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[V2-VERIFY] TripleBarrier/WalkForward/CostGuard not integrated in pipeline #305

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opened 2026-02-27 22:40:02 +09:00 by agentson · 0 comments
agentson commented 2026-02-27 22:40:02 +09:00
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Summary

V2 research modules exist but are not connected to any runtime/backtest pipeline.
Triple barrier, walk-forward splitter, and backtest cost guard are currently only referenced by their own unit tests.

Evidence

Search in src/ shows only self-definition references:

  • src/analysis/triple_barrier.py::label_with_triple_barrier
  • src/analysis/walk_forward_split.py::generate_walk_forward_splits
  • src/analysis/backtest_cost_guard.py::validate_backtest_cost_model

No integration callsites found in training/backtest execution paths.

Requirement impact

  • REQ-V2-005 (Triple Barrier)
  • REQ-V2-006 (Walk-forward + Purge/Embargo)
  • REQ-V2-007 (mandatory cost/slippage/failure guard)

Current state satisfies unit-module correctness but not end-to-end enforcement.

Proposed fix

  1. Add explicit pipeline entry points for labeling/splitting/backtest guard
  2. Wire these into execution command(s) used in CI/ops
  3. Add integration tests that fail when pipeline bypasses these guards
  4. Emit runtime/backtest report fields proving each guard was applied
## Summary V2 research modules exist but are not connected to any runtime/backtest pipeline. Triple barrier, walk-forward splitter, and backtest cost guard are currently only referenced by their own unit tests. ## Evidence Search in `src/` shows only self-definition references: - `src/analysis/triple_barrier.py::label_with_triple_barrier` - `src/analysis/walk_forward_split.py::generate_walk_forward_splits` - `src/analysis/backtest_cost_guard.py::validate_backtest_cost_model` No integration callsites found in training/backtest execution paths. ## Requirement impact - REQ-V2-005 (Triple Barrier) - REQ-V2-006 (Walk-forward + Purge/Embargo) - REQ-V2-007 (mandatory cost/slippage/failure guard) Current state satisfies unit-module correctness but not end-to-end enforcement. ## Proposed fix 1) Add explicit pipeline entry points for labeling/splitting/backtest guard 2) Wire these into execution command(s) used in CI/ops 3) Add integration tests that fail when pipeline bypasses these guards 4) Emit runtime/backtest report fields proving each guard was applied
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Reference: jihoson/The-Ouroboros#305
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