  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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