2 Commits

Author	SHA1	Message	Date
21in7	0fe87bb366	fix(backtest): include unrealized PnL in equity curve for accurate MDD ... Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-03-21 18:26:09 +09:00
21in7	75d1af7fcc	feat(ml): parameterize SL/TP multipliers in dataset_builder ... Add atr_sl_mult and atr_tp_mult parameters to _calc_labels_vectorized and generate_dataset_vectorized, defaulting to existing constants (1.5, 2.0) for full backward compatibility. Callers (train scripts, backtester) can now pass symbol-specific multipliers without modifying module-level constants. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-03-21 18:03:24 +09:00