KJj: ddlZddlZddlZddlZej jej jej jej je dddl m Z ddlmZmZmZmZmZ ddlmZej,ZdZdZdZ dd Zd Zdd Zdd Zerej@d Z!dZ"dZ#yy#e$rdZY;wxYw)Nz..)get_min_trades)calculate_activation_score_poccalculate_positionscalculate_bullish_engulfingcalculate_bullish_hammercalculate_shooting_star)cudaFg{Gzt?ct|}tj|tj}tj|t}tj|t} d} d} d} t |D]n} |dn t || }| r7| | k7r || | kDr|| } | d|z z}|| |k}|s|| r&|r$d} d| | <d} d} n|| r|rd} d|| <|| } | dz} | rdnd|| <p||| fS) u Simulates positions bar-by-bar with a percentage-based trailing stop. Replaces calculate_positions when i_trailing_stop_threshold > 0. Matches Pine Script behaviour with fill_orders_on_standard_ohlc=true: - Entry signal fires at bar-close T; order fills at open[T+1]. - Pine sets trail_high = position_avg_price = open[T+1] on the fill bar. It does NOT update with high[T+1] on that first bar. - From bar T+2 onward: trail_high = max(trail_high, high). - Stop fires when close <= trail_high * (1 - trail_stop_pct). - Python records signal on bar T; TV records fill on bar T+1 (1-day offset). The fill_bar skip: when entry fires on bar T, bar T+1 is the fill bar. We initialise trade_high = close[T] ≈ open[T+1] = position_avg_price, and skip the trail_high update on T+1 to match Pine's initialisation logic. time_ok_arr (optional bool array): Pine gates BOTH strategy.close calls (score-exit and trailing-stop) on `timeCondition = time>=startDate and time<=endDate`. When supplied, entries and exits (trail OR score) may only fire on bars where time_ok_arr[t] is True — so a position open when the window ends is held open to the data end, exactly like Pine (it cannot close after endDate). The trail high-water mark keeps updating (Pine does not gate that), only the close is gated. Default None = no gating (legacy behaviour; the activation strategy and optimizer paths pass nothing). Returns (in_pos, exec_entry, exec_exit). dtypeFT?r)lennpzerosint32boolrange) entry_raw_arr exit_raw_arr close_arrhigh_arrtrail_stop_pct time_ok_arrnin_pos exec_entry exec_exitposition trade_highfill_bartallowed stop_price trail_hits ~/Users/jameslopez/projects/TradingBot25/.worktrees/mlp-results-and-research-learnings/strategies/strategy_activation_scores.py_apply_trailing_stopr*&s: IA!288,F!4(J!4(IHJH 1X%-$4 A3G H}!z!9%a[ #s^';d"}0|j d?d"}1|j d@d"}2|j dAd"}3|j dBd"}4|j dCd"}5|j dDd"}6|j dEd"}7|j dFd"}8|j dGd"}9|j dHd"}:|j dId"};|j dJd"}<|j dKd"}=|j dLd"}>|j dMd"}?