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feat(backtest): ML backtest - #9
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Offline backtest of the deployed CatBoost-AFT model (HACK-174): test channels reproduced from the training split (seed 69), Apr-Jun 2026, channel x 12h shift, new episode within 24h; two baselines, two slices, HIGH/MEDIUM thresholds, calibration, bootstrap CI. Independently reviewed. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Report rewritten to one screen: why, what, one table, what follows. isAlarm cross-check dropped from the PR; its conclusion is one line. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Merge 11 modules into 6, remove dead args, duplicated helpers and defensive branches; README folded into backtest.md. Numbers unchanged (checked on synthetic data against previous functions). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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Jira: HACK-174
Зачем: ответить экспертам, можно ли верить прогнозу, если прийти на смену и через сутки проверить, сбылся ли он.
Итог (подробно в
tests/backtest/backtest.md):Запуск:
HACK174_DATASET_DIR=<Sources/dataset> python -m tests.backtest.run🤖 Generated with Claude Code