allow full binance pack validation runs

Author: lee101

scripts/sweep_binance_hourly_portfolio_pack.py

@@ -569,6 +569,7 @@ def evaluate_pack(
         max_pending_entries=int(cfg.max_pending_entries),
         apply_leverage_to_crypto=True,
         sim_backend="python",
+        drawdown_profit_early_exit=not bool(args.disable_drawdown_profit_early_exit),
     )
     result = run_portfolio_simulation(bars, actions, sim_cfg, horizon=int(label_horizon))
     start = pd.Timestamp(bars["timestamp"].min())
@@ -1062,6 +1063,7 @@ def main() -> int:
     parser.add_argument("--entry-allocator-max-single-position-fraction", type=float, default=0.35)
     parser.add_argument("--entry-allocator-reserve-fraction", type=float, default=0.05)
     parser.add_argument("--min-result-trades", type=int, default=10)
+    parser.add_argument("--disable-drawdown-profit-early-exit", action="store_true")
 
     parser.add_argument("--render-days", type=int, default=14)
     parser.add_argument("--num-pairs", type=int, default=6)

unified_hourly_experiment/marketsimulator/portfolio_simulator.py

@@ -83,6 +83,7 @@ class PortfolioConfig:
     max_pending_entries: Optional[int] = None
     apply_leverage_to_crypto: bool = False
     sim_backend: str = "auto"  # auto prefers native when safe, else falls back to python
+    drawdown_profit_early_exit: bool = True
 
 
 @dataclass
@@ -391,10 +392,14 @@ def _run_portfolio_simulation_native(
     trade_reason = np.asarray(out["trade_reason"], dtype=np.int8)
     equity_values = np.asarray(out["equity_values"], dtype=np.float64)
 
-    stop_idx = _first_drawdown_profit_early_exit_index(
-        equity_values,
-        total_steps=t_count,
-        label="unified_hourly_experiment.run_portfolio_simulation",
+    stop_idx = (
+        _first_drawdown_profit_early_exit_index(
+            equity_values,
+            total_steps=t_count,
+            label="unified_hourly_experiment.run_portfolio_simulation",
+        )
+        if bool(cfg.drawdown_profit_early_exit)
+        else None
     )
     if stop_idx is not None:
         keep = trade_t_idx <= int(stop_idx)
@@ -555,6 +560,8 @@ def _required_move_to_fill(row, *, entry_price: float, is_long: bool) -> float:
 
     def _append_equity_snapshot(ts: pd.Timestamp) -> bool:
         equity_values.append((ts, _equity()))
+        if not bool(cfg.drawdown_profit_early_exit):
+            return False
         early_exit = evaluate_drawdown_vs_profit_early_exit(
             [value for _, value in equity_values],
             total_steps=total_steps,