|j dNd"}@|j dOd"}A|j dPd"}B|j dQd"}C|j dRd"}D|j dSd"}E|j dTd"}F|j dUd"}G|j dVd"}H|j dWd"}I|j dXd"}J|dY}K|dZ}L|d[}M|d\}N|d]}O|d^}P|d_}Q|d`}R|da}S|db}T|dc}U|dd}V|de}W|df}X|dg}Y|dh}Z|di}[|dj}\|dk}]|dl}^|dm}_|dn}`|do}a|dp}b|dq}c|dr}d|ds}e|dt}f|du}g|dv}h|dw}i||z||zz||zz| |zz| |zz| |zz| | zz| |!zz||"zz||#zz||$zz||%zz||(zz||'zz||&zz||)zz||*zz||+zz|K|,zz|L|-zz|M|.zz|N|/zz|O|0zz|P|1zz|Q|2zz|R|3zz|S|4zz|T|5zz|U|6zz|V|7zz|W|8zz|X|9zz|Y|:zz|Z|;zz|[|zz|^|?zz|_|@zz|`|Azz|a|Bzz|b|Czz|c|Dzz|d|Ezz|e|Fzz|f|Gzz|g|Hzz|h|Izz|i|Jzz}jt|t|zt|zt|zt|zt|zt| zt|!zt|"zt|#zt|$zt|%zt|(zt|'zt|&zt|)zt|*zt|+zt|,zt|-zt|.zt|/zt|0zt|1zt|2zt|3zt|4zt|5zt|6zt|7zt|8zt|9zt|:zt|;zt|<zt|=zt|>zt|?zt|@zt|Azt|Bzt|Czt|Dzt|Ezt|Fzt|Gzt|Hzt|Izt|Jz}k|kdxkDrjkz dyz}jjdz<|j d{d|}l|j d}d~}m|j dd}n|j dd4}o|j dd}pdz}qt |j ddx}rt|j dd}s|rdxkDr%qjrdjskD}tn!t!j"dj$}tt'|j dd}u|urdjvr tddxk\z}tor0qj)dmk\|qj)d|mkz|qnkz}vnPt!j"|dxk7j$}wqj)dmk\|qj)d|mkz|wz}vprTqj)dlk\|qj)d|lkz|q|qj)dkDzvj)ddz}xnqj)dlk\|q|lkz}xxtz}xt|j dd"dz }y|yd"kDrlt+xj-djjt&vj-djjt&||y\}z}{}|nht/xj-djjt&vj-djjt&\}z}{}|zjt d<{d<|d<S)a Generates entry/exit signals using the activation score framework. Reads pre-calculated component values from the TradingView export (TV_Export.csv), applies proper normalization via calculate_activation_score_poc (matching the Pine Script library function), then implements the same crossunder entry/exit logic as the Pine Script strategy. Parity notes: - Prefers non-DB_ columns (which match the inputs used to compute activation_score_poc). - Falls back to DB_ columns if non-DB columns are absent. - Entry: score crosses FROM ABOVE to BELOW i_long_entry_activation_threshold (Pine: ta.crossunder(activation_score_poc, entry_threshold)) - Exit: score crossed under i_long_exit_activation_threshold one bar ago AND current score < i_long_exit_activation_confirmation_threshold (Pine: ta.crossunder(activation_score_poc[1], exit_threshold) AND activation_score_poc < exit_conf_threshold) i_div_windowr) rsid_reg_bull_normrsid_reg_bear_normrsid_hid_bull_normrsid_hid_bear_normrsid_rt_bull_normrsid_rt_bear_normrsid_slow_bull_normrsid_slow_bear_normrsid_delayed_peak_normrsid_delayed_dip_norm) min_periodsc|jvr|jdjS|r,|jvr|jdjStjt S)zLReturn column values, preferring primary over fallback, defaulting to zeros.r)columnsfillnavaluesrrr)primaryfallbackdfs r)get_colz!generate_signals..get_colsf bjj g;%%a(// / BJJ.h<&&q)00 0xxB  r+ stoch_normmacd_pred_normosc_norm totalvol_normm3_momentum_norm m2_tiny_norm newaddr_normstoch_div_norm vwap_div_normstoch_peak_norm sendaddr_norm m3_div_norm m2_div_norm m2_nooff_normbearish_engulfing_score