Harwinder Sekhon
1cebebf79a
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). Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL
27 lines
1.6 KiB
Plaintext
27 lines
1.6 KiB
Plaintext
Backtest reporting checklist — ForexBot2 (XAU/USD)
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==================================================
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Every backtest report must record:
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- The exact command line (window, --primary-tf, --spread, and any --set /
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--quality / --strategies / --confirm-tfs overrides) and the "Backend:" log line.
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- Trades, total R, win rate, profit factor and max drawdown for the whole
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window AND for both halves, at both cost conventions ($0.65 measured-Oanda
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headline, $0.30 cross-book comparability) — CLAUDE.md rule 1.
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- Per trade (the exported CSV already carries these): entry/exit time and
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price, exit reason, R multiple, MFE/MAE, entry reasons, and every
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indicator's signal / value / agreement at decision time.
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- Breakdowns by session/hour, weekday, regime and volatility regime, and,
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for any candidate change, the removed/added/shifted trade diff against the
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control book (the 5-bar cooldown displaces entries, so judge run-level
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numbers, never the added-trade bucket alone).
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- The md5 of the exported book whenever the run is a parity or regression check.
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Replays go through the real signal code (analyze_from_dataframes) — never a
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re-implementation.
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--- 2026-09-06: decision-time feature export ---
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- `--export-features` appends stake_multiplier, r_sized and the 65 `f_*` decision-time
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features (position_sizing.FEATURE_ORDER) AFTER the 63 pinned columns; default export is
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byte-identical to the pinned books.
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- Any sizing report must show the FLAT book and the SIZED book side by side and the
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label-shuffle null; the 2026-09-06 campaign verdict (nothing ships,
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backtest/research/sizing_campaign_2026-09.md) is the reference.
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