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GitHubandClaude Opus 4.8
6a6d75f5d5
Root cause: _generate_signals() iterated all bars calling strategy.next() but never updated _position_size or _cash on the strategy. Strategies that check self.position['size'] before buy/sell always saw 0, producing only BUY signals with no SELL — exhausting cash and producing drawdowns exceeding 100%. Fix: add _update_strategy_position() that estimates position changes after each bar's signals using close price. This gives the strategy an accurate view of its holdings so it can correctly alternate buy/sell. Regression tests added: - test_position_aware_buy_sell_alternation: verifies BUY/SELL alternation - test_position_aware_no_duplicate_buys: no suspicious tiny duplicate buys Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>