Files
mindesbunister 5f7702469e 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.
2025-11-28 22:35:32 +01:00

40 lines
1017 B
Python

from typing import (
ChainMap,
MutableMapping,
TypeVar,
cast,
)
_KT = TypeVar("_KT")
_VT = TypeVar("_VT")
class DeepChainMap(ChainMap[_KT, _VT]):
"""
Variant of ChainMap that allows direct updates to inner scopes.
Only works when all passed mapping are mutable.
"""
def __setitem__(self, key: _KT, value: _VT) -> None:
for mapping in self.maps:
mutable_mapping = cast(MutableMapping[_KT, _VT], mapping)
if key in mutable_mapping:
mutable_mapping[key] = value
return
cast(MutableMapping[_KT, _VT], self.maps[0])[key] = value
def __delitem__(self, key: _KT) -> None:
"""
Raises
------
KeyError
If `key` doesn't exist.
"""
for mapping in self.maps:
mutable_mapping = cast(MutableMapping[_KT, _VT], mapping)
if key in mapping:
del mutable_mapping[key]
return
raise KeyError(key)