Gahow Wang
722cade974
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.
46 lines
1.7 KiB
Python
46 lines
1.7 KiB
Python
"""Append-only trial records; legacy CSVs are read without discarding wide rows."""
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import csv
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import json
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from datetime import datetime, timezone
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from pathlib import Path
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import fcntl
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def append_trials(path, rows, protocol):
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path = Path(path)
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path.parent.mkdir(parents=True, exist_ok=True)
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created = datetime.now(timezone.utc).isoformat()
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with path.open('a') as fh:
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fcntl.flock(fh, fcntl.LOCK_EX)
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for row in rows:
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record = {'schema': 1, 'created_at': created, 'protocol': protocol, 'result': row}
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fh.write(json.dumps(record, allow_nan=False, default=float) + '\n')
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def count_trials(directory, market):
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"""Observed trials are a lower bound; unrecorded searches remain unknown."""
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total = 0
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paths = [Path(directory) / f'trials_{market}.csv', Path(directory) / f'trials_{market}.jsonl']
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if market == 'us':
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paths += [Path(directory) / 'trials_us_sweep.csv', Path(directory) / 'trials_us_sweep.jsonl']
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for path in paths:
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if not path.exists():
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continue
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with path.open() as fh:
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if path.suffix == '.jsonl':
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for line in fh:
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if line.strip():
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record = json.loads(line)
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if record.get('schema') != 1:
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raise ValueError(f'Unknown trial schema: {path}')
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total += 1
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else:
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rows = csv.reader(fh)
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next(rows, None)
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for row in rows:
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if row:
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if len(row) < 2:
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raise ValueError(f'Incomplete trial row: {path}')
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total += 1
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return total
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