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trading_bot_v4/backtester
mindesbunister c7f2df09b9 critical: Fix v11 missing use_quality_filters parameter + RSI index bug
TWO CRITICAL BUGS FIXED:

1. Missing use_quality_filters parameter (Pine Script parity):
   - Added use_quality_filters: bool = True to MoneyLineV11Inputs
   - Implemented bypass logic in signal generation for both long/short
   - When False: only trend flips generate signals (no filtering)
   - When True: all filters must pass (original v11 behavior)
   - Matches Pine Script: finalSignal = buyReady and (not useQualityFilters or (...filters...))

2. RSI index misalignment causing 100% NaN values:
   - np.where() returns numpy arrays without indices
   - pd.Series(gain/loss) created NEW integer indices (0,1,2...)
   - Result: RSI values misaligned with original datetime index
   - Fix: pd.Series(gain/loss, index=series.index) preserves alignment
   - Impact: RSI NaN count 100 → 0, all filters now work correctly

VERIFICATION:
- Test 1 (no filters): 1,424 signals ✓
- Test 2 (permissive RSI): 1,308 signals ✓
- Test 3 (moderate RSI 25-70/30-80): 1,157 signals ✓

Progressive sweep can now proceed with corrected signal generation.
2025-12-06 22:26:50 +01:00
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