fix: add first-skip-reason logging to backtest replay for debugging

2026-04-16 00:16:32 +00:00
parent 357e68a764
commit bad7e02e53
1 changed files with 11 additions and 0 deletions
@@ -190,6 +190,17 @@ class BacktestReplay:
                                }
                                portfolio_state.active_pool -= cost
                                portfolio_state.open_position_count += 1
+                    elif act_count == 0 and not hasattr(self, '_first_skip_logged'):
+                        # Log the first skip reason for debugging
+                        logger.warning(
+                            "Backtest first skip: ticker=%s reason=%s conf=%.2f price=%.2f pool=%.2f",
+                            decision.ticker,
+                            decision.skip_reason,
+                            rec.get("confidence", 0.0),
+                            rec.get("current_price", 0.0),
+                            portfolio_state.active_pool,
+                        )
+                        self._first_skip_logged = True

                if day_recs:
                    logger.info(