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

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
+48
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@@ -0,0 +1,48 @@
{
"by_quality": {
"A": {
"max_dd_r": -12.478514,
"profit_factor": 1.46302,
"total_r": 25.071407,
"trades": 144,
"win_rate_pct": 59.722222
},
"A+": {
"max_dd_r": -1.29411,
"profit_factor": 0.364154,
"total_r": -1.29411,
"trades": 4,
"win_rate_pct": 50.0
},
"B": {
"max_dd_r": -9.664675,
"profit_factor": 1.341748,
"total_r": 25.036715,
"trades": 208,
"win_rate_pct": 62.019231
},
"C": {
"max_dd_r": -3.634364,
"profit_factor": 3.221168,
"total_r": 25.118853,
"trades": 41,
"win_rate_pct": 73.170732
}
},
"by_strategy": {
"GENERIC": {
"max_dd_r": -10.828124,
"profit_factor": 1.525269,
"total_r": 73.932864,
"trades": 397,
"win_rate_pct": 62.216625
}
},
"overall": {
"max_dd_r": -10.828124,
"profit_factor": 1.525269,
"total_r": 73.932864,
"trades": 397,
"win_rate_pct": 62.216625
}
}