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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_s065/equity.csv
+43
View File
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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,1.801331,1.801331,1.801331,0.000000
2,2025-09-03 12:00:00+00:00,2025-09-04 00:00:00+00:00,A,GENERIC,0.089967,1.891298,1.891298,0.000000
3,2025-09-08 12:00:00+00:00,2025-10-09 16:00:00+00:00,B,GENERIC,2.710231,4.601529,4.601529,0.000000
4,2025-09-16 08:00:00+00:00,2025-09-24 16:00:00+00:00,B,GENERIC,0.625636,5.227165,5.227165,0.000000
5,2025-09-22 08:00:00+00:00,2025-09-23 16:00:00+00:00,A,GENERIC,1.328700,6.555865,6.555865,0.000000
6,2025-09-23 12:00:00+00:00,2025-09-24 12:00:00+00:00,A,GENERIC,-1.016650,5.539215,6.555865,-1.016650
7,2025-09-29 12:00:00+00:00,2025-09-30 08:00:00+00:00,A,GENERIC,0.222315,5.761530,6.555865,-0.794335
8,2025-10-01 08:00:00+00:00,2025-10-02 12:00:00+00:00,A,GENERIC,-1.013211,4.748318,6.555865,-1.807546
9,2025-10-08 08:00:00+00:00,2025-10-17 00:00:00+00:00,B,GENERIC,2.172058,6.920376,6.920376,0.000000
10,2025-10-13 08:00:00+00:00,2025-10-14 12:00:00+00:00,B,GENERIC,0.286094,7.206470,7.206470,0.000000
11,2025-10-16 12:00:00+00:00,2025-10-17 12:00:00+00:00,B,GENERIC,0.004454,7.210924,7.210924,0.000000
12,2025-10-22 12:00:00+00:00,2025-11-10 00:00:00+00:00,B,GENERIC,-0.101978,7.108946,7.210924,-0.101978
13,2025-11-10 12:00:00+00:00,2025-11-11 12:00:00+00:00,A,GENERIC,0.442544,7.551490,7.551490,0.000000
14,2025-11-13 08:00:00+00:00,2025-11-13 16:00:00+00:00,A,GENERIC,-1.011427,6.540064,7.551490,-1.011427
15,2025-11-26 12:00:00+00:00,2025-12-02 00:00:00+00:00,B,GENERIC,0.248199,6.788262,7.551490,-0.763228
16,2025-12-01 08:00:00+00:00,2025-12-02 08:00:00+00:00,A,GENERIC,-1.012313,5.775949,7.551490,-1.775541
17,2025-12-12 08:00:00+00:00,2025-12-12 12:00:00+00:00,A,GENERIC,0.307765,6.083715,7.551490,-1.467776
18,2025-12-22 08:00:00+00:00,2025-12-23 12:00:00+00:00,A+,GENERIC,0.990659,7.074374,7.551490,-0.477117
19,2025-12-23 08:00:00+00:00,2025-12-23 12:00:00+00:00,A,GENERIC,-1.013540,6.060833,7.551490,-1.490657
20,2026-01-12 08:00:00+00:00,2026-01-12 20:00:00+00:00,A+,GENERIC,-0.092668,5.968165,7.551490,-1.583325
21,2026-01-14 08:00:00+00:00,2026-01-16 12:00:00+00:00,B,GENERIC,-1.007163,4.961002,7.551490,-2.590488
22,2026-01-15 12:00:00+00:00,2026-01-16 12:00:00+00:00,C,GENERIC,-1.008304,3.952698,7.551490,-3.598792
23,2026-01-19 08:00:00+00:00,2026-01-21 12:00:00+00:00,A,GENERIC,2.450905,6.403603,7.551490,-1.147887
24,2026-01-20 08:00:00+00:00,2026-01-21 12:00:00+00:00,A,GENERIC,2.142550,8.546154,8.546154,0.000000
25,2026-01-21 08:00:00+00:00,2026-01-29 12:00:00+00:00,B,GENERIC,2.471067,11.017221,11.017221,0.000000
26,2026-01-22 08:00:00+00:00,2026-01-23 08:00:00+00:00,A,GENERIC,0.797888,11.815109,11.815109,0.000000
27,2026-01-26 08:00:00+00:00,2026-01-29 12:00:00+00:00,B,GENERIC,1.445423,13.260532,13.260532,0.000000
