Harwinder Sekhon
6bf58fd9d4
Walk-forward "second opinion" stake multiplier (meta-labelling on 65 decision-time features, 3yr Oanda books @ $0.65) FAILED the pre-registered rule on M5 (clean null) and M15 (lift inside the label-shuffle null, explained by BUY-vs-SELL). Nothing that changes numbers ships; the 12-month M5 book re-run is byte-identical to the pinned one. Behaviour-neutral plumbing: - position_sizing.build_features (65 features; multiplier path returns 1.0, no artifact) - SignalReport.penalty_tags / penalty_total / momentum_fading (record-keeping) - TradeSetup.stake_multiplier = None (reserved) - gpu_backtest --export-features (default export stays the pinned 63 columns; extras forced to the tail even when the first trade lacks an indicator) Research tools (backtest/research): book_report, burst_map, burst_precursors, open_trade_bursts, calendar_impact, burst_indicator_map, sizing_model, watch_rule_eval. Findings recorded in backtest/research/sizing_campaign_2026-09.md: M5 stretch measures are positive in both halves; every open-trade protection against violent bars loses on both TFs; high-impact USD releases cause 20-31% of violent bars but trades held through them do better; violent bars come when price is already at an extreme, not from calm. Module 29 tests (13). Suite: 435 passed. Claude-Session: https://claude.ai/code/session_01RWV2yLt3YXHHGVYHSQU2EE
42 lines
575 B
Plaintext
42 lines
575 B
Plaintext
# Secrets
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.env
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.env.local
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config.json
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# Oanda daemon state
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oanda_state.json
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# Editor / tooling
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.claude/
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.vscode/
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.idea/
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# Python
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__pycache__/
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*.pyc
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*.egg-info/
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.venv/
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venv/
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# OS
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.DS_Store
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Thumbs.db
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# Logs
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*.log
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# Backtesting data (keep scripts, ignore generated files)
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backtest/cache/
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backtest/*.csv
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backtest/research/*.parquet
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backtest/research/duka_m5_boundary_spreads.csv
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backtest/trailgrid/
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backtest/trailgrid5m/
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backtest/__pycache__/
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.env.*
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logs/
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backtest/research/commit_ladder_2026-08/
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backtest/research/llm_news_eval_2026-08/
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backtest/research/sizing_2026-09/
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