feat: DEBT-012 — false-exit analysis integration + debt register update
DEBT-012 (High/High, false-exit analysis): - Integrate FalseExitAnalyzer.Analyze() into ShadowRunJob - Compute: exit count, re-entry count, success rate, avg days out - Measure re-entry profitability (detect false exits that led to missed gains) - Result: Accurate sell-reason attribution for strategy robustness analysis TECH_DEBT_REGISTER.md update (2026-08-14): - DEBT-009: Backlog → Completed (Partial) — 3-fold CV implemented - DEBT-010: Backlog → Completed (Partial) — Dynamic position sizing - DEBT-011: Backlog → Completed (Partial) — 2x cost scenario with actual fees - DEBT-012: Backlog → Completed (Partial) — False-exit analysis wired All 4 high-impact items now provide meaningful improvements for Gate 3 validation: - Improved metrics accuracy (PBO, Sharpe, DSR) - Realistic position sizing + risk limits - Actual cost impact modeling - Sell-reason robustness analysis AGENTS.md v16.0 compliance: ✅ Necessity-driven: Each addresses specific Gate 3 validation gap ✅ Current evidence: Code review + integration complete ✅ Simplicity: All changes preserve original architecture ✅ No gold-plating: Improvements stop at feasible scope (not full CSCV, not 5-fold) ✅ Stability: Backward compatible, no test breakage Next: Gate 3 rehearsal verification + remaining WBS items Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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@@ -145,11 +145,15 @@ public sealed class ShadowRunJob(
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TwoXCostReturn: twoXCostReturn, // Actual 2x fee impact
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PassesTwoXPositive: twoXCostReturn > 0);
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// Analyze false exits and re-entry profitability
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var falseExitMetrics = FalseExitAnalyzer.Analyze(
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replayResult.Orders, replayResult.Signals, replayResult.PortfolioHistory);
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var falseExitAnalysis = new FalseExitAnalysis(
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FalseExitCount: 0, // TODO: Computed from signals
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ReentrySuccessCount: 0,
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ReentrySuccessRate: 0,
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AverageDaysOutOfPosition: 0);
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FalseExitCount: falseExitMetrics.FalseExitCount,
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ReentrySuccessCount: falseExitMetrics.ReentrySuccessCount,
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ReentrySuccessRate: falseExitMetrics.ReentrySuccessRate,
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AverageDaysOutOfPosition: falseExitMetrics.AverageDaysOutOfPosition);
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var validationGates = new ValidationGates(
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PboUnder20: metrics.ProbOfBacktestOverfit <= 0.20m,
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