Le
662586c6bc
Backtest/walk-forward priced every fill at the exact candle close with zero cost, making reported win rate/profit factor systematically more optimistic than live trading. Added configurable taker-fee + slippage simulation (defaults 0.1%/0.05% per fill) applied to every entry/exit, threaded through walk-forward's grid search and both API endpoints. sync_real_trades() hardcoded pnl=0 for every real trade needing it, silently reporting break-even for real-money trades regardless of actual outcome. Replaced with FIFO lot matching per (user, symbol, exchange), and fixed orders.py to persist the exchange's actual average fill price instead of the (always-None-for-market-orders) requested price, so there's real price data to match against. Also verified (and locked in with regression tests) that Divergence/SMC's pivot-confirmation delay is already causally consistent between live and backtest — no repaint, no look-ahead leak. 187 backend tests pass (+17). Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>