 Yuxuan Yan
|
2ceac82325
|
Add pipeline invariant checks for look-ahead, execution, PnL, and lot rules
Ten network-free correctness tests mapping 1:1 to the review checks:
reversal look-ahead, next-open execution date, PnL decomposition,
realized-not-target threading, blocked-trade zero cost, causal universe
mask, one-way cost bps, raw-price accounting, adjustment-invariant alpha,
and lot-lattice repair.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
|
2026-06-11 21:46:29 +08:00 |
|