feat: Triple Barrier 시간장벽을 캘린더 분 기반으로 전환 (#329) #346

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jihoson merged 2 commits from feature/issue-329-triple-barrier-calendar-minutes into feature/v3-session-policy-stream 2026-03-01 09:57:01 +09:00
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@@ -11,6 +11,7 @@ from dataclasses import dataclass
from datetime import datetime
from statistics import mean
from typing import Literal
from typing import cast
from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier
@@ -100,7 +101,7 @@ def run_v2_backtest_pipeline(
"BacktestBar.timestamp is required for all bars when "
"triple_barrier_spec.max_holding_minutes is set"
)
resolved_timestamps = [ts for ts in timestamps if ts is not None]
resolved_timestamps = cast(list[datetime], timestamps)
labels_by_bar_index: dict[int, int] = {}
for idx in normalized_entries: