remove: V10 momentum system - backtest proved it adds no value
- Removed v10 TradingView indicator (moneyline_v10_momentum_dots.pinescript) - Removed v10 penalty system from signal-quality.ts (-30/-25 point penalties) - Removed backtest result files (sweep_*.csv) - Updated copilot-instructions.md to remove v10 references - Simplified direction-specific quality thresholds (LONG 90+, SHORT 80+) Rationale: - 1,944 parameter combinations tested in backtest - All top results IDENTICAL (568 trades, $498 P&L, 61.09% WR) - Momentum parameters had ZERO impact on trade selection - Profit factor 1.027 too low (barely profitable after fees) - Max drawdown -$1,270 vs +$498 profit = terrible risk-reward - v10 penalties were blocking good trades (bug: applied to wrong positions) Keeping v9 as production system - simpler, proven, effective.
This commit is contained in:
6
.venv/lib/python3.7/site-packages/pandas/api/__init__.py
Normal file
6
.venv/lib/python3.7/site-packages/pandas/api/__init__.py
Normal file
@@ -0,0 +1,6 @@
|
||||
""" public toolkit API """
|
||||
from pandas.api import ( # noqa
|
||||
extensions,
|
||||
indexers,
|
||||
types,
|
||||
)
|
||||
Binary file not shown.
@@ -0,0 +1,33 @@
|
||||
"""
|
||||
Public API for extending pandas objects.
|
||||
"""
|
||||
|
||||
from pandas._libs.lib import no_default
|
||||
|
||||
from pandas.core.dtypes.base import (
|
||||
ExtensionDtype,
|
||||
register_extension_dtype,
|
||||
)
|
||||
|
||||
from pandas.core.accessor import (
|
||||
register_dataframe_accessor,
|
||||
register_index_accessor,
|
||||
register_series_accessor,
|
||||
)
|
||||
from pandas.core.algorithms import take
|
||||
from pandas.core.arrays import (
|
||||
ExtensionArray,
|
||||
ExtensionScalarOpsMixin,
|
||||
)
|
||||
|
||||
__all__ = [
|
||||
"no_default",
|
||||
"ExtensionDtype",
|
||||
"register_extension_dtype",
|
||||
"register_dataframe_accessor",
|
||||
"register_index_accessor",
|
||||
"register_series_accessor",
|
||||
"take",
|
||||
"ExtensionArray",
|
||||
"ExtensionScalarOpsMixin",
|
||||
]
|
||||
Binary file not shown.
@@ -0,0 +1,17 @@
|
||||
"""
|
||||
Public API for Rolling Window Indexers.
|
||||
"""
|
||||
|
||||
from pandas.core.indexers import check_array_indexer
|
||||
from pandas.core.window.indexers import (
|
||||
BaseIndexer,
|
||||
FixedForwardWindowIndexer,
|
||||
VariableOffsetWindowIndexer,
|
||||
)
|
||||
|
||||
__all__ = [
|
||||
"check_array_indexer",
|
||||
"BaseIndexer",
|
||||
"FixedForwardWindowIndexer",
|
||||
"VariableOffsetWindowIndexer",
|
||||
]
|
||||
Binary file not shown.
@@ -0,0 +1,23 @@
|
||||
"""
|
||||
Public toolkit API.
|
||||
"""
|
||||
|
||||
from pandas._libs.lib import infer_dtype
|
||||
|
||||
from pandas.core.dtypes.api import * # noqa: F401, F403
|
||||
from pandas.core.dtypes.concat import union_categoricals
|
||||
from pandas.core.dtypes.dtypes import (
|
||||
CategoricalDtype,
|
||||
DatetimeTZDtype,
|
||||
IntervalDtype,
|
||||
PeriodDtype,
|
||||
)
|
||||
|
||||
__all__ = [
|
||||
"infer_dtype",
|
||||
"union_categoricals",
|
||||
"CategoricalDtype",
|
||||
"DatetimeTZDtype",
|
||||
"IntervalDtype",
|
||||
"PeriodDtype",
|
||||
]
|
||||
Binary file not shown.
Reference in New Issue
Block a user