From 2776a074b50bcd35c86865408b2abe743b473938 Mon Sep 17 00:00:00 2001 From: agentson Date: Mon, 2 Mar 2026 09:17:22 +0900 Subject: [PATCH] analysis: remove dead init and split execution seeds in fold --- src/analysis/backtest_pipeline.py | 10 +--------- 1 file changed, 1 insertion(+), 9 deletions(-) diff --git a/src/analysis/backtest_pipeline.py b/src/analysis/backtest_pipeline.py index ad8940e..df47407 100644 --- a/src/analysis/backtest_pipeline.py +++ b/src/analysis/backtest_pipeline.py @@ -94,14 +94,6 @@ def run_v2_backtest_pipeline( else sorted({bar.session_id for bar in bars}) ) validate_backtest_cost_model(model=cost_model, required_sessions=resolved_sessions) - execution_model = BacktestExecutionModel( - ExecutionAssumptions( - slippage_bps_by_session=cost_model.slippage_bps_by_session or {}, - failure_rate_by_session=cost_model.failure_rate_by_session or {}, - partial_fill_rate_by_session=cost_model.partial_fill_rate_by_session or {}, - seed=0, - ) - ) highs = [float(bar.high) for bar in bars] lows = [float(bar.low) for bar in bars] @@ -156,7 +148,7 @@ def run_v2_backtest_pipeline( execution_model = _build_execution_model(cost_model=cost_model, fold_seed=fold_idx) execution_return_model = _build_execution_model( cost_model=cost_model, - fold_seed=fold_idx, + fold_seed=fold_idx + 1000, ) b0_pred = _baseline_b0_pred(train_labels) m1_pred = _m1_pred(train_labels)