Commit Graph

15 Commits

Author SHA1 Message Date
Kunthawat Greethong
77978627e2 docs: record PIT factor store + partial score provider (2026-08-27)
Append the PIT-work session to HANDOFF and engineering-log: factor
vintages store, partial PIT score provider, honest leakage gating, /
api/v1/backtest use_pit wiring, 255-test verification, and the honest
scope (no pre-2026-08-27 factor history; siamchart fundamental partial).
2026-08-27 09:27:32 +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
4e1190492d [docs] Record multi-theme + simulation milestone; update HANDOFF next action (extend price universe) 2026-08-25 17:02:26 +07:00
Kunthawat Greethong
ae78aa1014 docs: record integrity hardening handoff 2026-08-23 14:58:35 +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
c9932954c2 docs: record price snapshot handoff 2026-08-23 12:38:37 +07:00
Kunthawat Greethong
7f7a6145cd [verified] add SET price snapshot adapter 2026-08-23 12:38:17 +07:00
Kunthawat Greethong
9301c02306 docs: record event-study gate handoff 2026-08-23 12:02:43 +07:00
Kunthawat Greethong
0b47a06238 [verified] add event-study readiness gate 2026-08-23 12:02:22 +07:00
Kunthawat Greethong
91eb83631e docs: record M2 vintage handoff 2026-08-23 11:12:10 +07:00
Kunthawat Greethong
d1ba6efc68 [verified] add vintage collector and point-in-time API 2026-08-23 11:11:53 +07:00
Kunthawat Greethong
cfa75787bb docs: record M1 verified handoff 2026-08-23 10:20:08 +07:00
Kunthawat Greethong
a113a51589 [verified] add BOT tourism source adapter 2026-08-23 10:19:40 +07:00
Kunthawat Greethong
3e978c5948 [verified] build tourism signal dashboard 2026-08-23 07:41:31 +07:00