 kjh2064
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5ca33690d0
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False Exit Analysis: Re-entry success rate validation
Implements strategy robustness check for portfolio false exits:
Features:
- FalseExitAnalyzer: Calculate re-entry success rate
├─ Exit detection (Sell + Exit signals)
├─ Re-entry tracking (within 60-day window)
├─ Success calculation (profitable re-entry %)
└─ Average days out of position
Metrics Output:
- FalseExitCount: Total exits
- ReentryCount: Exits with re-entry signal
- ReentrySuccessCount: Profitable re-entries
- ReentrySuccessRate: Decimal 0-1 (percentage)
- AverageDaysOutOfPosition: Days between exit and re-entry
Contract:
- src/KArtSell.Host/Features/ShadowRun/FALSE_EXIT_ANALYSIS_CONTRACT.md
Implementation:
- src/KArtSell.Modules.ModelOperations/ShadowRun/FalseExitAnalyzer.cs
Stub implementation (ready for refinement)
Analyzes order/signal/portfolio history
Integration Point (Pending):
- ShadowRunJob Phase 4.5 (after metrics, before validation)
- Will populate ShadowRunResult.FalseExitAnalysis
Test Status: 84/84 PASSING (no new tests added, baseline preserved)
AGENTS.md v16.0:
✅ Necessity: Required for strategy activation gating
✅ Safety: Read-only analysis (no state changes)
✅ Simplicity: Clear metric definitions
Next Steps:
1. ShadowRunJob Phase 6: Event emission
2. Hangfire OutboxPoller + InboxConsumers registration
3. Integration testing (end-to-end)
4. 252+ trading-day shadow run execution
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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2026-08-02 12:29:48 +09:00 |
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