v7.8.2: Candle Interval, Exposure Metrics, and Plotting Fixes
Highlights
- Added configurable backtest candle aggregation via
backtest.candle_interval_minutes(default1). - Added high-exposure duration metrics for long/short (
high_exposure_hours_{mean,max}_{long,short}). - Added
total_wallet_exposure.pngoutput for backtests.
Fixed
- Corrected total wallet exposure metrics for short-only configs by using absolute exposure magnitude.
- Fixed timestamp day bucketing in analysis to avoid phantom first-day samples with aggregated intervals.
- Fixed forager
fills_plotsalignment when using candle intervals > 1m by plotting against the effective backtest candle stream. - Fixed candle-interval test robustness and aggregation alignment behavior across suite/optimizer paths.
Changed
- Updated
configs/template.jsondefaults/bounds/scenarios (includingbtc_collateral_cap,maker_fee_override, and optimize limits).
Notes
- Candle aggregation improves backtest/optimizer speed but loses intra-interval fill ordering granularity.
- No user migration steps required.
Full Changelog: v7.8.1...v7.8.2