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[BACKTEST-MODEL] TKT-P1-003 Triple Barrier 라벨러 구현 #285

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opened 2026-02-27 00:42:52 +09:00 by agentson · 0 comments
agentson commented 2026-02-27 00:42:52 +09:00
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Summary

Implement Triple Barrier labeler module with first-touch logic and tests.

Scope

  • REQ: REQ-V2-005
  • TASK: TASK-V2-007, TASK-CODE-004
  • TEST: TEST-ACC-012

Acceptance Criteria

  1. Labeler outputs +1/-1/0 based on first barrier touch (upper/lower/time).
  2. Supports long/short side via barrier inversion handling.
  3. Handles tie condition in same bar deterministically with conservative default.
  4. Unit tests cover upper-first, lower-first, timeout, and tie cases.

Out of Scope

  • Walk-forward split/purge-embargo and backtest runner integration
## Summary Implement Triple Barrier labeler module with first-touch logic and tests. ## Scope - REQ: `REQ-V2-005` - TASK: `TASK-V2-007`, `TASK-CODE-004` - TEST: `TEST-ACC-012` ## Acceptance Criteria 1. Labeler outputs `+1/-1/0` based on first barrier touch (upper/lower/time). 2. Supports long/short side via barrier inversion handling. 3. Handles tie condition in same bar deterministically with conservative default. 4. Unit tests cover upper-first, lower-first, timeout, and tie cases. ## Out of Scope - Walk-forward split/purge-embargo and backtest runner integration
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Reference: jihoson/The-Ouroboros#285
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