  gavindiazandClaude Code
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ae47b4e30f
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feat: EURUSD 策略 + MT5 盈亏/仓位折算率修复 (tick_value 语义)
- mtlib: PnL/仓位统一走 报价货币->账户货币 折算率 (tick_value 语义),
USDJPY 已用 demo 实盘+导出记录逐分验证关闭 (偏差 <0.01 USD)
- run_backtest/position_sizing 由注册商品自动推导折算率 (USD 报价对子恒 1.0)
- 新增 eurusd_scalp 策略 (M1 均值回归, MAGIC=2026091501) + 50k 数据
- 协议入口 AGENTS.md / CLAUDE.md / .mcp.json; 策略登记 MAGIC/DATA_FILE
- 验证记录 ReportHistory-52845377.html (12 笔 deal 交叉核对, smoke 47 PASS)
Co-Authored-By: Claude Code <noreply@anthropic.com>
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2026-09-18 20:08:53 +08:00 |
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gavindiazandClaude Code
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5ca012fe3c
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refactor: mtlib core + strategies structure for multi-strategy scaling
- mtlib/: shared data loader, backtest engine, metrics, cli wrapper,
walkforward, GBK-safe console, smoke test (python -m mtlib smoke)
- strategies/xauusd_scalp/: single-source signal (generate_signals +
generate_signal_at share _check), params dataclass, all runners
- Unify 3 known drifts: session filter (discrete set), spread 0.16,
backtest signature defaults 1.2/0.6/1.0/0.2
- Fix walkforward verdict (both halves PF>=1) + drop fake stability ratio
- Root shims keep old commands working; data/ holds JSON files
- Baseline check: new vs old engine identical trades, PnL, final equity
Co-Authored-By: Claude Code <noreply@anthropic.com>
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2026-09-14 21:10:49 +08:00 |
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