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feat(BT-003): add event preset backtest comparison

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Bu5hm4nn
2026-03-24 17:49:58 +01:00
parent d4dc34d5ab
commit 8566cc203f
9 changed files with 741 additions and 3 deletions
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70
config/event_presets.json Normal file
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{
"presets": [
{
"event_preset_id": "gld-jan-2024-selloff-v1",
"slug": "gld-jan-2024-selloff",
"display_name": "GLD January 2024 Selloff",
"symbol": "GLD",
"window_start": "2024-01-02",
"window_end": "2024-01-08",
"anchor_date": "2024-01-04",
"event_type": "selloff",
"tags": ["system", "selloff", "macro"],
"description": "Short January 2024 selloff window for deterministic synthetic event comparisons.",
"scenario_overrides": {
"lookback_days": null,
"recovery_days": null,
"default_template_slugs": [
"protective-put-atm-12m",
"protective-put-95pct-12m",
"protective-put-90pct-12m",
"ladder-50-50-atm-95pct-12m"
]
},
"created_at": "2026-03-24T00:00:00+00:00"
},
{
"event_preset_id": "gld-jan-2024-drawdown-v1",
"slug": "gld-jan-2024-drawdown",
"display_name": "GLD January 2024 Drawdown",
"symbol": "GLD",
"window_start": "2024-01-02",
"window_end": "2024-01-08",
"anchor_date": "2024-01-05",
"event_type": "selloff",
"tags": ["system", "drawdown"],
"description": "January 2024 drawdown preset for deterministic synthetic event comparison runs.",
"scenario_overrides": {
"lookback_days": 0,
"recovery_days": 0,
"default_template_slugs": [
"protective-put-atm-12m",
"ladder-50-50-atm-95pct-12m",
"ladder-33-33-33-atm-95pct-90pct-12m"
]
},
"created_at": "2026-03-24T00:00:00+00:00"
},
{
"event_preset_id": "gld-jan-2024-stress-window-v1",
"slug": "gld-jan-2024-stress-window",
"display_name": "GLD January 2024 Stress Window",
"symbol": "GLD",
"window_start": "2024-01-02",
"window_end": "2024-01-08",
"anchor_date": null,
"event_type": "stress_test",
"tags": ["system", "stress_test"],
"description": "Stress-window preset with a modest warmup and recovery tail for report scaffolding.",
"scenario_overrides": {
"lookback_days": 0,
"recovery_days": 0,
"default_template_slugs": [
"protective-put-atm-12m",
"protective-put-95pct-12m"
]
},
"created_at": "2026-03-24T00:00:00+00:00"
}
]
}