feat: Triple Barrier 시간장벽을 캘린더 분 기반으로 전환 (#329) #346
@@ -11,6 +11,7 @@ from dataclasses import dataclass
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from datetime import datetime
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from statistics import mean
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from typing import Literal
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from typing import cast
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from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
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from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier
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@@ -100,7 +101,7 @@ def run_v2_backtest_pipeline(
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"BacktestBar.timestamp is required for all bars when "
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"triple_barrier_spec.max_holding_minutes is set"
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)
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resolved_timestamps = [ts for ts in timestamps if ts is not None]
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resolved_timestamps = cast(list[datetime], timestamps)
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labels_by_bar_index: dict[int, int] = {}
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for idx in normalized_entries:
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