Harwinder Sekhon
c00ed4471b
Removed (all recoverable from git history):
- llm_provider_switch_plan.txt: 2026-08-08 DeepSeek/Anthropic multi-provider plan that
was never implemented (llm_client.py is DeepSeek-only, no `anthropic` anywhere)
- docs/superpowers/specs/2026-07-21-centralized-config-design.md: spec of the
config.json migration that merged the same day; its plan sibling was already
deleted in b936d44. app_config's docstring pointer goes with it.
- scripts/compare_oanda_tiingo.py: Phase 0 recent-tail smoke test, superseded by the
Phase 1/2 study scripts (result recorded in the test plan)
- backtest/research/fetch_oanda_m15.py + oanda_td_divergence.py + its by-hour CSV:
the 2026-07-24 Oanda-vs-Twelve-Data study, superseded by the 2026-08-14 feed
divergence report (which keeps a one-line citation)
- backtest/research/burst_profile.py and hour_analysis.py: superseded by burst_map.py
and book_report.py
- backtest/research/panel_payload_drytest_2026-08-15.py: one-off live DeepSeek probe;
its .jsonl evidence stays
Added to git: the three 2026-08-14 research reports (feed divergence, re-pin
verification, signal parity), their CSV, and docs/data_source_change_test_plan.md -
CLAUDE.md cites them as standing evidence and their driver scripts were already
committed. The test plan no longer refers to auto-execution.
Hygiene:
- .gitignore: drop oanda_state.json (daemon removed 2026-09-03) and the vanished
backtest/trailgrid dirs; ignore .coverage
- docs/architecture_diagram.py only writes the PNG when run as a script (it used
to plot on import); test box refreshed to 461 tests / 31 modules; PNG regenerated
(the committed one still drew the removed daemon)
- backtest/instructions_for_backtest.txt: manual-journal head replaced by the
actual reporting checklist; the 2026-09-06 addendum is unchanged
- doc drift: README/publisher list all six published files; news_summary.php says
4 h (not 24 h) and drops the pre-id sha1 fallback whose window closed;
analyze_signal_log lists six lenses and --scan-outcomes; agent_panel cost model
says 4 requests by default; tiingo comment cites the NY-anchored weekend;
Module 21 title no longer says "execution lifecycle"
Suite: 461 passed, 0 failed.
Claude-Session: https://claude.ai/code/session_0156YhogLytzj9P2iH1skGbL
30 lines
1.8 KiB
Plaintext
30 lines
1.8 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
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(backtest/research/book_report.py) and, for any candidate change, the
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removed/added/shifted trade diff against the control book
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(backtest/research/book_diff.py).
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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. Use backtest/research/book_report.py for weekday /
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hour x weekday / session / streak / rolling-WR / feature-quintile (both halves) tables,
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backtest/research/burst_map.py for the burst-by-hour map, and
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backtest/research/sizing_model.py for the walk-forward + shuffle-control harness.
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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) is the reference.
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