fix: unify backtest execution and add forward validation candidates

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:
2026-10-01 02:24:01 -07:00
parent 761725d2c8
commit 722cade974
45 changed files with 1561 additions and 1021 deletions

View File

@@ -17,7 +17,7 @@ function ensureCacheDir(): void {
}
function configHash(config: BacktestConfig): string {
const serialized = stableStringify(config);
const serialized = stableStringify({ engine: "cash-ledger-pit-v2", config });
return createHash("md5").update(serialized).digest("hex").slice(0, 12);
}