Kunthawat Greethong 1b971ac72d [verified] Fix backtest accounting identity + honest UI disclosure ...

Correct the multi-rebalance backtest accounting so ending wealth is
capital + price_pnl + dividend_income with no double counting:
- price_pnl now measures equity change excluding dividends (was reusing
  ending holdings value as 'price profit')
- dividend proxy is included in final_value and net_return, exposed as
  dividend_method=final_holdings_yield_proxy
- regression tests: flat price => zero price_pnl; flat + dividend =>
  dividend-only return; rising no-dividend => correct bucket P&L;
  multi-rebalance accounting identity
- UI (result card + saved-run history) labels dividends as ประมาณการปันผล
  (Proxy) and shows descriptive non-PIT badge when leakage_guard=false

Backend 239 tests passed; targeted backtest 11 passed; frontend build,
npm audit (0), static scan and diff check passed; fresh independent
review deleg_10918fed passed with empty blocker arrays.
Backtest remains descriptive non-PIT (leakage_guard=false) with the
default current-score scorer.

2026-08-27 09:00:39 +07:00

..

fixtures

[verified] add SET price snapshot adapter

2026-08-23 12:38:17 +07:00

conftest.py

[verified] Fix P1-P2-P5 audit findings: simulation reuses board, source_summary clarity, dead-code removal + conftest

2026-08-27 03:21:22 +07:00

test_api.py

[verified] Add API tests for /api/v1/learning/factors + configurable history dir

2026-08-27 07:37:01 +07:00

test_auto_credit.py

[verified] Add Auto Credit (Trading Economics) + Refining/Energy (EIA) factor collectors

2026-08-25 11:05:13 +07:00

test_auto_npl.py

[verified] Add BOT auto NPL (credit-quality) factor; deepen auto_credit theme

2026-08-25 19:06:48 +07:00

test_backtest.py

[verified] Fix backtest accounting identity + honest UI disclosure

2026-08-27 09:00:39 +07:00

test_bank_npl.py

[verified] Apply R1-R5 (factor formula) + real bank-sector NPL collector

2026-08-26 19:56:39 +07:00

test_bot_regional.py

[verified] Add BOT regional private-consumption collector (North) for regional tourism/consumption factor

2026-08-25 14:14:33 +07:00

test_bot_tourism.py

[verified] add BOT tourism source adapter

2026-08-23 10:19:40 +07:00

test_daily_cache.py

[verified] Add daily cache layer (fetch-once/day, stale fallback, atomic write)

2026-08-25 15:29:15 +07:00

test_dashboard.py

[verified] Apply R1-R5 (factor formula) + real bank-sector NPL collector

2026-08-26 19:56:39 +07:00

test_energy_thai.py

[verified] Add Thai Energy/Refining collector (TOP quarterly financials) replacing EIA US crack spread

2026-08-25 15:13:36 +07:00

test_event_study.py

[verified] add frozen research runner and durable paper ledger

2026-08-23 14:42:02 +07:00

test_factor_history.py

[verified] Cross-theme surprise normalization + historical factor store (P4 enabler)

2026-08-27 07:32:16 +07:00

test_macro_thai.py

[verified] Add Thai macro backdrop collector (BOT Thai Economy) — real consumption/inflation/unemployment

2026-08-25 20:27:15 +07:00

test_mt5_bridge.py

[verified] Add capital-allocation simulation engine + MT5 bridge (both dry-run/gated)

2026-08-25 16:24:22 +07:00

test_paper.py

[verified] add frozen research runner and durable paper ledger

2026-08-23 14:42:02 +07:00

test_prices.py

[verified] add SET price snapshot adapter

2026-08-23 12:38:17 +07:00

test_refining_energy.py

[verified] Add Auto Credit (Trading Economics) + Refining/Energy (EIA) factor collectors

2026-08-25 11:05:13 +07:00

test_research.py

[verified] bind snapshots to manifests and raw hashes

2026-08-23 14:58:15 +07:00

test_scheduler.py

[verified] Add in-app automatic data scheduler (runs on its own server, no Hermes)

2026-08-25 21:00:13 +07:00

test_siamchart_factors.py

[verified] LONG/SHORT/NEUTRAL via quartile + market-regime gate (user choice B)

2026-08-26 15:34:31 +07:00

test_siamchart.py

[verified] Add Siamchart SET50 fundamental scraper (financial table + stock-info ratios/income)

2026-08-25 08:43:00 +07:00

test_simulation.py

[verified] Fix bucket3 to rank by dividend yield (ignore score) — reviewer blocker

2026-08-25 16:32:12 +07:00

test_themes.py

[verified] Cross-theme surprise normalization + historical factor store (P4 enabler)

2026-08-27 07:32:16 +07:00

test_tourism.py

[verified] build tourism signal dashboard

2026-08-23 07:41:31 +07:00

test_vintages.py

[verified] bind snapshots to manifests and raw hashes

2026-08-23 14:58:15 +07:00

test_weight_learning.py

[verified] Cross-theme surprise normalization + historical factor store (P4 enabler)

2026-08-27 07:32:16 +07:00