1. Paper equity calculation (High):
- get_balance() now correctly includes position value (size * current_price)
- Previously only added unrealized_pnl, missing position principal
2. Buy affordability checks (High):
- place_order() now uses execution price including slippage for market orders
- Uses limit price for limit orders instead of current price
- Prevents orders that would drive cash negative
3. ExchangeInterface price stubs (High):
- get_trade_executed_price() now handles order_price=0.0 (market orders)
- Falls back to current price or entry price when order_price is zero
4. Determinism hash strengthening (Medium):
- Hash now includes full trade sequence with individual trade details
- Added test for different trade sequences with same totals
5. Live mode consistency (Medium):
- Factory now falls back to paper trading with warning instead of raising
- Consistent behavior between factory.py and Strategies.py
Added test: test_paper_broker_equity_calculation to verify fix#1
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
- Fix deprecated datetime.utcfromtimestamp() in shared_utilities.py
- Create BacktestResult schema with locked structure
- Add TradeResult and BacktestMetrics dataclasses
- Implement determinism hash for verifying reproducible results
- Add comprehensive tests for result schema and determinism
The BacktestResult schema ensures consistent output format and
provides methods to verify that same inputs produce same results.
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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