promote residual momentum ranking
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This commit is contained in:
2026-07-02 21:00:39 +02:00
parent 849489a4b5
commit aadec7d403
21 changed files with 310 additions and 185 deletions
+2 -2
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@@ -10,8 +10,8 @@ class BenchmarkPrice(Base):
"""Daily close for a benchmark index (e.g. SPY), used to compute trade alpha.
A standalone price series, deliberately NOT a tracked ``Ticker`` — so the
benchmark never enters the scanner, the momentum-percentile ranking, or the
rankings table. One row per (symbol, date).
benchmark never becomes a trade candidate or rankings-table row. Its closes
are used for residual momentum and trade alpha. One row per (symbol, date).
"""
__tablename__ = "benchmark_prices"
+3 -2
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@@ -26,8 +26,9 @@ class TradeSetup(Base):
)
confidence_score: Mapped[float | None] = mapped_column(Float, nullable=True)
# Ticker's 12-1 momentum percentile across the universe at detection time
# (0100, 100 = strongest). Drives the activation gate's core selection.
# Ticker's activation momentum percentile across the universe at detection
# 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)
targets_json: Mapped[str | None] = mapped_column(Text, nullable=True)
conflict_flags_json: Mapped[str | None] = mapped_column(Text, nullable=True)