chore: keep only what the system needs — drop research tooling, study scripts, diagram, plan

Owner directive 2026-09-06: Dukascopy and similar research material is irrelevant to
the running system; keep only code and files with a role in system functioning.

Deleted (all in git history before this commit):
- backtest/research/ tooling and data: book_report, book_diff, burst_map,
  burst_precursors, burst_indicator_map, open_trade_bursts, calendar_impact,
  watch_rule_eval, sizing_model, commit_ladder, llm_news_eval + llm_news_golden.csv,
  ff_calendar_scraper, duka_spread + duka_spread_by_hour.csv (the Dukascopy spread
  study), feed_divergence_oanda_vs_tiingo.csv, the panel dry-test JSONL, __init__.py
- scripts/feed_divergence_study.py, scripts/signal_parity_study.py (completed studies;
  their reports keep the results)
- docs/architecture.png + architecture_diagram.py (developer illustration)
- docs/data_source_change_test_plan.md (Phase 4 shadow scan stays noted in CLAUDE.md)

Kept: the campaign .md reports in backtest/research/ as the decision ledger CLAUDE.md
cites (rule 1 evidence); scripts/shadow_scan.py (pending operational step);
backtest/diagnose_filters.py (test-locked backtester diagnostic).

Local, untracked material removed on this box: .superpowers/, walkforward/, baseline/,
the commit-ladder and LLM-eval result folders, the Dukascopy boundary CSV; the
sizing_2026-09 folder is pruned to the four 3-year baseline books CLAUDE.md names.

.gitignore no longer lists the removed research outputs; the backtest instructions
and CLAUDE.md no longer point at deleted tools.

Suite: 461 passed, 0 failed (nothing imported the removed files).

Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL
This commit is contained in:
Harwinder Sekhon
2026-09-06 17:35:41 -04:00
parent de3f8a6ab8
commit c004e3f30b
28 changed files with 15 additions and 4800 deletions
+7 -10
View File
@@ -9,21 +9,18 @@ Every backtest report must record:
- Per trade (the exported CSV already carries these): entry/exit time and
price, exit reason, R multiple, MFE/MAE, entry reasons, and every
indicator's signal / value / agreement at decision time.
- Breakdowns by session/hour, weekday, regime and volatility regime
(backtest/research/book_report.py) and, for any candidate change, the
removed/added/shifted trade diff against the control book
(backtest/research/book_diff.py).
- Breakdowns by session/hour, weekday, regime and volatility regime, and,
for any candidate change, the removed/added/shifted trade diff against the
control book (the 5-bar cooldown displaces entries, so judge run-level
numbers, never the added-trade bucket alone).
- The md5 of the exported book whenever the run is a parity or regression check.
Replays go through the real signal code (analyze_from_dataframes) — never a
re-implementation.
--- 2026-09-06: decision-time feature export ---
- `--export-features` appends stake_multiplier, r_sized and the 65 `f_*` decision-time
features (position_sizing.FEATURE_ORDER) AFTER the 63 pinned columns; default export is
byte-identical to the pinned books. Use backtest/research/book_report.py for weekday /
hour x weekday / session / streak / rolling-WR / feature-quintile (both halves) tables,
backtest/research/burst_map.py for the burst-by-hour map, and
backtest/research/sizing_model.py for the walk-forward + shuffle-control harness.
byte-identical to the pinned books.
- Any sizing report must show the FLAT book and the SIZED book side by side and the
label-shuffle null; the 2026-09-06 campaign verdict (nothing ships) is the reference.
label-shuffle null; the 2026-09-06 campaign verdict (nothing ships,
backtest/research/sizing_campaign_2026-09.md) is the reference.