- 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.
67 lines
1.3 KiB
Python
67 lines
1.3 KiB
Python
from typing import Any, overload, TypeVar, List, Union
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from numpy import floating, bool_, object_, ndarray
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from numpy.typing import (
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NDArray,
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_FloatLike_co,
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_ArrayLikeFloat_co,
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_ArrayLikeObject_co,
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)
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_ArrayType = TypeVar("_ArrayType", bound=ndarray[Any, Any])
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__all__: List[str]
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@overload
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def fix( # type: ignore[misc]
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x: _FloatLike_co,
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out: None = ...,
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) -> floating[Any]: ...
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@overload
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def fix(
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x: _ArrayLikeFloat_co,
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out: None = ...,
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) -> NDArray[floating[Any]]: ...
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@overload
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def fix(
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x: _ArrayLikeObject_co,
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out: None = ...,
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) -> NDArray[object_]: ...
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@overload
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def fix(
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x: Union[_ArrayLikeFloat_co, _ArrayLikeObject_co],
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out: _ArrayType,
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) -> _ArrayType: ...
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@overload
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def isposinf( # type: ignore[misc]
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x: _FloatLike_co,
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out: None = ...,
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) -> bool_: ...
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@overload
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def isposinf(
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x: _ArrayLikeFloat_co,
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out: None = ...,
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) -> NDArray[bool_]: ...
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@overload
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def isposinf(
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x: _ArrayLikeFloat_co,
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out: _ArrayType,
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) -> _ArrayType: ...
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@overload
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def isneginf( # type: ignore[misc]
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x: _FloatLike_co,
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out: None = ...,
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) -> bool_: ...
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@overload
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def isneginf(
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x: _ArrayLikeFloat_co,
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out: None = ...,
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) -> NDArray[bool_]: ...
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@overload
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def isneginf(
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x: _ArrayLikeFloat_co,
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out: _ArrayType,
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) -> _ArrayType: ...
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