joungmin 4888aa0faa feat: add walk-forward trade filter to prevent re-entry on losing tickers ...

- Add trade_results table to Oracle DB for persistent trade history
- Record win/loss after each sell with pnl_pct
- Load last N trades per ticker from DB on startup (survives restarts)
- Block buy() when recent win rate (last 5 trades) < 40% threshold
- Configurable via WF_WINDOW and WF_MIN_WIN_RATE env vars
- Backtest showed improvement from -7.5% to +37.4% cumulative return

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-02-28 23:28:07 +09:00

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