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fix: correct short-side tie-break semantics in triple barrier

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agentson
2026-02-27 00:47:09 +09:00
parent bb391d502c
commit 9f64c9944a
2 changed files with 44 additions and 4 deletions
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8
src/analysis/triple_barrier.py
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@@ -80,11 +80,11 @@ def label_with_triple_barrier(
if up_touch and down_touch:
if spec.tie_break == "stop_first":
touched = "stop_loss" if side == 1 else "take_profit"
label = -1 if side == 1 else 1
touched = "stop_loss"
label = -1
else:
touched = "take_profit" if side == 1 else "stop_loss"
label = 1 if side == 1 else -1
touched = "take_profit"
label = 1
elif up_touch:
touched = "take_profit" if side == 1 else "stop_loss"
label = 1 if side == 1 else -1