KArtSell.Aegis

kjh2064/KArtSell.Aegis

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kjh2064 5ca33690d0 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>

2026-08-02 12:29:48 +09:00

API_CONTRACT.md

feat: Shadow Run API Endpoint (Phase 4)

2026-08-02 11:52:53 +09:00

DOWNSTREAM_CONSUMERS_CONTRACT.md

Downstream Event Consumers: Shadow Run Completion Notifications

2026-08-02 12:20:43 +09:00

Endpoint.cs

Phase Segmentation integration into ShadowRunJob + RBAC enforcement

2026-08-02 12:12:31 +09:00

FALSE_EXIT_ANALYSIS_CONTRACT.md

False Exit Analysis: Re-entry success rate validation