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Fix DCA-derived IBIT zscore settings #143

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Merged
Pigbibi merged 1 commit into from
Jul 2, 2026
Merged

Fix DCA-derived IBIT zscore settings #143

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8 changes: 2 additions & 6 deletions platform-config.json
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -240,7 +240,7 @@
"reserved_cash": false,
"income_layer": false,
"option_overlay": false,
"dca": true
"dca": false
},
"default_account": {
"key": "default",
Expand Down Expand Up @@ -573,12 +573,8 @@
"features": {
"income_layer": false,
"option_overlay": false,
"dca": true,
"dca": false,
"combo": false
},
"dca_defaults": {
"default_mode": "fixed",
"default_base_investment_usd": "100"
}
},
"crypto_trend_rotation": {
Expand Down
117 changes: 32 additions & 85 deletions python/scripts/build_runtime_switch.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -394,25 +394,6 @@ def _normalize_option_recipe(value: str, *, field_name: str) -> str:
return text


def _normalize_ibit_zscore_exit_mode(value: str) -> str:
mode = str(value or "").strip().lower()
aliases = {
"off": "disabled",
"none": "disabled",
"false": "disabled",
"0": "disabled",
"disable": "disabled",
"enabled": "live",
"shadow": "paper",
"dry_run": "paper",
"dry-run": "paper",
}
mode = aliases.get(mode, mode)
if mode not in {"disabled", "paper", "live"}:
raise ValueError("ibit_zscore_exit_mode must be disabled, paper, or live")
return mode


def _normalize_symbol_text(value: str, *, field_name: str) -> str:
text = str(value or "").strip().upper().removesuffix(".US")
if not text or not re.fullmatch(r"[A-Z0-9.-]{1,12}", text):
Expand Down Expand Up @@ -573,6 +554,18 @@ def _dca_extra_variables(
return extra_variables


def _effective_dca_mode(
args: argparse.Namespace,
strategy_profile: str,
controls: dict[str, Any] | None = None,
) -> str:
if strategy_profile not in DCA_PROFILES:
return ""
controls = dict(controls or {})
raw_mode = args.dca_mode if str(args.dca_mode or "").strip() else controls.get(DCA_MODE_CONTROL_FIELD, "")
return _normalize_dca_mode(raw_mode) if str(raw_mode or "").strip() else "fixed"


def _reject_direct_dca_extra_variables(extra_variables: dict[str, Any]) -> None:
provided = [
variable
Expand All @@ -594,7 +587,10 @@ def _reject_direct_ibit_zscore_exit_extra_variables(extra_variables: dict[str, A
]
if provided:
names = ", ".join(provided)
raise ValueError(f"use ibit_zscore_exit_* control fields instead of extra_variables_json for {names}")
raise ValueError(
"IBIT_ZSCORE_EXIT variables are derived from ibit_smart_dca smart DCA mode; "
f"do not set them directly: {names}"
)


def _reject_research_only_extra_variables(extra_variables: dict[str, Any]) -> None:
Expand All @@ -620,81 +616,36 @@ def _ibit_zscore_exit_extra_variables(
args: argparse.Namespace,
strategy_profile: str,
plugin_mode: str,
controls: dict[str, Any] | None = None,
dca_mode: str,
) -> dict[str, Any]:
controls = dict(controls or {})
cli_mode = str(getattr(args, "ibit_zscore_exit_mode", "") or "").strip()
mode_value = cli_mode or controls.get("ibit_zscore_exit_mode", "")
has_controls = bool(mode_value) or any(
str(controls.get(field, "") or "").strip()
for field in IBIT_ZSCORE_EXIT_CONTROL_FIELDS
if field != "ibit_zscore_exit_mode"
)
has_cli_controls = any(
str(getattr(args, attr, "") or "").strip()
for attr in (
"ibit_zscore_exit_parking_symbol",
"ibit_zscore_exit_risk_reduced_exposure",
"ibit_zscore_exit_risk_off_exposure",
"ibit_zscore_exit_allow_outside_execution_window",
)
)
is_ibit_profile = strategy_profile == IBIT_ZSCORE_EXIT_STRATEGY_PROFILE
if not is_ibit_profile:
if has_controls or has_cli_controls:
raise ValueError("IBIT Z-Score exit settings are only supported for ibit_smart_dca")
return {variable: "" for variable in IBIT_ZSCORE_EXIT_RUNTIME_VARIABLES}

if not mode_value:
mode = "disabled" if plugin_mode == "none" else "live"
else:
mode = _normalize_ibit_zscore_exit_mode(mode_value)
if plugin_mode == "none" and mode != "disabled":
raise ValueError("IBIT Z-Score exit live/paper modes require plugin_mode auto or custom")

