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fix: unify backtest execution and add forward validation candidates

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Share point-in-time signals and a cash-funded order ledger across backtests and trading. Correct eligibility, missing-price fills, quality factors, regime inputs, warmup windows, and cash-injection accounting. Add reproducible registered-strategy comparisons and paired forward candidates with a 20% resize band.

Validation: 125 Python tests, 23 web tests, TypeScript/Vite build, 87 strategy causality checks, and real-data target/order/equity parity for 10 strategies.
This commit is contained in:
Gahow Wang
2026-10-01 02:24:01 -07:00
parent 761725d2c8
commit 722cade974
45 changed files with 1561 additions and 1021 deletions
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9
data_manager.py
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@@ -258,11 +258,10 @@ def _merge_refresh(existing: pd.DataFrame | None, new: pd.DataFrame,
def _fill_open(close: pd.DataFrame, open_raw: pd.DataFrame | None) -> pd.DataFrame:
"""Align open prices to the close panel; fall back to close where open is missing."""
if open_raw is None or open_raw.empty:
return close.copy()
aligned = open_raw.reindex(index=close.index, columns=close.columns).ffill()
return aligned.fillna(close)
"""Align quotes without manufacturing a print from a stale or later price."""
if open_raw is None:
return pd.DataFrame(np.nan, index=close.index, columns=close.columns)
return open_raw.reindex(index=close.index, columns=close.columns)
YAHOO_FIELDS = {"close": "Close", "open": "Open", "high": "High", "low": "Low", "volume": "Volume"}