Kunthawat Greethong
ead9aeb25c
chore: pre-existing in-tree work (event-study/research/vintages/prices + migration script + integrity docs)
...
Committing the prior uncommitted working-tree state that predates this session's
data-source work (was already modified/untracked at session start) so the tree
is clean before push. Includes: event-study + research report integrity/forward
observation work, prices tests, research hash migration script, and the
2026-08-23/24 engineering-log + test-evidence notes. Verified green as part of
the full 362-test suite.
2026-08-29 09:19:24 +07:00
Kunthawat Greethong
91c63ae673
[verified] Task 8: verification evidence + fail-closed look-ahead fix + docs (event-driven backtest)
2026-08-28 10:35:58 +07:00
Kunthawat Greethong
1b971ac72d
[verified] Fix backtest accounting identity + honest UI disclosure
...
Correct the multi-rebalance backtest accounting so ending wealth is
capital + price_pnl + dividend_income with no double counting:
- price_pnl now measures equity change excluding dividends (was reusing
ending holdings value as 'price profit')
- dividend proxy is included in final_value and net_return, exposed as
dividend_method=final_holdings_yield_proxy
- regression tests: flat price => zero price_pnl; flat + dividend =>
dividend-only return; rising no-dividend => correct bucket P&L;
multi-rebalance accounting identity
- UI (result card + saved-run history) labels dividends as ประมาณการปันผล
(Proxy) and shows descriptive non-PIT badge when leakage_guard=false
Backend 239 tests passed; targeted backtest 11 passed; frontend build,
npm audit (0), static scan and diff check passed; fresh independent
review deleg_10918fed passed with empty blocker arrays.
Backtest remains descriptive non-PIT (leakage_guard=false) with the
default current-score scorer.
2026-08-27 09:00:39 +07:00
Kunthawat Greethong
ba9114d2e8
[verified] bind snapshots to manifests and raw hashes
2026-08-23 14:58:15 +07:00
Kunthawat Greethong
f55ff69c31
[verified] add frozen research runner and durable paper ledger
2026-08-23 14:42:02 +07:00
Kunthawat Greethong
7f7a6145cd
[verified] add SET price snapshot adapter
2026-08-23 12:38:17 +07:00
Kunthawat Greethong
0b47a06238
[verified] add event-study readiness gate
2026-08-23 12:02:22 +07:00
Kunthawat Greethong
d1ba6efc68
[verified] add vintage collector and point-in-time API
2026-08-23 11:11:53 +07:00
Kunthawat Greethong
a113a51589
[verified] add BOT tourism source adapter
2026-08-23 10:19:40 +07:00
