0b264b304c
Backtest improvements: - Add backtest.py with Oracle DB-backed OHLCV cache (no repeated API calls) - Add backtest_trades table to cache simulation results by params hash (same params -> instant load, skip re-simulation) - Add walk-forward scenario comparison (--walkforward-cmp) - Add trend ceiling filter (--trend-cmp, max gain threshold) - Add ticker win-rate filter (--ticker-cmp, SQL-based instant analysis) - Precompute daily_features once per data load (not per scenario) Live bot fixes: - monitor: add hard stop-loss from buy price (in addition to trailing) - strategy: fix re-entry condition to require +1% above last sell price - price_collector: add 48h backfill on startup for trend calculation - main: call backfill_prices() at startup Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>