feat: Short-Seite im Runner + Walk-Forward-CLI (--shorts Flag)
- BacktestConfig.allowShort: boolean (required, explizit) - Runner: Short-Entry (stop = close + mult×ATR), updateChandelierShort für Trail, Stop-Check auf High >= stop, Gap-Fill nach oben - Bestehende Runner-Tests: allowShort: false ergänzt (Verhalten byte-identisch) - Neuer E2E-Test: Short-Breakout → trailing_stop; Long-Only-Sanity-Check - walkforward.ts script: --shorts Flag, Ausgabe "Shorts: AN/AUS" - walkforward.test.ts: allowShort: false ergänzt Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@@ -19,7 +19,9 @@ for (const pair of PAIRS) {
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console.log(`${pair}: ${cov.count} Candles (${cov.from.toISOString()} → ${cov.to.toISOString()})`);
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}
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const baseCfg = { startCapital: 1000, risk: DEFAULT_RISK, exec: DEFAULT_EXEC, maxPositions: 4 };
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const allowShort = process.argv.includes('--shorts');
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const baseCfg = { startCapital: 1000, risk: DEFAULT_RISK, exec: DEFAULT_EXEC, maxPositions: 4, allowShort };
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console.log(`Shorts: ${allowShort ? 'AN' : 'AUS'}`);
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console.log(`\nWalk-Forward über ${((dataTo - dataFrom) / 86400000).toFixed(0)} Tage…\n`);
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const result = runWalkForward(candles15ByPair, baseCfg, dataFrom, dataTo, (msg) => console.log(msg));
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