fix: preserve walkforward warmup counts - #185
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Co-Authored-By: Codex <noreply@openai.com>
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Problem
When walk-forward predictions exist, joining the aggregated prediction frame leaves
prediction_window_countasNaNfor the pre-OOS prefix.build_final_scorescorrectly keeps those rows out of final scoring, butrun_single_backtestrequiresprediction_window_count == 0to recognize model warmup. The prefix is therefore misclassified as incomplete eligible scores before the first OOS window.Change
Normalize only unmatched
prediction_window_countvalues to integer0after the prediction join. Scores remain untouched; positive prediction counts with missing scores still fail the existing strict guard.Validation
run_walkforward_scoring -> build_final_scores -> run_backtest_suitefake-panel path reproducedValueError: Backtest has incomplete eligible scoreswith pre-OOS counts asNaN.final_scoreas NaN, sets counts to0, and completes the backtest suite.python3 -m unittest discover -s tests: 131 tests OK.python3 -m pytest -q tests/test_walkforward_validation.py tests/test_backtest_accounting.py: 39 passed, 40 subtests passed.python3 -m ruff check .andgit diff --check: passed.No producer/consumer workflow, provider, VPS, or trading operation was run.