jihoson/The-Ouroboros
1
0
Fork 0
Code Issues Pull Requests Actions 10 Packages Projects Releases Wiki Activity

feat: use playbook allocation_pct in position sizing #172

New Issue
Closed
opened 2026-02-20 08:23:40 +09:00 by agentson · 0 comments
agentson commented 2026-02-20 08:23:40 +09:00
Collaborator
Copy Link

문제

StockScenario.allocation_pct가 플레이북에 저장되지만 _determine_order_quantity()에서 완전 무시.
대신 스캐너 변동성 스코어만 사용. AI의 전략적 포지션 크기 결정이 실행에 반영되지 않음.

구현

_determine_order_quantity()에 파라미터 추가:

  • playbook_allocation_pct: float | None = None
  • scenario_confidence: int = 80

플레이북 allocation_pct가 있으면 우선 사용하고, confidence로 보정.
confidence 80 → 기본, confidence 95 → 1.19배 스케일.
POSITION_MAX_ALLOCATION_PCT/POSITION_MIN_ALLOCATION_PCT 범위 내로 클램핑.

테스트

  • test_determine_order_quantity_uses_playbook_allocation_pct
  • test_determine_order_quantity_confidence_scales_allocation
  • test_determine_order_quantity_fallback_when_no_playbook
## 문제 StockScenario.allocation_pct가 플레이북에 저장되지만 _determine_order_quantity()에서 완전 무시. 대신 스캐너 변동성 스코어만 사용. AI의 전략적 포지션 크기 결정이 실행에 반영되지 않음. ## 구현 _determine_order_quantity()에 파라미터 추가: - playbook_allocation_pct: float | None = None - scenario_confidence: int = 80 플레이북 allocation_pct가 있으면 우선 사용하고, confidence로 보정. confidence 80 → 기본, confidence 95 → 1.19배 스케일. POSITION_MAX_ALLOCATION_PCT/POSITION_MIN_ALLOCATION_PCT 범위 내로 클램핑. ## 테스트 - test_determine_order_quantity_uses_playbook_allocation_pct - test_determine_order_quantity_confidence_scales_allocation - test_determine_order_quantity_fallback_when_no_playbook
Sign in to join this conversation.
No Branch/Tag Specified
Branches Tags
Labels
Clear labels
bug
Something is not working
 duplicate
This issue or pull request already exists
 enhancement
New feature
 help wanted
Need some help
 invalid
Something is wrong
 question
More information is needed
 wontfix
This won't be fixed
No Label
Milestone
No items
No Milestone
Projects
Clear projects
No project
Assignees
Clear assignees
agentson jihoson
No Assignees
1 Participants
Notifications
Due Date
No due date set.
Dependencies

No dependencies set.

Reference: jihoson/The-Ouroboros#172
Delete Branch "%!s()"

Deleting a branch is permanent. Although the deleted branch may continue to exist for a short time before it actually gets removed, it CANNOT be undone in most cases. Continue?