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baseline: byte-for-byte backtest reference at da61cff + compare tooling

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Pin reference outputs of backtest/gpu_backtest.py (XAU/USD, window
2025-08-04..2026-08-04, 4 primary TFs x spread 0.30/0.65 = 8 runs) under
baseline/da61cff/: trade books, stdout summaries, derived equity curves
and metrics, plus a manifest with exact argv, input-parquet and output
hashes, backend, and tool versions.

scripts/capture_baseline.py captures (cache-warm only, aborts rather
than fetch live); scripts/compare_baseline.py re-runs the identical
commands and byte-diffs every output, PASS/FAIL per file. Verified
32/32 files PASS on full re-run at this commit; m5_s065 reproduces the
pinned HEAD reference exactly (555 trades, +98.64R, PF 1.483). No
signal, execution, or scanner logic touched; 359 tests green.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01J3mZCQRHnJKt7qXQFG3RhB
This commit is contained in:
Harwinder Sekhon
2026-08-07 16:34:14 -04:00
parent da61cff509
commit 1c264d5315
37 changed files with 10181 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
baseline/da61cff/h4_s030/equity.csv
+43
View File
@@ -0,0 +1,43 @@
trade_n,entry_time,exit_time,quality,strategy,r_multiple,cum_r,high_water,drawdown_r
1,2025-09-01 08:00:00+00:00,2025-09-18 04:00:00+00:00,B,GENERIC,1.805231,1.805231,1.805231,0.000000
2,2025-09-03 12:00:00+00:00,2025-09-04 00:00:00+00:00,A,GENERIC,0.099674,1.904905,1.904905,0.000000
3,2025-09-08 12:00:00+00:00,2025-10-09 16:00:00+00:00,B,GENERIC,2.712991,4.617896,4.617896,0.000000
4,2025-09-16 08:00:00+00:00,2025-09-24 16:00:00+00:00,B,GENERIC,0.630258,5.248154,5.248154,0.000000
5,2025-09-22 08:00:00+00:00,2025-09-23 16:00:00+00:00,A,GENERIC,1.338101,6.586255,6.586255,0.000000
6,2025-09-23 12:00:00+00:00,2025-09-24 12:00:00+00:00,A,GENERIC,-1.007684,5.578571,6.586255,-1.007684
7,2025-09-29 12:00:00+00:00,2025-09-30 08:00:00+00:00,A,GENERIC,0.230356,5.808927,6.586255,-0.777328
8,2025-10-01 08:00:00+00:00,2025-10-02 12:00:00+00:00,A,GENERIC,-1.006098,4.802829,6.586255,-1.783426
9,2025-10-08 08:00:00+00:00,2025-10-17 00:00:00+00:00,B,GENERIC,2.175014,6.977843,6.977843,0.000000
10,2025-10-13 08:00:00+00:00,2025-10-14 12:00:00+00:00,B,GENERIC,0.289450,7.267293,7.267293,0.000000
11,2025-10-16 12:00:00+00:00,2025-10-17 12:00:00+00:00,B,GENERIC,0.006344,7.273636,7.273636,0.000000
12,2025-10-22 12:00:00+00:00,2025-11-10 00:00:00+00:00,B,GENERIC,-0.100371,7.173265,7.273636,-0.100371
13,2025-11-10 12:00:00+00:00,2025-11-11 12:00:00+00:00,A,GENERIC,0.449167,7.622432,7.622432,0.000000
14,2025-11-13 08:00:00+00:00,2025-11-13 16:00:00+00:00,A,GENERIC,-1.005274,6.617159,7.622432,-1.005274
15,2025-11-26 12:00:00+00:00,2025-12-02 00:00:00+00:00,B,GENERIC,0.251978,6.869137,7.622432,-0.753295
16,2025-12-01 08:00:00+00:00,2025-12-02 08:00:00+00:00,A,GENERIC,-1.005683,5.863454,7.622432,-1.758978
17,2025-12-12 08:00:00+00:00,2025-12-12 12:00:00+00:00,A,GENERIC,0.314960,6.178415,7.622432,-1.444018
18,2025-12-22 08:00:00+00:00,2025-12-23 12:00:00+00:00,A+,GENERIC,0.998027,7.176441,7.622432,-0.445991
19,2025-12-23 08:00:00+00:00,2025-12-23 12:00:00+00:00,A,GENERIC,-1.006249,6.170192,7.622432,-1.452241
20,2026-01-12 08:00:00+00:00,2026-01-12 20:00:00+00:00,A+,GENERIC,-0.087162,6.083030,7.622432,-1.539402
