2 Commits

Author	SHA1	Message	Date
Dominik Roth	b615920843	fix: realistic transaction costs, colorbar layout, equity curve clipping ... - Costs updated to evidence-based values (SEC small-cap liquidity study 2013, Nasdaq spread data 2021, AQR Trading Costs paper 2018): large ~0.2% RT, mid ~0.5%, small ~1.5%, micro ~5% - Micro-cap note: Alpaca does not allow new OTC/Pink Sheet positions; most micro-cap signals are untradeable; at realistic 5% RT, micro-cap destroys capital (-36% to -81% excess return) - db.py: get_cached_market_caps returns already_fetched set including null rows, preventing repeated yfinance re-queries for known-missing tickers - plot_hp_heatmap: colorbar in dedicated axes (right margin), no overlap - plot_equity_curves: two-pass approach clips all curves to min end date - README: updated cost table, shortened insidercopytrading.com section Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-05-27 14:23:13 +02:00
Dominik Roth	9417a9e542	fix: cache yfinance misses, pass pre-fetched caps to all plot sims ... - _fetch_market_caps: parallel fetch (20 threads), skip tickers with '/', cache None results so missing tickers are never re-queried - simulate: fix prices.get() default from {} to ([], []) for bisect compat - plot_position_size: pass _signals/_market_caps to avoid per-sim refetch - plot_equity_curves: use tuple-based SPY price access - plots: regenerate all three (hp_sweep, equity_curves, position_size) - README: add position_size.png embed Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-05-27 11:50:47 +02:00