Files
cointrader/scripts/evaluate_oos.py
21in7 930d4d2c7a feat: add OOS dry-run evaluation script (evaluate_oos.py)
Fetches MTF trade JSONL from prod server via scp, calculates
win rate / PF / cumulative PnL / avg duration by Total/LONG/SHORT,
and outputs LIVE deploy go/no-go verdict (trades >= 5 AND PF >= 1.0).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-30 21:10:54 +09:00

6.1 KiB