Gahow Wang 905ca4fe05 fix(trader): replay and catch-up trade each day's point-in-time index members ...

Replaying live books over past sessions used today's constituent list for
every day, so US books bought names (BE, MRVL, ILMN, FLEX, P) before they
joined the S&P 500. session_universes/session_signals now compute each past
session on that day's members (S&P change log, CSI 300 snapshots); the
latest session keeps the live list. Used by auto/monitor catch-up, replay
and simulate. _run_session takes precomputed targets only.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

2026-09-25 20:29:39 +08:00

..

test_alpha_signals.py

feat: add regime and breakout alpha modules

2026-04-18 00:31:16 +08:00

test_factor_attribution.py

Reject empty attribution semantics headers

2026-04-07 18:10:21 +08:00

test_fetch_historical.py

feat: add PIT OHLCV runner and fetch support

2026-04-18 14:59:48 +08:00

test_live_pipeline.py

fix(data): judge late newest rows as sparse; require SPY print only in the ETF panel

2026-09-25 01:51:02 +08:00

test_market_data.py

fix: handle single-ticker yahoo panels

2026-04-18 00:03:07 +08:00

test_robust_strategies.py

fix(trader): replay and catch-up trade each day's point-in-time index members

2026-09-25 20:29:39 +08:00

test_trend_rider_integration.py

test: add strategy and integration tests

2026-05-14 12:54:10 +08:00

test_trend_rider_robustness.py

test: add strategy and integration tests

2026-05-14 12:54:10 +08:00

test_trend_rider_v4.py

test: add strategy and integration tests

2026-05-14 12:54:10 +08:00

test_us_alpha_pipeline.py

feat: improve US alpha pipeline and regime filters

2026-05-14 12:54:00 +08:00

test_us_combo_sweep.py

test: add strategy and integration tests

2026-05-14 12:54:10 +08:00

test_us_fundamentals.py

test: add strategy and integration tests

2026-05-14 12:54:10 +08:00

test_us_universe.py

feat: add PIT-aware tradable universe mask

2026-04-18 00:23:07 +08:00