21,2026-01-14 08:00:00+00:00,2026-01-16 12:00:00+00:00,B,GENERIC,-1.003306,5.079724,7.622432,-2.542708
22,2026-01-15 12:00:00+00:00,2026-01-16 12:00:00+00:00,C,GENERIC,-1.003833,4.075891,7.622432,-3.546541
23,2026-01-19 08:00:00+00:00,2026-01-21 12:00:00+00:00,A,GENERIC,2.455935,6.531827,7.622432,-1.090606
24,2026-01-20 08:00:00+00:00,2026-01-21 12:00:00+00:00,A,GENERIC,2.148449,8.680276,8.680276,0.000000
25,2026-01-21 08:00:00+00:00,2026-01-29 12:00:00+00:00,B,GENERIC,2.472578,11.152854,11.152854,0.000000
26,2026-01-22 08:00:00+00:00,2026-01-23 08:00:00+00:00,A,GENERIC,0.801927,11.954781,11.954781,0.000000
27,2026-01-26 08:00:00+00:00,2026-01-29 12:00:00+00:00,B,GENERIC,1.446922,13.401704,13.401704,0.000000
28,2026-01-28 08:00:00+00:00,2026-01-29 00:00:00+00:00,A,GENERIC,2.093481,15.495185,15.495185,0.000000
29,2026-01-29 08:00:00+00:00,2026-01-30 16:00:00+00:00,B,GENERIC,-1.000474,14.494711,15.495185,-1.000474
30,2026-02-02 08:00:00+00:00,2026-02-22 20:00:00+00:00,B,GENERIC,-1.000538,13.494173,15.495185,-2.001012
31,2026-03-02 08:00:00+00:00,2026-03-02 12:00:00+00:00,A+,GENERIC,-1.002968,12.491205,15.495185,-3.003980
32,2026-03-19 08:00:00+00:00,2026-03-19 16:00:00+00:00,A+,GENERIC,1.243807,13.735012,15.495185,-1.760173
33,2026-03-20 12:00:00+00:00,2026-03-23 08:00:00+00:00,B,GENERIC,0.638915,14.373927,15.495185,-1.121258
34,2026-03-23 08:00:00+00:00,2026-03-23 08:00:00+00:00,A,GENERIC,-1.001579,13.372348,15.495185,-2.122837
35,2026-04-01 08:00:00+00:00,2026-04-02 00:00:00+00:00,A,GENERIC,-0.111016,13.261332,15.495185,-2.233853
36,2026-05-07 08:00:00+00:00,2026-05-11 04:00:00+00:00,A,GENERIC,-1.003944,12.257388,15.495185,-3.237796
37,2026-05-15 12:00:00+00:00,2026-05-18 04:00:00+00:00,A+,GENERIC,0.141889,12.399278,15.495185,-3.095907
38,2026-06-08 08:00:00+00:00,2026-06-11 00:00:00+00:00,A,GENERIC,2.578448,14.977726,15.495185,-0.517459
39,2026-06-10 08:00:00+00:00,2026-06-11 00:00:00+00:00,A,GENERIC,1.128895,16.106621,16.106621,0.000000
40,2026-06-11 12:00:00+00:00,2026-08-03 20:00:00+00:00,B,GENERIC,0.081741,16.188361,16.188361,0.000000
41,2026-06-25 08:00:00+00:00,2026-08-03 20:00:00+00:00,B,GENERIC,-0.238501,15.949861,16.188361,-0.238501
42,2026-07-21 08:00:00+00:00,2026-07-23 04:00:00+00:00,B,GENERIC,0.374432,16.324293,16.324293,0.000000
1 trade_n entry_time exit_time quality strategy r_multiple cum_r high_water drawdown_r
2 1 2025-09-01 08:00:00+00:00 2025-09-18 04:00:00+00:00 B GENERIC 1.805231 1.805231 1.805231 0.000000
3 2 2025-09-03 12:00:00+00:00 2025-09-04 00:00:00+00:00 A GENERIC 0.099674 1.904905 1.904905 0.000000
4 3 2025-09-08 12:00:00+00:00 2025-10-09 16:00:00+00:00 B GENERIC 2.712991 4.617896 4.617896 0.000000
5 4 2025-09-16 08:00:00+00:00 2025-09-24 16:00:00+00:00 B GENERIC 0.630258 5.248154 5.248154 0.000000
6 5 2025-09-22 08:00:00+00:00 2025-09-23 16:00:00+00:00 A GENERIC 1.338101 6.586255 6.586255 0.000000
7 6 2025-09-23 12:00:00+00:00 2025-09-24 12:00:00+00:00 A GENERIC -1.007684 5.578571 6.586255 -1.007684
8 7 2025-09-29 12:00:00+00:00 2025-09-30 08:00:00+00:00 A GENERIC 0.230356 5.808927 6.586255 -0.777328
9 8 2025-10-01 08:00:00+00:00 2025-10-02 12:00:00+00:00 A GENERIC -1.006098 4.802829 6.586255 -1.783426
10 9 2025-10-08 08:00:00+00:00 2025-10-17 00:00:00+00:00 B GENERIC 2.175014 6.977843 6.977843 0.000000
11 10 2025-10-13 08:00:00+00:00 2025-10-14 12:00:00+00:00 B GENERIC 0.289450 7.267293 7.267293 0.000000
