fix(backtest): settle delisted US holdings (engine v3), PIT membership before 2011, registry causality test
- execution/trader: a held US stock with no print for 5 sessions that has left the index is sold at its last print (execution.SETTLE_AFTER_SESSIONS), in both the batch replay and the live session ledger. Acquired names used to stay at their last mark forever: lowrisk_top20 ended 2017-12..2026-10 with 11 of 26 dead positions, and CAGR rises 1.7-5.5pp once they settle. ENGINE_VERSION cash-ledger-pit-v3; the API cache key follows. - universe_history: current members whose pre-2011 addition the Wikipedia change log missed now start at the list page's "Date added" (80 of 94 current members added 2001-2010 were open-start, e.g. ISRG, MA, BKNG). Membership from 2016 on is unchanged; the research panel cache now keys on the membership intervals. - research/lab/registered: pure-ETF strategies replay on the ETF panel (they ran as all-cash books or crashed); prepare_strategy refuses an ETF strategy that lacks its ETF universe. - research/lab/factors: trend_hzz uses a month's regression betas only from the session its forward returns end (short months read 1-2 sessions ahead). - tests: every registered strategy (US and CN) is truncation-invariant on the production signal path; batch and live ledgers settle a delisting identically. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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@@ -17,7 +17,7 @@ function ensureCacheDir(): void {
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}
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function configHash(config: BacktestConfig): string {
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const serialized = stableStringify({ engine: "cash-ledger-pit-v2", config });
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const serialized = stableStringify({ engine: "cash-ledger-pit-v3", config });
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return createHash("md5").update(serialized).digest("hex").slice(0, 12);
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}
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