import sys sys.path.insert(0, "/opt/docker/PythagorasGoal/scripts/research/skyhook") import skyhooklib as sk from src.strategies.skyhook import SkyhookParams V1 = SkyhookParams(ptn_n=55, sl_atr=2.5, tp_atr=6.0, vola_lo=35.0, vola_hi=95.0, vol_lo=0.0) print("=== V1 reference ===") rep = sk.study("SKH01-V1", V1) print(sk.fmt(rep)) print("causality:", sk.causality(V1)) mg = sk.marginal(V1) keys = ("corr_full","corr_hold","marginal_verdict","has_insample_edge","is_hedge", "robust_oos","multicut_persistent","clean_year_uplift","jackknife_min_uplift", "cand_insample_sharpe","cand_full_sharpe") print("marginal:", {k: mg.get(k) for k in keys}) print("blend w25 uplift_hold:", mg.get("blends",{}).get("w25",{}).get("uplift_hold")) print("blend w25 uplift_full:", mg.get("blends",{}).get("w25",{}).get("uplift_full")) print("multicut:", mg.get("multicut_uplift"))