db_bearishbullish_hammer_scorebullish_engulfing_scoreshooting_star_scoreclosehigh i_w_stochgGz@ i_w_macd_predg@Q@i_w_oscgffffff i_w_totalvolri_w_m3_momentumg_vO? i_w_m2_tinygQ@ i_w_newaddri_w_stoch_div_oscgQi_w_vwap_div_oscg7@i_w_stoch_peakingg ףp=  i_w_sendaddri_w_m3_div_oscgv/ i_w_m2_div_oscgK@i_w_m2_div_osc_noOffsetri_w_bearish_engulfinggC@i_w_bullish_hammeri_w_bullish_engulfingi_w_shooting_stari_w_btc_spx_corri_w_dxyi_w_vix i_w_btc_dom i_w_us10yi_w_spyi_w_goldi_w_mvrv i_w_mvrv_conti_w_nupli_w_fed_net_liqi_w_gc_positioni_w_us2yi_w_yield_curvei_w_qqq_spy_ratioi_w_rsid_reg_bulli_w_rsid_reg_beari_w_rsid_hid_bulli_w_rsid_hid_beari_w_rsid_rt_bulli_w_rsid_rt_beari_w_rsid_slow_bulli_w_rsid_slow_beari_w_rsid_delayed_peaki_w_rsid_delayed_dip i_w_oi_roc i_w_usdt_d i_w_basisi_w_fear_greed i_w_btc_gold i_w_rsi_subtfbtc_spx_corr_30 dxy_roc_normvix_pctrank_invbtc_dom_roc_signus10y_roc_inv_signspy_above_200emagold_roc_pctrankmvrv_zscore_valuemvrv_zscore_cont nupl_normfed_net_liq_sign gc_positionus2y_roc_inv_signyield_curve_signqqq_spy_roc_signr.r/r0r1r2r3r4r5r6r7 oi_roc_norm usdt_d_norm basis_normfear_greed_norm btc_gold_normrsi_subtf_normr@@activation_score!i_long_entry_activation_thresholdgZ@ i_long_exit_activation_thresholdga@-i_long_exit_activation_confirmation_thresholdg4@@i_use_long_exit_confirmationi_use_long_entry_confirmationFi_regime_windowi_regime_entry_min_scoreg@)windowr8T)indexi_mvrv_suppress_bear mvrv_regime fill_valuei_trailing_stop_thresholdY@r" execute_entry execute_exitN)copyr:strlowerstripintgetrollingmaxr<astyperfloat64absfloatmeanpdSeriesrrshiftr*r;r)}r?params _div_window _rsid_cols_colr@stoch_n macd_pred_nosc_n totalvol_nm3_mom_n m2_tiny_n newaddr_n stoch_div_n vwap_div_n stoch_peak_n sendaddr_nm3_div_nm2_div_n m2_nooff_n bearish_n bull_ham_n bull_eng_nstar_nrrw_stoch w_macd_predw_osc w_totalvol w_m3_momentum w_m2_tiny w_newaddrw_stoch_div_oscw_vwap_div_oscw_stoch_peaking w_sendaddr w_m3_div_osc w_m2_div_oscw_m2_div_osc_nooffsetw_bearish_engulfingw_bullish_hammerw_bullish_engulfingw_shooting_starw_btc_spx_corrw_dxyw_vix w_btc_domw_us10yw_spyw_goldw_mvrv w_mvrv_contw_nupl w_fed_net_liq w_gc_positionw_us2y w_yield_curvew_qqq_spy_ratiow_rsid_reg_bullw_rsid_reg_bearw_rsid_hid_bullw_rsid_hid_bearw_rsid_rt_bullw_rsid_rt_bearw_rsid_slow_bullw_rsid_slow_bearw_rsid_delayed_peakw_rsid_delayed_dipw_oi_rocw_usdt_dw_basis w_fear_greed w_btc_gold w_rsi_subtf btc_spx_corrr vix_pr_inv btc_dom_signus10y_inv_sign spy_200ema gold_pctrankmvrv_zscore_valrrrr us2y_inv_sign