2 Commits

Author	SHA1	Message	Date
TPTBusiness	dfbbffd7ea	fix(backtest): replace broken MC permutation test with binomial win-rate test ... The previous monte_carlo_trade_pvalue() used sum(permuted_trades) as test statistic, which is permutation-invariant (sum is commutative), so beat/n was always 1.0 and MC_p was always 1.00 for every strategy. Replace with a one-sided binomial test on trade win rate vs 50% baseline. Tests whether the observed win rate could occur by chance under H0: p=0.5. Also add _shift_daily_constant_factor_if_needed() to predix_full_eval.py so re-evaluations apply the look-ahead bias correction for daily factors. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-04-24 09:55:45 +02:00
TPTBusiness	a523e62d94	chore: Organize utility scripts into scripts/ directory ... Moved 13 scripts from root to scripts/: - create_strategy.py - debug_backtest.py - predix_add_risk_management.py - predix_batch_backtest.py - predix_full_eval.py - predix_gen_strategies_real_bt.py - predix_parallel.py - predix_quick_daytrading.py - predix_rebacktest_strategies.py - predix_simple_eval.py - predix_smart_strategy_gen.py - predix_strategy_report.py - watchdog_generator.sh Kept in root (intentional): - predix.py (main entry point) - start_llama.sh (convenience startup) - start_strategy_loop.sh (convenience startup) Root directory: 44 files → 31 files	2026-04-09 14:45:49 +02:00