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b9def06993
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feat(signal_v2-phase4): signal_generator + 9 unit tests
generate_signals(state, dedup, settings) → state mutating:
- Buy: screener Top-N + portfolio. Hard gate (chronos median > 0 +
spread < 0.6 + momentum strong_up + bid_ratio >= 0.6) + soft
confidence (chronos*0.5 + minute*0.3 + screener*0.2) > 0.7.
- Sell: portfolio only. Priority stop_loss > anomaly > take_profit.
Stop loss confidence 1.0, take_profit 0.6 (review alert).
- SignalDedup 24h via dedup.is_recent/record per (ticker, action).
- State signal dict matches Phase 0 spec §5.2 schema.
54 tests pass.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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2026-05-17 13:03:29 +09:00 |
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