dennisthiessenandClaude Opus 4.8
0e556d8a43
Found in review. _merge_amendments rebuilds a period from _MERGED_FIELDS + _CARRIED_FIELDS alone, so a column in neither list is absent from the merged row, not just stale — and callers read it with getattr(..., None), which silently yields None. weighted_avg_diluted_shares was never added when the market-cap fallback landed (_SNAPSHOT_COLS in the importer was updated, its counterpart in the derivation was not). The failure needed both of this branch's fixes at once: a multi-class issuer with a partial amendment on its latest period (META with a Part-III-only 10-K/A) would silently lose market cap and FCF yield again. Adds the field, a regression test for that case, and a guard test asserting the merge/carry lists cover every SnapshotRow field, so the next column added fails loudly rather than losing data quietly. Confirmed the guard catches the original bug. Also from review: - Expose pe_caveat in the valuation payload, so a P/E suppressed by split contamination says why instead of looking like missing data (the caveat was set but never read). - no_xbrl_filings now names both causes; the old text advised pinning a CIK override, which is wrong for a genuine new registrant that simply has not filed yet and clears itself. - Document that fiscalYearEnd is the issuer's current calendar, so a fiscal- year-end change degrades old periods (fallback/newest-wins), not current ones. - Parser-level tests for _select_weighted_avg_shares (shortest-span-wins and concept priority), which only had derivation-level coverage. 823 unit tests pass. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Backtest report index
Reports dated 2026-07-11 or earlier are the historical production research record and remain untouched.
The completed 2026-07-12/13 S/R and Gate Target Ladder research is preserved as compact decision evidence instead of full per-arm replay output:
sr-v2-validation-comparison.jsonandsr-v2-validation-cohorts.csvrecord the held-out detector comparison.sr-full-production-vs-candidate-comparison.jsonand its cohort CSV record the full-period clean-structure replacement decision.sr-explicit-target-ladder-comparison.jsonand its cohort CSV record exact GTL parity: 202,765 candidates, 1,086 qualified setups, 321 book trades, Sharpe 2.03, CAGR 50.0%, and max drawdown 21.4% in both arms.- The three
backtest-20260713-gtl-*.json/.mdpairs record the tuning, confirmation, and strength-sensitivity decisions. No stable improvement was found, so the production GTL stayed frozen.
The large backtest-sr-*.json replay files were removed after consolidation.
They duplicated hundreds of thousands of candidate rows while adding no
decision information beyond the compact comparisons and the narrative in
docs/research/sr-levels-and-exits.md. The original raw files remain available
in Git history if a forensic reconstruction is ever necessary.
The initial untracked backtest-20260712-sr-detector-rewrite.json is local-only
and is intentionally not part of the repository.
The 2026-07-17 post-stop re-entry decision is preserved in
daily_reentry_matrix.json. It is the canonical source for the nine-policy
daily replay, production-like full-universe ranking, the disjoint 2025+ book,
and the cost/capacity sensitivity matrix. The interpretation and production
decision live in
docs/research/post-stop-reentry.md.
The earlier post-stop-reentry-20260717.json,
post-stop-cooldown-sweep-20260717.json, and
gate-protected-stop-20260717.json reports were removed as superseded
intermediate experiments. They used weekly/hybrid entry cadence or tested the
rejected stop-adjustment path, and add no decision evidence beyond the final
daily matrix and narrative. Their matching one-off runners were removed too.
All remain recoverable from Git history. Rebuildable candidate pickle caches
are intentionally ignored and must not be committed.
Phase B fip breadth IC (2026-07-18/19) — compact evidence
Canonical artifacts:
fip-reconcile-20260719-000520.json— single-sourced authoritative ICs (unconditional liquid fip, tiers, prod-subset, mom-conditional, context signals). Membership symbol dumps stripped after the decision; narrative indocs/research/fip-breadth-ic.md.fip-breadth-20260718-211440-fingerprint.json— prod-snapshot fingerprint pass (fip IC −0.045 / t −2.91).
Removed as superseded / dangerous intermediate noise (recoverable from Git):
fip-breadth-20260718-211440-breadth.json(+ wrapper) — orphaned +0.0575 / t +5.12 from racing a partialresearch.sqlite. Kept out of the tree so it cannot be re-mythologized.fip-breadth-20260718-194828*.json— fingerprint-only partial run.fip-breadth-diagnostics-20260718-213705.jsonand…-213908.json— dual-path diagnostics superseded by the single-sourced reconcile.