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
..
2026-08-27 09:00:39 +07:00
2026-08-23 07:41:31 +07:00
2026-08-25 15:13:36 +07:00
2026-08-27 09:00:39 +07:00
2026-08-23 07:41:31 +07:00
2026-08-23 07:41:31 +07:00