28,2026-01-28 08:00:00+00:00,2026-01-29 00:00:00+00:00,A,GENERIC,2.090191,15.350723,15.350723,0.000000
29,2026-01-29 08:00:00+00:00,2026-01-30 16:00:00+00:00,B,GENERIC,-1.001026,14.349697,15.350723,-1.001026
30,2026-02-02 08:00:00+00:00,2026-02-22 20:00:00+00:00,B,GENERIC,-1.001166,13.348531,15.350723,-2.002192
31,2026-03-02 08:00:00+00:00,2026-03-02 12:00:00+00:00,A+,GENERIC,-1.006431,12.342101,15.350723,-3.008623
32,2026-03-19 08:00:00+00:00,2026-03-19 16:00:00+00:00,A+,GENERIC,1.240491,13.582591,15.350723,-1.768132
33,2026-03-20 12:00:00+00:00,2026-03-23 08:00:00+00:00,B,GENERIC,0.638066,14.220657,15.350723,-1.130066
34,2026-03-23 08:00:00+00:00,2026-03-23 08:00:00+00:00,A,GENERIC,-1.003422,13.217236,15.350723,-2.133487
35,2026-04-01 08:00:00+00:00,2026-04-02 00:00:00+00:00,A,GENERIC,-0.113576,13.103659,15.350723,-2.247064
36,2026-05-07 08:00:00+00:00,2026-05-11 04:00:00+00:00,A,GENERIC,-1.008545,12.095115,15.350723,-3.255609
37,2026-05-15 12:00:00+00:00,2026-05-18 04:00:00+00:00,A+,GENERIC,0.137239,12.232354,15.350723,-3.118369
38,2026-06-08 08:00:00+00:00,2026-06-11 00:00:00+00:00,A,GENERIC,2.574138,14.806492,15.350723,-0.544232
39,2026-06-10 08:00:00+00:00,2026-06-11 00:00:00+00:00,A,GENERIC,1.124833,15.931325,15.931325,0.000000
40,2026-06-11 12:00:00+00:00,2026-08-03 20:00:00+00:00,B,GENERIC,0.080650,16.011975,16.011975,0.000000
41,2026-06-25 08:00:00+00:00,2026-08-03 20:00:00+00:00,B,GENERIC,-0.239758,15.772217,16.011975,-0.239758
42,2026-07-21 08:00:00+00:00,2026-07-23 04:00:00+00:00,B,GENERIC,0.370274,16.142490,16.142490,0.000000
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 1.801331 1.801331 1.801331 0.000000
3 2 2025-09-03 12:00:00+00:00 2025-09-04 00:00:00+00:00 A GENERIC 0.089967 1.891298 1.891298 0.000000
4 3 2025-09-08 12:00:00+00:00 2025-10-09 16:00:00+00:00 B GENERIC 2.710231 4.601529 4.601529 0.000000
5 4 2025-09-16 08:00:00+00:00 2025-09-24 16:00:00+00:00 B GENERIC 0.625636 5.227165 5.227165 0.000000
6 5 2025-09-22 08:00:00+00:00 2025-09-23 16:00:00+00:00 A GENERIC 1.328700 6.555865 6.555865 0.000000
7 6 2025-09-23 12:00:00+00:00 2025-09-24 12:00:00+00:00 A GENERIC -1.016650 5.539215 6.555865 -1.016650
8 7 2025-09-29 12:00:00+00:00 2025-09-30 08:00:00+00:00 A GENERIC 0.222315 5.761530 6.555865 -0.794335
9 8 2025-10-01 08:00:00+00:00 2025-10-02 12:00:00+00:00 A GENERIC -1.013211 4.748318 6.555865 -1.807546
10 9 2025-10-08 08:00:00+00:00 2025-10-17 00:00:00+00:00 B GENERIC 2.172058 6.920376 6.920376 0.000000
11 10 2025-10-13 08:00:00+00:00 2025-10-14 12:00:00+00:00 B GENERIC 0.286094 7.206470 7.206470 0.000000
12 11 2025-10-16 12:00:00+00:00 2025-10-17 12:00:00+00:00 B GENERIC 0.004454 7.210924 7.210924 0.000000
13 12 2025-10-22 12:00:00+00:00 2025-11-10 00:00:00+00:00 B GENERIC -0.101978 7.108946 7.210924 -0.101978
14 13 2025-11-10 12:00:00+00:00 2025-11-11 12:00:00+00:00 A GENERIC 0.442544 7.551490 7.551490 0.000000
15 14 2025-11-13 08:00:00+00:00 2025-11-13 16:00:00+00:00 A GENERIC -1.011427 6.540064 7.551490 -1.011427
