Promote production portfolio strategy

This commit is contained in:
2026-07-04 07:48:38 +02:00
parent 66ef0564c1
commit 5f2d108227
22 changed files with 1677 additions and 132 deletions
+1 -1
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@@ -34,5 +34,5 @@ class PaperTrade(Base):
)
close_price: Mapped[float | None] = mapped_column(Float, nullable=True)
closed_at: Mapped[datetime | None] = mapped_column(DateTime(timezone=True), nullable=True)
# How the trade was closed: "trailing" | "stop" | "target" | "manual".
# How the trade was closed: "time" | "trailing" | "stop" | "target" | "manual".
close_reason: Mapped[str | None] = mapped_column(String(10), nullable=True)
+4
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@@ -30,6 +30,10 @@ class TradeSetup(Base):
# time. Since July 2026 this is residual 12-1 momentum when benchmark data is
# available, with raw 12-1 as a fallback.
momentum_percentile: Mapped[float | None] = mapped_column(Float, nullable=True)
# Production ordering score. July 2026 promotion: residual momentum remains
# the gate, while this rank blends residual momentum with realized volatility.
strategy_rank: Mapped[float | None] = mapped_column(Float, nullable=True)
volatility_percentile: Mapped[float | None] = mapped_column(Float, nullable=True)
targets_json: Mapped[str | None] = mapped_column(Text, nullable=True)
conflict_flags_json: Mapped[str | None] = mapped_column(Text, nullable=True)
recommended_action: Mapped[str | None] = mapped_column(String(20), nullable=True)