) per trade. Replace with a single O(n)
Wilder pass, _atr_series_from_rows, that stores round(running, 4) at each
index. compute_atr keeps its running ATR unrounded through the recurrence
and rounds only at return, so this reproduces its per-prefix value exactly
(no behavior change; live-vs-backtest atr_trail3 parity still byte-identical).

Remove the now-unused _atr_from_rows and its compute_atr import. Add a
per-index parity test against compute_atr; existing ATR tests now mock
_atr_series_from_rows (same effect as the old fixed-ATR mock).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-04 09:13:19 +02:00
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