TPTBusiness 5c98f48597 fix(factors): extend look-ahead rules to session factors and add intraday-factor guidance ...

- Rule 7 extended: session-based aggregations (London/NY/Asian) must also
  be shifted by 1 trading day before use — same as daily aggregations
- Rule 8 added: prefer pure intraday rolling factors (RSI, Bollinger, VWAP
  deviation, rolling std) that have no look-ahead risk and vary every minute
- predix_full_eval.py: apply _shift_daily_constant_factor_if_needed before IC
- predix_gen_strategies_real_bt.py: improved swing prompt with daily-level
  signal logic guidance for daily-constant factors

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-04-24 20:19:07 +02:00

..

create_strategy.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

debug_backtest.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

extract_results.py

fix: Resolve 88% empty backtest results + path fixes

2026-04-03 16:21:59 +02:00

kronos_factor_gen.py

feat: integrate Kronos-mini OHLCV foundation model (Option A + B)

2026-04-18 09:49:25 +02:00

kronos_model_eval.py

feat: integrate Kronos-mini OHLCV foundation model (Option A + B)

2026-04-18 09:49:25 +02:00

predix_add_risk_management.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

predix_batch_backtest.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

predix_full_eval.py

fix(backtest): replace broken MC permutation test with binomial win-rate test

2026-04-24 09:55:45 +02:00

predix_gen_strategies_real_bt.py

fix(factors): extend look-ahead rules to session factors and add intraday-factor guidance

2026-04-24 20:19:07 +02:00

predix_parallel.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

predix_rebacktest_strategies.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

predix_rebacktest_unified.py

feat(backtest): add rolling walk-forward validation and Monte Carlo trade permutation test

2026-04-19 18:59:00 +02:00

predix_simple_eval.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

predix_strategy_report.py

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00

realistic_backtest_all.py

feat(backtest): add FTMO-realistic backtest mode with leverage, daily/total loss limits and realistic EUR/USD costs

2026-04-18 15:27:41 +02:00

run_all_tests.sh

chore: Simplify pre-commit to mandatory hooks only

2026-04-03 12:33:30 +02:00

start_llama.sh

feat: Add start_llama and start_loop CLI commands

2026-04-09 14:49:00 +02:00

start_strategy_loop.sh

feat: Add start_llama and start_loop CLI commands

2026-04-09 14:49:00 +02:00

watchdog_generator.sh

chore: Organize utility scripts into scripts/ directory

2026-04-09 14:45:49 +02:00