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
+3 -2
View File
@@ -173,9 +173,10 @@ async def _enrich_entry(
"dimensions": dims,
"rr_ratio": setup.rr_ratio if setup else None,
"rr_direction": setup.direction if setup else None,
# Residual 12-1 activation percentile (the top-pick selector); ticker-level,
# so any of the ticker's setups carries the same value.
# Residual 12-1 activation percentile gates qualification; strategy_rank
# is the promoted top-pick ordering score.
"momentum_percentile": setup.momentum_percentile if setup else None,
"strategy_rank": setup.strategy_rank if setup else None,
"sr_levels": sr_levels,
"last_close": last_close,
"change_pct": change_pct,