chore(master): release 1.3.2 (#29)

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

.release-please-manifest.json

@@ -1,3 +1,3 @@
 {
-  ".": "1.3.1"
+  ".": "1.3.2"
 }

CHANGELOG.md

@@ -1,5 +1,13 @@
 # Changelog
 
+## [1.3.2](https://github.com/TPTBusiness/Predix/compare/v1.3.1...v1.3.2) (2026-04-23)
+
+
+### Bug Fixes
+
+* **strategies:** guard against None IC in acceptance check, disable slow wf_rolling ([2197f52](https://github.com/TPTBusiness/Predix/commit/2197f52150a50ef38d9e70991d7e48c8c30caec4))
+* **strategies:** handle None ic/sharpe/dd in rejected strategy log output ([ad2ad3a](https://github.com/TPTBusiness/Predix/commit/ad2ad3ab3360ea75ed3bbc90c12098b9c5cc0114))
+
 ## [1.3.1](https://github.com/TPTBusiness/Predix/compare/v1.3.0...v1.3.1) (2026-04-21)
 
 

scripts/predix_gen_strategies_real_bt.py

@@ -371,8 +371,8 @@ signal.fillna(0).to_pickle('signal.pkl')
         txn_cost_bps=TXN_COST_BPS,
         forward_returns=fwd_returns,
         oos_start=OOS_START_DEFAULT,
-        wf_rolling=True,
-        mc_n_permutations=200,
+        wf_rolling=False,   # too slow on 2M bars — run via rebacktest script instead
+        mc_n_permutations=50,
     )
 
 # ============================================================================
@@ -579,7 +579,7 @@ def main(target_count=10):
                 # Check acceptance criteria — OOS must be profitable + statistically significant
                 mc_ok = mc_pvalue is None or mc_pvalue < 0.20  # lenient: top 20% non-random
                 wf_ok = wf_consistency is None or wf_consistency >= 0.5  # ≥50% of WF windows profitable
-                if (abs(ic) > MIN_IC and sharpe > MIN_SHARPE and trades > MIN_TRADES and dd > MAX_DRAWDOWN
+                if (abs(ic or 0) > MIN_IC and sharpe > MIN_SHARPE and trades > MIN_TRADES and dd > MAX_DRAWDOWN
                         and oos_sharpe > 0.0 and oos_monthly > 0.0 and mc_ok and wf_ok):
                     # ACCEPT
                     strategy['real_backtest'] = bt_result
@@ -636,9 +636,10 @@ def main(target_count=10):
                     oos_info = f"OOS_Sharpe={oos_sharpe:+.2f} OOS_Mon={oos_monthly:+.2f}%" if oos_sharpe is not None else ""
                     mc_info  = f" MC_p={mc_pvalue:.2f}" if mc_pvalue is not None else ""
                     wf_info  = f" WF_consistency={wf_consistency:.0%}" if wf_consistency is not None else ""
-                    _log.info(f"REJECTED  IC={ic:.4f}  Sharpe={sharpe:.2f}  Trades={trades}  DD={dd:.1%}  {oos_info}{mc_info}{wf_info}")
+                    _ic = ic or 0; _sh = sharpe or 0; _dd = dd or 0
+                    _log.info(f"REJECTED  IC={_ic:.4f}  Sharpe={_sh:.2f}  Trades={trades}  DD={_dd:.1%}  {oos_info}{mc_info}{wf_info}")
                     feedback_history.append(
-                        f"Failed: IC={ic:.4f}, Sharpe={sharpe:.2f}, Trades={trades}, DD={dd:.1%}, "
+                        f"Failed: IC={_ic:.4f}, Sharpe={_sh:.2f}, Trades={trades}, DD={_dd:.1%}, "
                         f"OOS_Sharpe={oos_sharpe:+.2f}, OOS_Monthly={oos_monthly:+.2f}%"
                         + (f", MC_p={mc_pvalue:.2f}" if mc_pvalue is not None else "")
                         + (f", WF_consistency={wf_consistency:.0%}" if wf_consistency is not None else "")