audit+fix: anti-look-ahead audit, migrate deployable config to >=12h
- trackD_lookahead_audit.py: relabel test (left==right, no labeling leak) + execution-lag stress -> our trend pipeline is CLEAN (4h Sharpe 1.36 robust to +1 bar lag, label-invariant) - ADOPT conservative conclusion: deploy at 12h (sub-12h: costs/overfit dominate, slight Sharpe bump unreliable). 12h: Sharpe 1.32, DD 13.3%, CAGR 16.2% ~ identical and robust - trend_portfolio: DEPLOY_TF=12h, resample_tf(rule); paper trader + tests on 12h - calendar research (NEGATIVE, both): trackF seasonality (spurious), trackG prior-levels (breakouts continue, fade dead; only long-drift survivor, redundant with TP01) - gitignore data/paper_trend runtime state
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@@ -1,13 +0,0 @@
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{
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"capital": 2000.0,
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"initial_capital": 2000.0,
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"start_ts": 1781884800000,
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"last_ts": 1781884800000,
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"positions": {
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"BTC": 0.0,
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"ETH": 0.0
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},
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"n_bars": 0,
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"peak": 2000.0,
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"max_dd": 0.0
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}
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