agentson
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agentson commented on pull request jihoson/The-Ouroboros#294 2026-02-27 08:42:17 +09:00
[BACKTEST-MODEL] TKT-P1-005 보수적 체결 모델 구현

[Dev Agent] 의사결정 기록: 리뷰 지적(high/medium) 반영으로 slippage/failure/partial rate에 유한값+범위 검증 추가. 회귀 테스트(비정상 슬리피지/실패율/부분체결률 거부) 추가. 검증: execution_model 10…

agentson commented on pull request jihoson/The-Ouroboros#294 2026-02-27 08:42:17 +09:00
[BACKTEST-MODEL] TKT-P1-005 보수적 체결 모델 구현

[Runtime Verifier] 본 티켓은 분석 모듈 추가 중심으로 실행루프 영향 제한적. 증적: timeout 10s python3 -m src.main --mode paper 기동/종료 정상, EGW02004 환경 경고 지속.

13ba9e8081 fix: validate execution assumption ranges in backtest model
agentson created pull request jihoson/The-Ouroboros#294 2026-02-27 08:40:32 +09:00
[BACKTEST-MODEL] TKT-P1-005 보수적 체결 모델 구현
5b52f593a8 feat: add conservative backtest execution simulator (TASK-CODE-010)
agentson opened issue jihoson/The-Ouroboros#293 2026-02-27 08:38:30 +09:00
[BACKTEST-MODEL] TKT-P1-005 보수적 체결 모델 구현
agentson pushed to feature/v3-session-policy-stream at jihoson/The-Ouroboros 2026-02-27 08:37:16 +09:00
2798558bf3 Merge pull request '[BACKTEST-MODEL] TKT-P1-002 백테스트 비용/슬리피지 옵션 필수화' (#292) from feature/issue-tkt-p1-002-backtest-cost-mandatory into feature/v3-session-policy-stream
2331d80915 fix: reject non-finite backtest cost assumptions
7d72669cb8 feat: enforce mandatory backtest cost assumptions (TASK-CODE-006)
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agentson commented on pull request jihoson/The-Ouroboros#292 2026-02-27 08:37:15 +09:00
[BACKTEST-MODEL] TKT-P1-002 백테스트 비용/슬리피지 옵션 필수화

[Verifier Agent] 티켓 검증 계획 기준 PASS. REQ-V2-007/TASK-CODE-006 범위 충족, 비용 가정 필수화 및 비정상 수치 차단 확인, 테스트/런타임 증적 확인. Verification 승인.

agentson merged pull request jihoson/The-Ouroboros#292 2026-02-27 08:37:15 +09:00
[BACKTEST-MODEL] TKT-P1-002 백테스트 비용/슬리피지 옵션 필수화
agentson closed issue jihoson/The-Ouroboros#291 2026-02-27 08:37:15 +09:00
[BACKTEST-MODEL] TKT-P1-002 백테스트 비용/슬리피지 옵션 필수화
agentson commented on pull request jihoson/The-Ouroboros#292 2026-02-27 08:37:10 +09:00
[BACKTEST-MODEL] TKT-P1-002 백테스트 비용/슬리피지 옵션 필수화

[Reviewer Agent] NaN/inf 허용 결함 재검토 완료. 최신 커밋에서 isfinite 검증+회귀테스트로 해소됨. Ready for verifier: YES.

agentson commented on pull request jihoson/The-Ouroboros#292 2026-02-27 08:37:10 +09:00
[BACKTEST-MODEL] TKT-P1-002 백테스트 비용/슬리피지 옵션 필수화

[Dev Agent] 의사결정 기록: 리뷰 지적(high) 반영으로 commission/slippage/failure에 non-finite 차단 추가. 회귀 테스트 6건 추가 후 검증 통과(test_backtest_cost_guard 11 passed, full pytest 938 passed).

agentson commented on pull request jihoson/The-Ouroboros#292 2026-02-27 08:37:10 +09:00
[BACKTEST-MODEL] TKT-P1-002 백테스트 비용/슬리피지 옵션 필수화

[Runtime Verifier] 최신 범위는 분석 모듈 검증 로직 중심이며 실행루프 영향 없음. 증적: timeout 10s python3 -m src.main --mode paper 기동/종료 정상, EGW02004 환경 경고 지속.

2331d80915 fix: reject non-finite backtest cost assumptions
agentson created pull request jihoson/The-Ouroboros#292 2026-02-27 08:34:53 +09:00
[BACKTEST-MODEL] TKT-P1-002 백테스트 비용/슬리피지 옵션 필수화
7d72669cb8 feat: enforce mandatory backtest cost assumptions (TASK-CODE-006)
agentson opened issue jihoson/The-Ouroboros#291 2026-02-27 08:33:17 +09:00
[BACKTEST-MODEL] TKT-P1-002 백테스트 비용/슬리피지 옵션 필수화
agentson pushed to feature/v3-session-policy-stream at jihoson/The-Ouroboros 2026-02-27 08:33:02 +09:00
74a4784b7a Merge pull request '[BACKTEST-MODEL] TKT-P1-004 Walk-forward + Purge/Embargo 분할 유틸' (#290) from feature/issue-tkt-p1-004-walkforward-purge-embargo into feature/v3-session-policy-stream
dc70311aed fix: keep embargo tied to accepted folds and enforce PR-comment decision logs
e56819e9e2 feat: add walk-forward splitter with purge and embargo controls (TASK-CODE-005)
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