yield_curve_n qqq_spy_nrsid_reg_bull_nrsid_reg_bear_nrsid_hid_bull_nrsid_hid_bear_nrsid_rt_bull_nrsid_rt_bear_nrsid_slow_bull_nrsid_slow_bear_n rsid_dpeak_n rsid_ddip_noi_roc_nusdt_d_nbasis_n fear_greed_n btc_gold_n rsi_subtf_nscores max_scoreentry_thresholdexit_thresholdexit_conf_threshold use_exit_confuse_entry_confscore regime_window regime_min regime_ok suppress_bearexit_raw stoch_peak entry_rawrrr r!s}` r)generate_signalsr1hs%& B%%'++113BJfjj34KQ Drzz!d8++KQ+GKKM4!<(G+,K:&E?+J-.H>*I>*I+,K?+J,-L?+J=)H=)H?+J4lCI12J45J01F7 ""))"**5I6 !!((4H#JJ{$GG"JJ$GK"JJy$GE"JJ~#FJ"JJ'8&IM"JJ}$GI"JJ}#FI"JJ':%HO"JJ'9$GN"JJ':%HO"JJ~#FJ"JJ'7&IL"JJ'7$GL"JJ'@#F"JJ'>$G"JJ';3G"JJ'>3G"JJ':3GO"JJ'93GN"JJy3GE"JJy3GE"JJ}3GI"JJ{3GG"JJy3GE"JJz3GF"JJz3GF"JJ3GK"JJz3GF"JJ'83GM"JJ'83GM"JJz3GF"JJ'83GM"JJ':3GO"JJ':3GO"JJ':3GO"JJ':3GO"JJ':3GO"JJ'93GN"JJ'93GN"JJ';3G"JJ';3G"JJ'>3G"JJ'=3G"JJ|3GH"JJ|3GH"JJ{3GG"JJ'73GL"JJ~3GJ"JJ3GK01L~.L01J12L34N12J12L23O12{+I12}-K23M12M12I34O34O34O34O23N23N454578L67K}-H}-H|,G01L 1J/0K w{" # u  z! " }$  % y  ! y  ! & ' ~% & & ' z! " |# $ ** + ,, - |# $ '' ( **! +" &# '$ ~%% && u' ( u) * y + !,  - !. u/ 0 v1 2 6!3 "4 ;&5 '6 v7 8 =(9 ): }$; %< = >  %? &@ &A 'B ?*C! +D ?*E" +F ?*G# +H ?*I$ +J >)K% *L >)M& *N ++O' ,P ++Q( ,R ..S) /T --U* .V 8#W+ $X 8#Y, $Z 7"[- #\ <']. (^ :%_/ &` ;&a0 ' h G s;''#e*4s:F M  ^ ,.1)n =?B??S T N !/2 358_ EGJADL@Q R   !$$7 8  92 3  !$$4 5 6   !$''9#: ; H  H  &),G  5 L!   O! , /2+.>! ?&1})#f,#B!**%HW\]O **%GW\]N **%TW^_ **%CWZ[M **%DW\]N ! "E #4a89M&**%?IJJqMMAMFKKMPZZ IId"((3 $:EBCM"**4M!2a!78  [[^~ - [[^n , . ( ( * YY|q0A [[^~ - [[^n , .    [[^ . [[^o - / U[[^ # %^^A%^ 0 0 1 [[^65?;RS I%I6::&A3GH5PN(<   U # * * 1 1$ 7 OOE " ) ) 0 0 6    ) % I)<   U # * * 1 1$ 7 OOE " ) ) 0 0 6) % I !--,BzN$B#B~ Ir+c  |j}|dj|d<|djd|dz|d<|dxx|djddjtt zzcc<|dxx|d j djd jtt zzcc<|}|fd |jvrXtj|}|d jj|jd }||d |k\j}|jdg }t|dkDrt |dj!dznd}t|dk(r ddddddd|dSd|dzj#dz }|dz}d|dzj%} | j'} | | z | z } t | j)dz} |dj+j-j/dd} ||}n d |jvrt|dkDrrtj|d j0d}tj|d j0d}t3d||z j4dz }t7|}n|t8nt:}| |krt?| |dddd| |dS|dj!}|djA}|dkDr||z tCjDdznd}tCjDtCj tCjFd|djHdz}|dkDr||z tCjDdznd}d|dzj%}|j'}||z |z }|j)dz}t|dz }|dkDr6d|zdkDr.tK|dkDr d|zd|z zdz dz}|tK|z }nd}d}tK|dk\rtK||kr|tK|z }nd}t?