dennisthiessen/signal-platform
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Promote production portfolio strategy

Browse Source
This commit is contained in:
dennisthiessen
2026-07-04 07:48:38 +02:00
parent 66ef0564c1
commit 5f2d108227
22 changed files with 1677 additions and 132 deletions
Download Patch File Download Diff File Expand all files Collapse all files
frontend/src/components/admin/ExitPolicySettings.tsx
+33 -10
View File
@@ -6,14 +6,16 @@ import { SkeletonCard } from '../ui/Skeleton';
export function ExitPolicySettings() {
const { data, isLoading } = useExitPolicy();
const update = useUpdateExitPolicy();
const [mode, setMode] = useState<ExitPolicy['mode']>('time');
const [mode, setMode] = useState<ExitPolicy['mode']>('atr_trailing');
const [pct, setPct] = useState(12);
const [atrMultiplier, setAtrMultiplier] = useState(3);
const [holdDays, setHoldDays] = useState(30);
useEffect(() => {
if (data) {
setMode(data.mode);
setPct(data.trailing_pct);
setAtrMultiplier(data.atr_multiplier ?? 3);
setHoldDays(data.hold_days ?? 30);
}
}, [data]);
@@ -26,14 +28,15 @@ export function ExitPolicySettings() {
<h3 className="text-sm font-semibold text-gray-200">Paper-Trade Exit</h3>
<p className="mt-1 text-xs text-gray-500">
How open paper trades auto-close (in the nightly/intraday outcome job).{' '}
<span className="text-gray-300">Hold</span> keeps the initial stop and exits at the Nth trading
day's close — the backtest-validated exit (classic momentum: hold ~a month, re-rank);{' '}
<span className="text-gray-300">Trailing</span> rides a trailing stop;{' '}
<span className="text-gray-300">ATR trail</span> is the promoted production exit: initial stop,
ATR trailing stop, and a max N-trading-day hold;{' '}
<span className="text-gray-300">Hold</span> keeps only the initial stop until the Nth trading
day's close; <span className="text-gray-300">Percent trail</span> is the older trailing mode;{' '}
<span className="text-gray-300">Target / stop</span> closes at the setup's target or stop.
The setup's initial stop is always the floor.
</p>
</div>
<div className="grid gap-4 md:grid-cols-3">
<div className="grid gap-4 md:grid-cols-4">
<label className="block space-y-1">
<span className="text-xs text-gray-400">Exit mode</span>
<select
@@ -41,8 +44,9 @@ export function ExitPolicySettings() {
onChange={(e) => setMode(e.target.value as ExitPolicy['mode'])}
className="w-full input-glass px-3 py-2 text-sm"
>
<option value="atr_trailing">ATR trail + max hold</option>
<option value="time">Hold N days + stop</option>
<option value="trailing">Trailing stop</option>
<option value="trailing">Percent trailing stop</option>
<option value="target">Target / stop</option>
</select>
</label>
@@ -55,10 +59,24 @@ export function ExitPolicySettings() {
step={1}
value={holdDays}
onChange={(e) => setHoldDays(Number(e.target.value))}
disabled={mode !== 'time'}
disabled={mode !== 'time' && mode !== 'atr_trailing'}
className="w-full input-glass px-3 py-2 text-sm disabled:opacity-50"
/>
<span className="text-[11px] text-gray-600">Backtest optimum: 30 (its evaluation horizon).</span>
<span className="text-[11px] text-gray-600">Production max hold: 30 trading days.</span>
</label>
<label className="block space-y-1">
<span className="text-xs text-gray-400">ATR multiplier</span>
<input
type="number"
min={0.5}
max={10}
step={0.25}
value={atrMultiplier}
onChange={(e) => setAtrMultiplier(Number(e.target.value))}
disabled={mode !== 'atr_trailing'}
className="w-full input-glass px-3 py-2 text-sm disabled:opacity-50"
/>
<span className="text-[11px] text-gray-600">Promoted strategy: 3x ATR.</span>
</label>
<label className="block space-y-1">
<span className="text-xs text-gray-400">Trailing width (%)</span>
@@ -72,13 +90,18 @@ export function ExitPolicySettings() {
disabled={mode !== 'trailing'}
className="w-full input-glass px-3 py-2 text-sm disabled:opacity-50"
/>
<span className="text-[11px] text-gray-600">Give-back from the peak. ≥15% ≈ the hold exit.</span>
<span className="text-[11px] text-gray-600">Legacy percent trail from the peak.</span>
</label>
</div>
<button
className="btn-primary px-4 py-2 text-sm disabled:opacity-50"
disabled={update.isPending}
onClick={() => update.mutate({ mode, trailing_pct: pct, hold_days: holdDays })}
onClick={() => update.mutate({
mode,
trailing_pct: pct,
atr_multiplier: atrMultiplier,
hold_days: holdDays,
})}
>
{update.isPending ? 'Saving…' : 'Save Exit Policy'}
</button>