Le
1c022264f5
market_structure() (SMC) and detect_divergence() were each precomputed once over the ENTIRE multi-year backtest range and reused unchanged for every candle, so every candle's score could see results derived from years of future price data — a look-ahead bug that inflated both single-run backtest and walk-forward results, undermining the very overfitting check walk-forward exists to provide. A prior fix bounded this to a per-candle trailing window, which closed most of the leak but still rescanned pivots from scratch on every candle (O(window) per candle), too slow to enable 15m/30m walk-forward runs. The real fix: pivot detection is itself a bounded rolling-window scan (each position only depends on a few bars on either side), so it can be precomputed once for the whole dataset just like BB/RSI/MACD. Per candle, _compute_scores_series now just advances a monotonic pointer over already-known pivots to whatever is causally confirmable as of that candle — O(1) amortized across the whole run instead of O(window) or O(n) per candle. Added an optional precomputed_pivots param to detect_divergence() (backward compatible) to reuse this for RSI/MACD divergence too. Net effect: 16,000 candles went from 16.1s to 1.7s (confirmed empirically, on top of an earlier ~10x from fixing the raw O(n^2)), and scaling stays linear at 32,000 candles (3.2s). Walk-forward's timeframe options are now 15m/30m/1h/4h/1d (up from 1h/4h/1d) since 15m at the 3-year default lookback now costs roughly 30s instead of 5+ minutes. Also wired walk_forward.py's grid search to actually reuse one computed score series across all 27 parameter combinations per fold (it was recomputing full classification for every combination despite the scoring/threshold split added earlier). 156 backend tests passing (3 new: causal-score regression, pivot-detection-runs-once, order-block-window-bounded). Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
React + TypeScript + Vite
This template provides a minimal setup to get React working in Vite with HMR and some Oxlint rules.
Currently, two official plugins are available:
- @vitejs/plugin-react uses Oxc
- @vitejs/plugin-react-swc uses SWC
React Compiler
The React Compiler is not enabled on this template because of its impact on dev & build performances. To add it, see this documentation.
Expanding the Oxlint configuration
If you are developing a production application, we recommend enabling type-aware lint rules by installing oxlint-tsgolint and editing .oxlintrc.json:
{
"$schema": "./node_modules/oxlint/configuration_schema.json",
"plugins": ["react", "typescript", "oxc"],
"options": {
"typeAware": true
},
"rules": {
"react/rules-of-hooks": "error",
"react/only-export-components": ["warn", { "allowConstantExport": true }]
}
}
See the Oxlint rules documentation for the full list of rules and categories.