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feat(backtest): add --compare-ml for ML on/off walk-forward comparison

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Runs WalkForwardBacktester twice (use_ml=True/False), prints side-by-side
comparison of PF, win rate, MDD, Sharpe, and auto-judges ML filter value.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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21in7
2026-03-21 19:58:24 +09:00
parent c29d3e0569
commit b5a5510499
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@@ -147,3 +147,4 @@ All design documents and implementation plans are stored in `docs/plans/` with t
| 2026-03-21 | `ml-pipeline-fixes` (C1,C3,I1,I3,I4,I5) | Completed |
| 2026-03-21 | `training-threshold-relaxation` (plan) | Completed |
| 2026-03-21 | `purged-gap-and-ablation` (plan) | Completed |
| 2026-03-21 | `ml-validation-pipeline` (plan) | Completed |