| |||||||dS#t<$r|t8nt:}YwxYw)a_ Calculates performance metrics based on the 'position' column. position=1 on the entry bar means we entered at that bar's close. strategy_return[i] = position[i-1] * pct_change[i] (next-bar return) score_start: optional ISO date string (e.g. "2019-01-01"). When provided, signals are generated on the full window but metrics are computed only on bars on/after this date. Trades that opened before score_start but are still active at score_start contribute returns from score_start onwards. MIN_SCORABLE_TRADES replaces MIN_TRADES as the minimum trade guard when a scoring window is active. min_trades: optional override for the minimum trade count threshold. When provided, takes precedence over MIN_TRADES / MIN_SCORABLE_TRADES. Used by oos_dashboard to pass a scaled OOS threshold based on the IS trade rate. rT pct_changer"rstrategy_returnrFrr)rtimeUTC)subsetrdr$)z Total Tradesz Total P&L %z Sharpe Ratioz Sortino Ratioz Calmar Ratioz P&L/DD RatiozMax Drawdown %z % In Marketr?gv@imr& .>g?rrgD@)&rr3rrrCOMMISSION_RATEr; infer_objectsr:r to_datetimedttz tz_localizedropnarrprodcumprodcummaxmindiff value_countsrilocrdaysrMIN_SCORABLE_TRADES MIN_TRADES Exceptionrstdrsqrtminimumr<r) r? score_start min_tradesdf_scorescore_tsdf_clean pct_in_market total_return total_pnl_pctcumulative_returns_prepeak_pre drawdown_prereal_max_drawdowntrades min_requiredt0t1is_years mean_return std_returnsharpe downside_stdsortinocumulative_returnspeakdrawdown max_drawdownn_yearsannualized_return_pctcalmarMAX_DRAWDOWN_CAP pnl_dd_ratios r)calculate_metricsrps B'{--/B|zN003b6FFB R066qU6KRRSXY\kkkR/66u=KKQVKW^^_dehwwwH6RZZ#7>>+. f:==   '++E2HbjH,-224'8&9:H@CH PQ@QE(:.335;sR"WNNV$;<-h7 6A6M2S]  K(!"!/(  ,-224K,-113J:Dq.kJ&"''#, 6eF772772::a:K1L1S1S#TXY#YZ[L=ID=P{\)RWWS\9V[Gh'899BBD  $ $ &D"T)T1H<<>C'L (mf$G{L(D0S5F5L"#l"2g !F!LPU U&\):: <CC $59I$I$s<'88  F $ $&$  _ Z2=2I.zL Zs,BQ&&RRcjjjjjj _d5fd }|Ft j |Dcgc] }|| c}jt jSg|d|d|d|d|d|d|d|d |d |d |d |d |dd|d|d|d|d|d|d|d|d|d|d|d|d|d|d|d|d|d |d!|d"|d#|d$|d%|d&|d'|d(|d)|d*|d+|d,|d-|d.|d/|d0|d1|d2|d3|d4}t j |jt jScc}w)6u Reads pre-normalised indicator columns from the TV-exported CSV and returns a float64 (T x N) array ready for the GPU kernel / MLP forward pass. All columns are already in [-1, +1] — Pine exports the normalised form. No normalisation is performed here. Column order must match i_w_* key order in params_strategy_activation_scores.json. feature_cols: if provided, build the matrix from exactly those column names (in order), falling back to 0 for any missing column. When None, uses the full hardcoded 49/50-column list below (perceptron / GPU kernel path). col 0 → i_w_stoch → stoch_norm col 1 → i_w_macd_pred → macd_pred_norm col 2 → i_w_osc → osc_norm col 3 → i_w_totalvol → totalvol_norm col 4 → i_w_m3_momentum → m3_momentum_norm col 5 → i_w_m2_tiny → m2_tiny_norm col 6 → i_w_newaddr → newaddr_norm col 7 → i_w_stoch_div_osc → stoch_div_norm col 8 → i_w_vwap_div_osc → vwap_div_norm col 9 → i_w_stoch_peaking → stoch_peak_norm col 10 → i_w_sendaddr → sendaddr_norm col 11 → i_w_m3_div_osc → m3_div_norm col 12 → i_w_bearish_engulfing → bearish_engulfing_score col 13 → i_w_m2_div_osc_noOffset → m2_nooff_norm col 14 → i_w_m2_div_osc → m2_div_norm col 15 → i_w_bullish_hammer → bullish_hammer_score col 16 → i_w_bullish_engulfing → bullish_engulfing_score col 17 → i_w_shooting_star → shooting_star_score col 18 → i_w_btc_spx_corr → btc_spx_corr_30 col 19 → i_w_dxy → dxy_roc_norm col 20 → i_w_vix → vix_pctrank_inv col 21 → i_w_btc_dom → btc_dom_roc_sign col 22 → i_w_us10y → us10y_roc_inv_sign col 23 → i_w_spy → spy_above_200ema col 24 → i_w_gold → gold_roc_pctrank col 25 → i_w_mvrv → mvrv_zscore_value col 26 → i_w_mvrv_cont → mvrv_zscore_cont col 27 → i_w_nupl → nupl_norm col 28 → i_w_fed_net_liq → fed_net_liq_sign col 29 → i_w_gc_position → gc_position col 30 → i_w_us2y → us2y_roc_inv_sign col 31 → i_w_yield_curve → yield_curve_sign col 32 → i_w_qqq_spy_ratio → qqq_spy_roc_sign col 33 → i_w_rsid_reg_bull → rsid_reg_bull_norm col 34 → i_w_rsid_reg_bear → rsid_reg_bear_norm col 35 → i_w_rsid_hid_bull → rsid_hid_bull_norm col 36 → i_w_rsid_hid_bear → rsid_hid_bear_norm col 37 → i_w_rsid_rt_bull → rsid_rt_bull_norm col 38 → i_w_rsid_rt_bear → rsid_rt_bear_norm col 39 → i_w_rsid_slow_bull → rsid_slow_bull_norm col 40 → i_w_rsid_slow_bear → rsid_slow_bear_norm col 41 → i_w_rsid_delayed_peak → rsid_delayed_peak_norm col 42 → i_w_rsid_delayed_dip → rsid_delayed_dip_norm col 43 → i_w_oi_roc → oi_roc_norm col 44 → i_w_usdt_d → usdt_d_norm col 45 → i_w_basis → basis_norm col 46 → i_w_fear_greed → fear_greed_norm col 47 → i_w_btc_gold → btc_gold_norm col 48 → i_w_rsi_subtf → rsi_subtf_norm c|jvr;|jdjjtj S|rI|jvr;|jdjjtj St j ttj S)Nrr )r:r;r<rrrrr)colr>r?s r)rz_prepare_features..gets "** c7>>!$++222::> > BJJ.h<&&q)0077 C CxxBrzz22r+rArBrCrDrErFrGrHrIrJrKrLrOrPrNrMrQrRrSrrrrrrrrrrrrrrrr.r/r0r1r2r3r4r5r6r7rrrrrr bb_pct_b_normr) rr:rrrr column_stackrr)r? feature_colsrccolss` r)_prepare_featuresryfs~ B%%'++113BJ3 = 1A =>EEbjjQQ3  L3  3  J3  O 3   3  N 3  N3  3  O3  3  O3  M3  %|43  O3  M3  "#!3 " % $ !"%3 & '3 ( N)3 * +3 , -3 . !