Files
fxhnt/tests
jgrusewski 5b79c9416f fix(gate): persist basis-matched backtest refs for individual tracks (Fix B)
Complements Fix A: the individual forward tracks now get a reconciliation-gate
backtest ref built from their OWN forward strategy (correct basis), so the gate
reconciles instead of withholding PASS.

- backtest_summary_from_rows(): shared helper; ref built from a strategy's
  advance(None,{}) inception series (extracted from bybit_4edge_backtest_summary).
- _run_paper_tracker(persist_backtest_ref=True): crypto_tstrend / unlock /
  stablecoin persist a ref from their own strategy — NOT the raw sleeve series
  (crypto_tstrend's forward is 15%-book-vol-targeted, a DIFFERENT basis; a
  sleeve-series ref would understate expected return -> false-PASS). xsfunding
  excluded (live-snapshot, no full-history series).
- positioning ref via bybit_4edge_backtest_summary(sleeves=[positioning]) in the
  persist Job (its forward IS BybitFourEdgeStrategy(sleeves=[positioning]) — same
  basis), reusing the precomputed sleeve series.

Full suite green (1818).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-07 21:28:50 +02:00
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