feat: strategy parameter sweep and production param optimization
- Add independent backtest engine (backtester.py) with walk-forward support - Add backtest sanity check validator (backtest_validator.py) - Add CLI tools: run_backtest.py, strategy_sweep.py (with --combined mode) - Fix train-serve skew: unify feature z-score normalization (ml_features.py) - Add strategy params (SL/TP ATR mult, ADX filter, volume multiplier) to config.py, indicators.py, dataset_builder.py, bot.py, backtester.py - Fix WalkForwardBacktester not propagating strategy params to test folds - Update production defaults: SL=2.0x, TP=2.0x, ADX=25, Vol=2.5 (3-symbol combined PF: 0.71 → 1.24, MDD: 65.9% → 17.1%) - Retrain ML models with new strategy parameters Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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@@ -246,7 +246,7 @@ async def test_process_candle_fetches_oi_and_funding(config, sample_df):
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mock_ind.get_signal.return_value = "LONG"
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mock_ind_cls.return_value = mock_ind
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with patch("src.bot.build_features") as mock_build:
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with patch("src.bot.build_features_aligned") as mock_build:
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from src.ml_features import FEATURE_COLS
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mock_build.return_value = pd.Series({col: 0.0 for col in FEATURE_COLS})
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bot.ml_filter.is_model_loaded = MagicMock(return_value=False)
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