OpenSquared
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c7ccf237d7
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feat: IV gate — block ALERT trades before logging + configurable thresholds
- auto_cycle.py: pre-fetch IV snapshots at step 1.9; _apply_iv_gate() runs
before log_trade_entries, removes ALERT-verdict trades (not just reports)
- options_technical_agent.py: _IVR_HIGH/_IVR_EXTREME/_SKEW_THRESH as
module-level vars; straddle/strangle penalty -60 (vs -56 naked) at extreme IVR
so Long Straddle at IVR ≥ 80% → ALERT; thresholds respected in rule engine
- database.py: seed 4 iv_gate config keys (iv_gate_enabled, iv_gate_ivr_high=60,
iv_gate_ivr_extreme=80, iv_gate_skew_threshold=8) — editable from Config page
- Blocked trades logged as skipped_trades with [IV_GATE] detail + optimal strategy
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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2026-06-20 10:15:45 +02:00 |
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OpenSquared
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3ee39d5f08
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feat: options technical agent — IV/skew/term structure validation per trade
- New options_technical_agent.py: rule engine (IVR, skew, term structure, flow)
+ GPT-4o narrative per trade; verdict OK/WARN/ALERT + fit_score
- options_trade_assessments table in DB for Journal badge persistence
- auto_cycle.py step 5.2: assess newly logged trades after log_trade_entries;
results embedded in cycle report
- suggest_patterns_from_market_context: +iv_context param + explicit IV→strategy
rules in prompt (IVR<30%→Long, 30-60%→Spread, >60%→no naked long, >80%→short)
- Pre-fetch iv_context at step 1.9 so suggestion step gets strategy rules
- reports.py: /api/reports/assessments/latest + /assessments/{run_id} endpoints
- RapportIA.tsx: "Validation Technique Options" section with per-trade IVBar,
VerdictBadge, issues list, GPT-4o analysis, optimal strategy suggestion
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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2026-06-20 09:36:35 +02:00 |
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