/3 0 13 2 33 4  53 6 73 8 K93 : ;3 < M=3 >  ?3 @ A3 B C3 D !E3 F !G3 H !I3 J !K3 L  M3 N  O3 P !"Q3 R !"S3 T $%U3 V #$W3 X MY3 Z M[3 \ L]3 ^ _3 ` Oa3 b c3 d Oe3 Dj ??4 ' ' 33q >s.I&ctjd}||jdk\ry|jd} |jd} d} d} d} d}d}d}d}d}||df}||df}||df}||dfd z }||dfd kD}||dfd kD}d}t| D]}|||f}||dk\r|n| z }|dk(rd}d}t| D]}||d|f|||fzz }||z d z}|}d}d}td| D]e} d}!| r$|dkDr|| |kDr|| }|d|z z}"|| |"krd }!d}#| r"|| dz dk7r|| || dz z || dz z }#| |#z } ||#|#zz }|#dkr||#|#zz }|d|#zz}||kDr|}|dkDr||z |z nd}$|$|kr|$}d}%t| D]}|%|| |f|||fzz }%|%|z d z}%d}&d}'d}(||k\xr||k})|)r|r|%|krd }(n || d fdkrd }(| s"|r||k\r||kr|%|kDr|sd }&n ||k\r|%|krd }&| r|(s|!rd }'| r"|'rId} d}|dz}|dkDr||z |z nd}$|$|kr,|$}n)|&r'd } || }| dz } |dz}|dkDr||z |z nd}$|$|kr|$}|}|%}|(}h|dz d z}*t |d z}+d},d}-| dk\rQ| dkDrL| dz }.| |.z }/||.z |/|/zz }0|0dkDr|0d znd}1|1dkDr|/|1z dz},||.z }2|2dkDr|2d znd}3|3dkDr|/|3z dz}-|*||df<|+||df<|,||df<|-||df<| ||df<y)uE GPU kernel: runs one complete backtest per thread (one parameter set per row of weights/thresholds/configs). features — (T, 49) pre-normalised float64 feature matrix weights — (N, 49) float64 weight vectors thresholds — (N, 4) float64: [entry_threshold, exit_threshold, exit_conf_threshold, trailing_stop_pct] configs — (N, 2) float64: [use_exit_conf, use_entry_conf] close — (T,) float64 close prices high — (T,) float64 bar high prices (for trailing stop high-water mark) low — (T,) float64 bar low prices (for trailing stop trigger) results — (N, 5) output: [total_pnl_pct, max_dd_pct, sharpe, sortino, trades] Signal logic (matches CPU generate_signals): Entry (conf=false): 1-bar crossunder — prev_score >= entry_thr AND score < entry_thr Entry (conf=true) : 2-bar crossunder — pprev_score >= entry_thr AND prev_score < entry_thr AND score > prev_score (rising) AND NOT prev_exit_cond_raw Exit : 2-bar crossunder + confirmation pprev_score >= exit_thr AND prev_score < exit_thr AND (score < exit_conf_thr [if use_exit_conf] OR stoch_is_peaking [otherwise, feature col 9 < -0.5]) rrNFrrrrr:rT ggףp= ?r9r r;g^3@)r gridshaperr)4featuresweights thresholdsconfigsrTrUlowresultsidxTF in_positionr]sum_ret sum_sq_retsum_sq_neg_retequity peak_equityrj entry_threxit_thrconf_thrrr'r(r#fw prev_score pprev_scoreprev_exit_cond_rawr#r%trail_stop_hitstop_price_now daily_retddr) entry_signal exit_signal exit_cond_rawcrossedrX max_dd_pctrdrfrmean_retvar_retstd_ret downside_varres4 r)_backtest_kernelrs0iil '--" "  NN1  NN1     #CF+ #CF+#CF+#CF+e3 a3.  a3. qAQA a3hQB .I  I qA (1a4.736?: :J)+f4  " q!A#N~37Z'!%aJ!+s^/C!D8~-%)NIuQU|s2"1Xa!e 4a!e D y G )i/ /J3)i"77 sY 'F #$ 9Ds9J&;&+5PSBL ! 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