Harwinder Sekhon
299411aa35
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
19 lines
933 B
Markdown
19 lines
933 B
Markdown
# 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.
|