Skip to content

연구 백테스트 가격 최신성 검증 보강 - #49

Merged
easygap merged 1 commit into
mainfrom
feature/research-가격최신성검증
May 8, 2026

Hidden character warning

The head ref may contain hidden characters: "feature/research-\uac00\uaca9\ucd5c\uc2e0\uc131\uac80\uc99d"
Merged

연구 백테스트 가격 최신성 검증 보강#49
easygap merged 1 commit into
mainfrom
feature/research-가격최신성검증

Conversation

@easygap

@easygap easygap commented May 8, 2026

Copy link
Copy Markdown
Owner

요약

  • target-weight research backtest에서 원본 close panel을 보존해 평가일별 stale 종목 가격 ffill을 차단
  • benchmark_excess/benchmark_* 리스크 모드에서 리밸런싱 score day의 실제 벤치마크 가격 누락을 fail-closed 처리
  • 관련 회귀 테스트와 문서 업데이트

검증

  • pytest tests\test_target_weight_rotation.py -q
  • pytest tests\test_target_weight_rotation.py tests\test_research_candidate_sweep.py -q
  • tracked tests 전체: 613 passed, 37 warnings

@easygap
easygap merged commit d58f9ce into main May 8, 2026
1 check passed
@easygap
easygap deleted the feature/research-가격최신성검증 branch May 8, 2026 01:51
easygap added a commit that referenced this pull request Jul 6, 2026
연구 백테스트 가격 최신성 검증 보강
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant