From 8e838c4a66d32f4d867a4076656f9caf5332e2aa Mon Sep 17 00:00:00 2001
From: Claude <claude@kuns.dev>
Date: Tue, 9 Jun 2026 22:03:31 +0000
Subject: [PATCH] =?UTF-8?q?feat:=20--fixed=20Flag=20=E2=80=94=20Walk-Forwa?=
 =?UTF-8?q?rd=20ohne=20Grid-Suche=20(fixe=20Spec-Default-Parameter)?=
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---
 src/server/backtest/walkforward.ts | 5 +++--
 src/server/scripts/walkforward.ts  | 9 +++++++--
 2 files changed, 10 insertions(+), 4 deletions(-)

diff --git a/src/server/backtest/walkforward.ts b/src/server/backtest/walkforward.ts
index 2f3b5be..165aa2c 100644
--- a/src/server/backtest/walkforward.ts
+++ b/src/server/backtest/walkforward.ts
@@ -112,16 +112,17 @@ export function runWalkForward(
   dataFrom: number,
   dataTo: number,
   onProgress?: (msg: string) => void,
+  grid: StrategyParams[] = PARAM_GRID,
 ): WalkForwardResult {
   const windows = buildWindows(dataFrom, dataTo);
   const results: WindowResult[] = [];
 
   for (const [wi, w] of windows.entries()) {
-    let bestParams = PARAM_GRID[0];
+    let bestParams = grid[0];
     let bestMetrics: Metrics | null = null;
     let bestEligible = false;
 
-    for (const params of PARAM_GRID) {
+    for (const params of grid) {
       const r = runBacktest(candles15ByPair, { ...baseCfg, params, tradeFrom: w.trainFrom, tradeTo: w.trainTo });
       const m = computeMetrics(r.trades, r.equityCurve, baseCfg.startCapital);
       const eligible = m.trades >= 5;
diff --git a/src/server/scripts/walkforward.ts b/src/server/scripts/walkforward.ts
index b6f4494..b232bdf 100644
--- a/src/server/scripts/walkforward.ts
+++ b/src/server/scripts/walkforward.ts
@@ -1,6 +1,7 @@
 import { PAIRS, type Candle, type Pair } from '../types';
 import { getCandles, getCoverage } from '../market/candle-store';
 import { runWalkForward } from '../backtest/walkforward';
+import { DEFAULT_PARAMS } from '../strategy/donchian-trend';
 import { DEFAULT_RISK } from '../engine/sizing';
 import { DEFAULT_EXEC } from '../engine/portfolio';
 import { db, sql } from '../db/client';
@@ -20,11 +21,15 @@ for (const pair of PAIRS) {
 }
 
 const allowShort = process.argv.includes('--shorts');
+// --fixed: keine Grid-Suche — fixe A-priori-Parameter (Spec-Defaults). Kein Overfitting
+// durch Parameterwahl möglich; Train-Metriken dienen nur noch der Ratio-Diagnose.
+const fixed = process.argv.includes('--fixed');
+const grid = fixed ? [DEFAULT_PARAMS] : undefined;
 const baseCfg = { startCapital: 1000, risk: DEFAULT_RISK, exec: DEFAULT_EXEC, maxPositions: 4, allowShort };
-console.log(`Shorts: ${allowShort ? 'AN' : 'AUS'}`);
+console.log(`Shorts: ${allowShort ? 'AN' : 'AUS'} | Parameter: ${fixed ? 'FIX (Spec-Defaults)' : 'Grid-Suche'}`);
 console.log(`\nWalk-Forward über ${((dataTo - dataFrom) / 86400000).toFixed(0)} Tage…\n`);
 
-const result = runWalkForward(candles15ByPair, baseCfg, dataFrom, dataTo, (msg) => console.log(msg));
+const result = runWalkForward(candles15ByPair, baseCfg, dataFrom, dataTo, (msg) => console.log(msg), grid);
 
 console.log('\n========== OOS-GESAMTERGEBNIS ==========');
 const m = result.oosMetrics;