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) #176

Merged
jihoson merged 1 commits from feature/issue-172-playbook-allocation-sizing into main 2026-02-20 08:37:59 +09:00
Conversation 0 Commits 1 Files Changed 2 +105 -1

1 Commits

Author SHA1 Message Date
agentson
c7640a30d7 feat: use playbook allocation_pct in position sizing (#172)
Some checks failed
CI / test (pull_request) Has been cancelled
Details 
- Add playbook_allocation_pct and scenario_confidence parameters to
  _determine_order_quantity() with playbook-based sizing taking priority
  over volatility-score fallback when provided
- Confidence scaling: confidence/80 multiplier (confidence 96 → 1.2x)
  clipped to [POSITION_MIN_ALLOCATION_PCT, POSITION_MAX_ALLOCATION_PCT]
- Pass matched_scenario.allocation_pct and match.confidence from
  trading_cycle so AI's allocation decisions reach order execution
- Add 4 new tests: playbook priority, confidence scaling, max clamp,
  and fallback behavior

Closes #172

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-02-20 08:29:09 +09:00