16 15 2025-11-26 12:00:00+00:00 2025-12-02 00:00:00+00:00 B GENERIC 0.248199 6.788262 7.551490 -0.763228
17 16 2025-12-01 08:00:00+00:00 2025-12-02 08:00:00+00:00 A GENERIC -1.012313 5.775949 7.551490 -1.775541
18 17 2025-12-12 08:00:00+00:00 2025-12-12 12:00:00+00:00 A GENERIC 0.307765 6.083715 7.551490 -1.467776
19 18 2025-12-22 08:00:00+00:00 2025-12-23 12:00:00+00:00 A+ GENERIC 0.990659 7.074374 7.551490 -0.477117
20 19 2025-12-23 08:00:00+00:00 2025-12-23 12:00:00+00:00 A GENERIC -1.013540 6.060833 7.551490 -1.490657
21 20 2026-01-12 08:00:00+00:00 2026-01-12 20:00:00+00:00 A+ GENERIC -0.092668 5.968165 7.551490 -1.583325
22 21 2026-01-14 08:00:00+00:00 2026-01-16 12:00:00+00:00 B GENERIC -1.007163 4.961002 7.551490 -2.590488
23 22 2026-01-15 12:00:00+00:00 2026-01-16 12:00:00+00:00 C GENERIC -1.008304 3.952698 7.551490 -3.598792
24 23 2026-01-19 08:00:00+00:00 2026-01-21 12:00:00+00:00 A GENERIC 2.450905 6.403603 7.551490 -1.147887
25 24 2026-01-20 08:00:00+00:00 2026-01-21 12:00:00+00:00 A GENERIC 2.142550 8.546154 8.546154 0.000000
26 25 2026-01-21 08:00:00+00:00 2026-01-29 12:00:00+00:00 B GENERIC 2.471067 11.017221 11.017221 0.000000
27 26 2026-01-22 08:00:00+00:00 2026-01-23 08:00:00+00:00 A GENERIC 0.797888 11.815109 11.815109 0.000000
28 27 2026-01-26 08:00:00+00:00 2026-01-29 12:00:00+00:00 B GENERIC 1.445423 13.260532 13.260532 0.000000
29 28 2026-01-28 08:00:00+00:00 2026-01-29 00:00:00+00:00 A GENERIC 2.090191 15.350723 15.350723 0.000000
30 29 2026-01-29 08:00:00+00:00 2026-01-30 16:00:00+00:00 B GENERIC -1.001026 14.349697 15.350723 -1.001026
31 30 2026-02-02 08:00:00+00:00 2026-02-22 20:00:00+00:00 B GENERIC -1.001166 13.348531 15.350723 -2.002192
32 31 2026-03-02 08:00:00+00:00 2026-03-02 12:00:00+00:00 A+ GENERIC -1.006431 12.342101 15.350723 -3.008623
33 32 2026-03-19 08:00:00+00:00 2026-03-19 16:00:00+00:00 A+ GENERIC 1.240491 13.582591 15.350723 -1.768132
34 33 2026-03-20 12:00:00+00:00 2026-03-23 08:00:00+00:00 B GENERIC 0.638066 14.220657 15.350723 -1.130066
35 34 2026-03-23 08:00:00+00:00 2026-03-23 08:00:00+00:00 A GENERIC -1.003422 13.217236 15.350723 -2.133487
36 35 2026-04-01 08:00:00+00:00 2026-04-02 00:00:00+00:00 A GENERIC -0.113576 13.103659 15.350723 -2.247064
37 36 2026-05-07 08:00:00+00:00 2026-05-11 04:00:00+00:00 A GENERIC -1.008545 12.095115 15.350723 -3.255609
38 37 2026-05-15 12:00:00+00:00 2026-05-18 04:00:00+00:00 A+ GENERIC 0.137239 12.232354 15.350723 -3.118369
39 38 2026-06-08 08:00:00+00:00 2026-06-11 00:00:00+00:00 A GENERIC 2.574138 14.806492 15.350723 -0.544232
40 39 2026-06-10 08:00:00+00:00 2026-06-11 00:00:00+00:00 A GENERIC 1.124833 15.931325 15.931325 0.000000
41 40 2026-06-11 12:00:00+00:00 2026-08-03 20:00:00+00:00 B GENERIC 0.080650 16.011975 16.011975 0.000000
42 41 2026-06-25 08:00:00+00:00 2026-08-03 20:00:00+00:00 B GENERIC -0.239758 15.772217 16.011975 -0.239758
43 42 2026-07-21 08:00:00+00:00 2026-07-23 04:00:00+00:00 B GENERIC 0.370274 16.142490 16.142490 0.000000