Expose combo dual-leg regime env overrides#102
Conversation
Co-Authored-By: Codex <noreply@openai.com>
|
Bugbot is not enabled for your account, so this pull request was not reviewed. Enable Bugbot in the Cursor dashboard to get automatic reviews on future PRs. |
Co-Authored-By: Codex <noreply@openai.com>
|
Bugbot is not enabled for your account, so this pull request was not reviewed. Enable Bugbot in the Cursor dashboard to get automatic reviews on future PRs. |
There was a problem hiding this comment.
💡 Codex Review
Here are some automated review suggestions for this pull request.
Reviewed commit: 79e771453b
ℹ️ About Codex in GitHub
Your team has set up Codex to review pull requests in this repo. Reviews are triggered when you
- Open a pull request for review
- Mark a draft as ready
- Comment "@codex review".
If Codex has suggestions, it will comment; otherwise it will react with 👍.
Codex can also answer questions or update the PR. Try commenting "@codex address that feedback".
| BTC_WEIGHT: ${{ vars.BTC_WEIGHT }} | ||
| TREND_WEIGHT: ${{ vars.TREND_WEIGHT }} | ||
| DYNAMIC_MODE: ${{ vars.DYNAMIC_MODE }} | ||
| DYNAMIC_REGIME_MODE: ${{ vars.DYNAMIC_REGIME_MODE }} |
There was a problem hiding this comment.
Pin the strategy package before exposing overrides
In the Runtime workflow context I checked, step 3 always installs requirements-lock.txt when it exists, and that file still pins crypto-strategies to 6fe378a, which predates the dual-leg combo parameters; in that pinned strategy these new keys are only swallowed by **kwargs and ignored. As a result, setting DYNAMIC_REGIME_MODE or the hard/soft leg weights in GitHub variables will silently leave live trading on the old regime logic unless the lock file is updated to a CryptoStrategies revision that consumes them.
Useful? React with 👍 / 👎.
Co-Authored-By: Codex <noreply@openai.com>
|
Bugbot is not enabled for your account, so this pull request was not reviewed. Enable Bugbot in the Cursor dashboard to get automatic reviews on future PRs. |
There was a problem hiding this comment.
💡 Codex Review
Here are some automated review suggestions for this pull request.
Reviewed commit: 0866730be4
ℹ️ About Codex in GitHub
Your team has set up Codex to review pull requests in this repo. Reviews are triggered when you
- Open a pull request for review
- Mark a draft as ready
- Comment "@codex review".
If Codex has suggestions, it will comment; otherwise it will react with 👍.
Codex can also answer questions or update the PR. Try commenting "@codex address that feedback".
| ("DYNAMIC_HARD_BTC_WEIGHT", "dynamic_hard_btc_weight", "ratio"), | ||
| ("DYNAMIC_HARD_TREND_WEIGHT", "dynamic_hard_trend_weight", "ratio"), | ||
| ("DYNAMIC_SOFT_BTC_WEIGHT", "dynamic_soft_btc_weight", "ratio"), | ||
| ("DYNAMIC_SOFT_TREND_WEIGHT", "dynamic_soft_trend_weight", "ratio"), |
There was a problem hiding this comment.
Reject dual-leg caps that exceed total exposure
When STRATEGY_PROFILE=crypto_equity_combo and an operator sets a pair such as DYNAMIC_HARD_BTC_WEIGHT=0.8 and DYNAMIC_HARD_TREND_WEIGHT=0.8, both new overrides pass because they are validated only as independent 0..1 ratios. The dual-leg strategy consumes these as effective leg weights for the hard/soft tiers, so a misconfigured pair over 100% silently defeats the intended cash-residual risk cap instead of being rejected; add cross-field validation for the hard and soft BTC+trend pairs before passing them through.
Useful? React with 👍 / 👎.
Summary
Validation
Note: this PR relies on the same-named CryptoStrategies branch for CI, then requirements will be pinned after CryptoStrategies PR #59 merges.