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v7.8.2: Candle Interval, Exposure Metrics, and Plotting Fixes

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@enarjord enarjord released this 09 Feb 21:23
· 612 commits to master since this release

Highlights

  • Added configurable backtest candle aggregation via backtest.candle_interval_minutes (default 1).
  • Added high-exposure duration metrics for long/short (high_exposure_hours_{mean,max}_{long,short}).
  • Added total_wallet_exposure.png output 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_plots alignment 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.json defaults/bounds/scenarios (including btc_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