12 11 2025-10-16 12:00:00+00:00 2025-10-17 12:00:00+00:00 B GENERIC 0.006344 7.273636 7.273636 0.000000
13 12 2025-10-22 12:00:00+00:00 2025-11-10 00:00:00+00:00 B GENERIC -0.100371 7.173265 7.273636 -0.100371
14 13 2025-11-10 12:00:00+00:00 2025-11-11 12:00:00+00:00 A GENERIC 0.449167 7.622432 7.622432 0.000000
15 14 2025-11-13 08:00:00+00:00 2025-11-13 16:00:00+00:00 A GENERIC -1.005274 6.617159 7.622432 -1.005274
16 15 2025-11-26 12:00:00+00:00 2025-12-02 00:00:00+00:00 B GENERIC 0.251978 6.869137 7.622432 -0.753295
17 16 2025-12-01 08:00:00+00:00 2025-12-02 08:00:00+00:00 A GENERIC -1.005683 5.863454 7.622432 -1.758978
18 17 2025-12-12 08:00:00+00:00 2025-12-12 12:00:00+00:00 A GENERIC 0.314960 6.178415 7.622432 -1.444018
19 18 2025-12-22 08:00:00+00:00 2025-12-23 12:00:00+00:00 A+ GENERIC 0.998027 7.176441 7.622432 -0.445991
20 19 2025-12-23 08:00:00+00:00 2025-12-23 12:00:00+00:00 A GENERIC -1.006249 6.170192 7.622432 -1.452241
21 20 2026-01-12 08:00:00+00:00 2026-01-12 20:00:00+00:00 A+ GENERIC -0.087162 6.083030 7.622432 -1.539402
22 21 2026-01-14 08:00:00+00:00 2026-01-16 12:00:00+00:00 B GENERIC -1.003306 5.079724 7.622432 -2.542708
23 22 2026-01-15 12:00:00+00:00 2026-01-16 12:00:00+00:00 C GENERIC -1.003833 4.075891 7.622432 -3.546541
24 23 2026-01-19 08:00:00+00:00 2026-01-21 12:00:00+00:00 A GENERIC 2.455935 6.531827 7.622432 -1.090606
25 24 2026-01-20 08:00:00+00:00 2026-01-21 12:00:00+00:00 A GENERIC 2.148449 8.680276 8.680276 0.000000
26 25 2026-01-21 08:00:00+00:00 2026-01-29 12:00:00+00:00 B GENERIC 2.472578 11.152854 11.152854 0.000000
27 26 2026-01-22 08:00:00+00:00 2026-01-23 08:00:00+00:00 A GENERIC 0.801927 11.954781 11.954781 0.000000
28 27 2026-01-26 08:00:00+00:00 2026-01-29 12:00:00+00:00 B GENERIC 1.446922 13.401704 13.401704 0.000000
29 28 2026-01-28 08:00:00+00:00 2026-01-29 00:00:00+00:00 A GENERIC 2.093481 15.495185 15.495185 0.000000
30 29 2026-01-29 08:00:00+00:00 2026-01-30 16:00:00+00:00 B GENERIC -1.000474 14.494711 15.495185 -1.000474
31 30 2026-02-02 08:00:00+00:00 2026-02-22 20:00:00+00:00 B GENERIC -1.000538 13.494173 15.495185 -2.001012
32 31 2026-03-02 08:00:00+00:00 2026-03-02 12:00:00+00:00 A+ GENERIC -1.002968 12.491205 15.495185 -3.003980
33 32 2026-03-19 08:00:00+00:00 2026-03-19 16:00:00+00:00 A+ GENERIC 1.243807 13.735012 15.495185 -1.760173
34 33 2026-03-20 12:00:00+00:00 2026-03-23 08:00:00+00:00 B GENERIC 0.638915 14.373927 15.495185 -1.121258
35 34 2026-03-23 08:00:00+00:00 2026-03-23 08:00:00+00:00 A GENERIC -1.001579 13.372348 15.495185 -2.122837
36 35 2026-04-01 08:00:00+00:00 2026-04-02 00:00:00+00:00 A GENERIC -0.111016 13.261332 15.495185 -2.233853
37 36 2026-05-07 08:00:00+00:00 2026-05-11 04:00:00+00:00 A GENERIC -1.003944 12.257388 15.495185 -3.237796
38 37 2026-05-15 12:00:00+00:00 2026-05-18 04:00:00+00:00 A+ GENERIC 0.141889 12.399278 15.495185 -3.095907
39 38 2026-06-08 08:00:00+00:00 2026-06-11 00:00:00+00:00 A GENERIC 2.578448 14.977726 15.495185 -0.517459
40 39 2026-06-10 08:00:00+00:00 2026-06-11 00:00:00+00:00 A GENERIC 1.128895 16.106621 16.106621 0.000000
41 40 2026-06-11 12:00:00+00:00 2026-08-03 20:00:00+00:00 B GENERIC 0.081741 16.188361 16.188361 0.000000
42 41 2026-06-25 08:00:00+00:00 2026-08-03 20:00:00+00:00 B GENERIC -0.238501 15.949861 16.188361 -0.238501
43 42 2026-07-21 08:00:00+00:00 2026-07-23 04:00:00+00:00 B GENERIC 0.374432 16.324293 16.324293 0.000000