Same 8-run matrix, window and pinned input parquets as baseline/da61cff;
every output hash is byte-identical to the old baseline (walk-forward
mode + data-safety guards are behavior-neutral on default runs).
Verified: scripts/compare_baseline.py 32/32 PASS at this commit. Future
compares now reference the extended-window code. da61cff kept for
history; its pins remain protected (guard unions all manifests).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_017FBjfomAipxvPWwRJEDDyJ
933 B
Backtest baseline — commit fb1f95d
Reference outputs of backtest/gpu_backtest.py for XAU/USD, window
2025-08-04 → 2026-08-04, 4 primary TFs × spreads 0.30/0.65.
Captured by scripts/capture_baseline.py; verify with
venv/bin/python scripts/compare_baseline.py (re-runs every command and
byte-diffs the outputs, PASS/FAIL per file).
Per run dir: trades.csv (full book), summary.txt (backtester stdout),
equity.csv + metrics.json (derived from the book). Those four are
byte-compared. run.log is the backtester's stderr — timestamped, kept
for provenance only, never compared.
manifest.json records the exact argv per run, sha256 of every input
parquet and output file, backend, tool versions, and the non-secret
config inputs that alter results. Input data must come from
backtest/cache/ — if those parquets change, comparisons are no longer
attributable to code changes and the compare script aborts.