Files
fxhnt/tests
jgrusewski eb0343b06c fix(gate): give the bybit_4edge recon gate its backtest reference
The reconciliation gate skips its divergence band `if backtest is None`, and
`backtest_summary` had NO bybit_4edge row (only the old equity-factor
strategy_ids) -> CockpitBacktestRefProvider returned None -> the gate
silently degraded to a bare min-days + clean-exec timer that PASSes on day 21
regardless of whether the forward reproduces the backtest (and falsely claims
"reconciles with backtest"). A false-PASS hole on the real-capital book.

Add `bybit_4edge_backtest_summary(store, ...)`: full-history metrics of the
SAME naive eq-wt funding-net 4-edge book the forward track records (via
BybitFourEdgeStrategy), gauntlet verdict from a 60/40 IS/OOS split, persisted
under strategy_id 'bybit_4edge'. Wired into the `bybit-persist-sleeve-ret`
own-memory Job (sequential after the sleeve persist so peak memory stays ~one
compute; never the OOM-prone dagster daemon) so the reference stays in sync
with the baseline. Now the divergence band is ALWAYS-ON and the gate can WAIT
on a forward that diverges from the backtest. 1809 tests pass.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-05 01:46:08 +02:00
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