Harwinder Sekhon
bf8e5fbf39
Parity: replay now applies the live _apply_regime_filter_live method under the live guard (function-identity, default-off); unregistered-pair fallback applies the config.json overlay; parity sweep gains direct ATR/vol-regime assertions; regime-filter semantics test added. Trail campaign: --trail-arm/--trail-dist research flags; 30-cell grid on 5yr M15 refuted the earlier-arm hypothesis and found the 0.70-0.80 arm plateau. Shipped M15-only trail_arm_r=0.70 (factory override): +210.7R PF 1.35 WR 57.8% vs +175.7R PF 1.30 WR 53.9% baseline; both halves and 2024-06->2025-03 OOS better (+57.4 vs +45.4); 5yr max-DD clause (33.9R vs 29.1R) explicitly waived by owner. M5 unchanged. Factory replay reproduces the grid cell trade-for-trade; 201/201 tests. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01VPNF37MP9Kuv62B1VBrZ1b
32 lines
322 B
Plaintext
32 lines
322 B
Plaintext
# Secrets
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.env
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.env.local
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config.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/trailgrid/
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backtest/__pycache__/
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.env.*
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logs/
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