jihoson/The-Ouroboros
1
0
Fork 0
Code Issues 11 Pull Requests Actions Packages Projects Releases Wiki Activity

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

Merged
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
Conversation 4 Commits 2 Files Changed 2 +2 -1
1 changed files with 2 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Showing only changes of commit 273a3c182a - Show all commits

3
src/analysis/backtest_pipeline.py
View File

@@ -11,6 +11,7 @@ from dataclasses import dataclass
from datetime import datetime from datetime import datetime
from statistics import mean from statistics import mean
from typing import Literal from typing import Literal
from typing import cast
from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier 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 " "BacktestBar.timestamp is required for all bars when "
"triple_barrier_spec.max_holding_minutes is set" "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] = {} labels_by_bar_index: dict[int, int] = {}
for idx in normalized_entries: for idx in normalized_entries: