jihoson/The-Ouroboros
0
0
Fork 0
Code Issues 5 Pull Requests 1 Actions Packages Projects Releases Wiki Activity

merge: feature/v3-session-policy-stream into main #399

Merged
jihoson merged 168 commits from feature/main-merge-v3-session-policy-stream-20260303 into main 2026-03-04 00:47:20 +09:00
Conversation 0 Commits 168 Files Changed 116 +5 -1
1 changed files with 5 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Showing only changes of commit ed713fdf40 - Show all commits

6
src/analysis/backtest_pipeline.py
View File

@@ -236,7 +236,11 @@ def _m1_pred(train_labels: Sequence[int]) -> int:
return train_labels[-1]
def _build_execution_model(*, cost_model: BacktestCostModel, fold_seed: int) -> BacktestExecutionModel:
def _build_execution_model(
*,
cost_model: BacktestCostModel,
fold_seed: int,
) -> BacktestExecutionModel:
return BacktestExecutionModel(
ExecutionAssumptions(
slippage_bps_by_session=dict(cost_model.slippage_bps_by_session or {}),