OpenSquared c7ccf237d7 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>

2026-06-20 10:15:45 +02:00

22 KiB

Raw Blame History

View Raw