promote residual momentum ranking
This commit is contained in:
@@ -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"
|
||||
|
||||
@@ -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
|
||||
# (0–100, 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)
|
||||
|
||||
Reference in New Issue
Block a user