Promote production portfolio strategy

2026-07-04 07:48:38 +02:00
parent 66ef0564c1
commit 5f2d108227
22 changed files with 1677 additions and 132 deletions
@@ -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)