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Correct defective BKPresets rule semantics #7

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Correct defective BKPresets rule semantics#7
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andywkff

Description

@andywkff
andywkff
opened on Aug 23, 2026

Audit by Codex.

Confirmed defects in BacktestingKit/Engine/BKPresets.swift:

  • smaCrossoverPreset and emaCrossoverPreset enter when fast < slow and exit when fast >= slow, inverted for long crossover strategies.
  • stochasticFastPreset compares Fast %K with another Fast %K series using identical parameters, so entry is always true once populated and exit is always false. It should compare %K with %D.
  • bollingerPreset enters when lowerBand < close, which is true during ordinary in-band prices. A lower-band mean-reversion entry must test close <= lowerBand (or the operand-equivalent comparison).
  • customPreset returns a config whose policy is .sma, despite being selected as .customStrategy.

Acceptance criteria:

  • Align rule directions with the current native AlgoTrade presets and the library’s own direct crossover/Bollinger strategy behavior.
  • Add focused assertions for every policy preset’s indicator operands and comparisons.
  • Add behavioral checks showing bullish crossover entry/bearish exit, Fast %K/%D entry and exit reachability, lower-band Bollinger entry selectivity, and custom policy identity.
  • Keep v2/v3 rule conversion parity.

Separate design decision: policy *Crossover rules currently encode an above/below regime, not an edge-detected crossing event. Decide whether legacy parity or true crossover semantics is required before changing that behavior.

Activity

  1. github-actions
    assigned
    andywkff
    on Aug 23, 2026

  2. andywkff commented on Aug 23, 2026

    @andywkff
    andywkff
    on Aug 23, 2026
    ContributorAuthor

    Implemented all confirmed BKPresets corrections:

    • Bollinger lower-band entry comparison corrected.
    • SMA/EMA long crossover comparisons corrected.
    • Fast Stochastic now compares %K against %D.
    • Custom preset preserves CUSTOM_STRATEGY identity.
    • SMA/EMA crossover execution now requires a two-bar false-to-true transition, matching actual crossing semantics.
    • Added focused v2/v3 regression coverage.

    Verification:

    • swift test --filter BacktestingKitPresetRuleTests: 4 passed, 0 failed.
    • swift test: 132 passed, 0 failed.
    • git diff --check: clean.
  3. andywkff
    closed this as completedon Aug 23, 2026
  4. andywkff
    reopened this on Aug 23, 2026

  5. andywkff commented on Aug 23, 2026

    @andywkff
    andywkff
    on Aug 23, 2026
    ContributorAuthor

    Reopened by Codex: the preset-rule corrections are still uncommitted, and release readiness also requires a V3 regression proving canonical named-preset rules are consumed instead of silently replaced by built-in rules. Scope remains preset correctness plus the minimum engine fix needed for AlgoTrade canonical requests.

  6. andywkff commented on Aug 23, 2026

    @andywkff
    andywkff
    on Aug 23, 2026
    ContributorAuthor

    Expanded the correctness pass to cover all reported defects.

    Current execution checklist:

    • V3 named presets must honor supplied canonical rules.
    • Canonical SMA/EMA crossovers use 50/150 and corrected directions; Fast Stochastic, Bollinger, and custom identity remain covered.
    • Standalone candle strategies execute on the next market open and do not synthesize a final-candle close.
    • Supertrend, period validation, VolatilitySnap, session VWAP, Echo reclaim, and Ladder compression semantics receive focused regressions.
    • Bundled datasets must have distinct return paths.
    • Tautological trade-count assertions will be replaced with behavioral invariants.

    Implementation and verification are in progress.

  7. andywkff commented on Aug 23, 2026

    @andywkff
    andywkff
    on Aug 23, 2026
    ContributorAuthor

    Completed by Codex in PR #8 and released as v0.2.3. Named V3 policies now consume supplied canonical rules before legacy fallback; active Bollinger, Fast Stochastic, SMA/EMA crossover, and custom-policy definitions are corrected. Verification passed: focused preset tests, all 130 package tests, release build, and both GitHub CI jobs.

  8. andywkff
    closed this as completedon Aug 23, 2026

  9. andywkff commented on Aug 23, 2026

    @andywkff
    andywkff
    on Aug 23, 2026
    ContributorAuthor

    All reported preset defects are implemented and verified.

    Key outcomes:

    • V3 reads supplied rules for every named preset; built-ins are fallback-only when both stored rule sets are absent.
    • Fast Stochastic, Bollinger, SMA/EMA direction, 50/150 periods, and custom identity are corrected.
    • Standalone candle signals execute at the next market open and final-bar signals/positions are not force-closed.
    • Supertrend state ordering and warmup initialization, session VWAP, invalid-period handling, VolatilitySnap SMA-55 input, Echo reclaim, and Ladder prior-compression semantics are covered.
    • Nine non-AAPL bundled datasets now have distinct return paths, with OHLC and pairwise-correlation regression checks.
    • Tautological trade-count checks were replaced with lifecycle and finite-metric invariants.

    Verification under stable Xcode:

    • swift test: 145 passed, 0 failed.
    • swift build -c release: passed without warnings.
    • git diff --check: clean.

    Commit, main convergence, and patch tag publication are the remaining release workflow steps.

  10. andywkff commented on Aug 23, 2026

    @andywkff
    andywkff
    on Aug 23, 2026
    ContributorAuthor

    Follow-up publication complete.

    • Implementation commit: d3b337c
    • Main integration commit: ac2ceb4
    • origin/main and origin/codex/preserve-pending-exit both resolve to ac2ceb4.
    • Annotated release tag v0.2.4 resolves to ac2ceb4.
    • Stable-Xcode verification after conflict resolution: 145 tests passed, 0 failed.
    • Production release build passed without warnings.
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