diff --git a/src/analysis/backtest_pipeline.py b/src/analysis/backtest_pipeline.py index ce27f1f..da39cc5 100644 --- a/src/analysis/backtest_pipeline.py +++ b/src/analysis/backtest_pipeline.py @@ -236,7 +236,11 @@ def _m1_pred(train_labels: Sequence[int]) -> int: return train_labels[-1] -def _build_execution_model(*, cost_model: BacktestCostModel, fold_seed: int) -> BacktestExecutionModel: +def _build_execution_model( + *, + cost_model: BacktestCostModel, + fold_seed: int, +) -> BacktestExecutionModel: return BacktestExecutionModel( ExecutionAssumptions( slippage_bps_by_session=dict(cost_model.slippage_bps_by_session or {}),