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Add real price extraction for overlay replay#2

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Pigbibi merged 1 commit into
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codex/real-price-overlay-replay
May 28, 2026
Merged

Add real price extraction for overlay replay#2
Pigbibi merged 1 commit into
mainfrom
codex/real-price-overlay-replay

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@Pigbibi

@Pigbibi Pigbibi commented May 28, 2026

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Summary

  • add a dependency-free price-history adapter that accepts both date and as_of CSV schemas
  • add an extraction CLI for compact replay inputs from existing QuantStrategyLab price files
  • document real-price replay workflow and cover it in CI/tests

Validation

  • python -m pytest -q
  • python scripts/validate_latest_signal.py examples/latest_signal.example.json
  • python scripts/extract_price_history.py --source examples/price_history.example.csv --target /tmp/qqq_overlay_prices.csv --symbols QQQ
  • python scripts/backtest_signal_overlay.py --prices /tmp/qqq_overlay_prices.csv --signals examples/signal_history --symbol QQQ --output /tmp/qqq_overlay_summary.json
  • slowrun bash -lc "python scripts/extract_price_history.py --source ../UsEquitySnapshotPipelines/data/output/tqqq_growth_income_real_full_archive_2026-05-26/price_history.csv --target /tmp/real_qqq_price_history.csv --symbols QQQ --start-date 2025-01-01 && python scripts/backtest_signal_overlay.py --prices /tmp/real_qqq_price_history.csv --signals examples/signal_history --symbol QQQ --output /tmp/real_qqq_overlay_summary.json"

@Pigbibi Pigbibi merged commit 3ef5f07 into main May 28, 2026
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@Pigbibi Pigbibi deleted the codex/real-price-overlay-replay branch May 28, 2026 10:54
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