parking_symbol = (
getattr(args, "ibit_zscore_exit_parking_symbol", "")
or controls.get("ibit_zscore_exit_parking_symbol")
or "BOXX"
)
risk_reduced_exposure = (
getattr(args, "ibit_zscore_exit_risk_reduced_exposure", "")
or controls.get("ibit_zscore_exit_risk_reduced_exposure")
or "0.50"
)
risk_off_exposure = (
getattr(args, "ibit_zscore_exit_risk_off_exposure", "")
or controls.get("ibit_zscore_exit_risk_off_exposure")
or "0.25"
)
allow_outside_window = (
getattr(args, "ibit_zscore_exit_allow_outside_execution_window", "")
or controls.get("ibit_zscore_exit_allow_outside_execution_window")
or "true"
)
mode = "live" if plugin_mode != "none" and dca_mode == "smart" else "disabled"
return {
IBIT_ZSCORE_EXIT_ENABLED_VARIABLE: "true" if mode != "disabled" else "false",
IBIT_ZSCORE_EXIT_MODE_VARIABLE: "paper" if mode == "disabled" else mode,
IBIT_ZSCORE_EXIT_PARKING_SYMBOL_VARIABLE: _normalize_symbol_text(
parking_symbol,
"BOXX",
field_name="ibit_zscore_exit_parking_symbol",
),
IBIT_ZSCORE_EXIT_RISK_REDUCED_EXPOSURE_VARIABLE: _normalize_ratio_decimal(
risk_reduced_exposure,
"0.50",
field_name="ibit_zscore_exit_risk_reduced_exposure",
),
IBIT_ZSCORE_EXIT_RISK_OFF_EXPOSURE_VARIABLE: _normalize_ratio_decimal(
risk_off_exposure,
"0.25",
field_name="ibit_zscore_exit_risk_off_exposure",
),
IBIT_ZSCORE_EXIT_ALLOW_OUTSIDE_WINDOW_VARIABLE: _normalize_optional_bool_text(
allow_outside_window,
"true",
field_name="ibit_zscore_exit_allow_outside_execution_window",
),
}


def _auto_plugin_mounts(strategy_profile: str, artifact_bucket_uri: str) -> list[dict[str, Any]]:
def _auto_plugin_mounts(strategy_profile: str, artifact_bucket_uri: str, dca_mode: str = "") -> list[dict[str, Any]]:
prefix = artifact_bucket_uri.rstrip("/")
mounts: list[dict[str, Any]] = []
if strategy_profile in MARKET_REGIME_CONTROL_PROFILES:
Expand All @@ -711,7 +662,7 @@ def _auto_plugin_mounts(strategy_profile: str, artifact_bucket_uri: str) -> list
"expected_schema_version": "market_regime_control.v1",
}
)
if strategy_profile == IBIT_ZSCORE_EXIT_STRATEGY_PROFILE:
if strategy_profile == IBIT_ZSCORE_EXIT_STRATEGY_PROFILE and dca_mode == "smart":
mounts.append(
{
"strategy": strategy_profile,
Expand Down Expand Up @@ -743,12 +694,12 @@ def _custom_plugin_mounts(raw_json: str) -> list[dict[str, Any]]:
return [dict(item) for item in payload]


def _plugin_mounts(args: argparse.Namespace, strategy_profile: str) -> list[dict[str, Any]]:
def _plugin_mounts(args: argparse.Namespace, strategy_profile: str, dca_mode: str = "") -> list[dict[str, Any]]:
mode = str(args.plugin_mode or "auto").strip().lower()
if mode == "none":
return []
if mode == "auto":
return _auto_plugin_mounts(strategy_profile, args.artifact_bucket_uri)
return _auto_plugin_mounts(strategy_profile, args.artifact_bucket_uri, dca_mode)
if mode == "custom":
return _custom_plugin_mounts(args.custom_plugin_mounts_json)
raise ValueError(f"unsupported plugin_mode {args.plugin_mode!r}")
Expand Down Expand Up @@ -935,13 +886,14 @@ def build_switch_target(args: argparse.Namespace) -> dict[str, Any]:
raise ValueError("variable_scope must be repository or environment")
github_environment = args.github_environment or _default_github_environment(platform, target_name, variable_scope)
runtime_target = _build_runtime_target(args)
mounts = _plugin_mounts(args, runtime_target["strategy_profile"])
runtime_target["scheduler"] = _scheduler_plan_for_strategy(runtime_target["strategy_profile"], mounts)
mounts_variable = f"{SUPPORTED_PLATFORMS[platform]['plugin_mounts_prefix']}STRATEGY_PLUGIN_MOUNTS_JSON"
extra_variables = _parse_extra_variables(args.extra_variable, args.extra_variables_json)
cash_only_controls = _extract_cash_only_control_fields(extra_variables)
dca_controls = _extract_dca_control_fields(extra_variables)
ibit_zscore_exit_controls = _extract_ibit_zscore_exit_control_fields(extra_variables)
_extract_ibit_zscore_exit_control_fields(extra_variables)
effective_dca_mode = _effective_dca_mode(args, runtime_target["strategy_profile"], dca_controls)

@chatgpt-codex-connector chatgpt-codex-connector Bot Jul 2, 2026

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P1 Badge Honor preserved smart DCA when deriving IBIT Z-score

When an IBIT account already has DCA_MODE=smart and the dispatch omits DCA controls (for example, a manual run that only changes reserved cash or execution mode), this defaults effective_dca_mode to fixed before reading/preserving the existing variable. Later _dca_extra_variables omits DCA_MODE, so _preserve_reserved_cash_fields keeps the old smart DCA value, but the plugin mounts, scheduler, and IBIT_ZSCORE_EXIT_* variables were generated for fixed mode, leaving a smart-DCA account with the z-score plugin disabled and the monthly scheduler. Derive this from the current/preserved DCA setting or require the DCA control whenever these derived settings are recomputed.

Useful? React with 👍 / 👎.

mounts = _plugin_mounts(args, runtime_target["strategy_profile"], effective_dca_mode)
runtime_target["scheduler"] = _scheduler_plan_for_strategy(runtime_target["strategy_profile"], mounts)
mounts_variable = f"{SUPPORTED_PLATFORMS[platform]['plugin_mounts_prefix']}STRATEGY_PLUGIN_MOUNTS_JSON"
if cash_only_controls.get(CASH_ONLY_EXECUTION_CONTROL_FIELD):
args.cash_only_execution_mode = str(cash_only_controls[CASH_ONLY_EXECUTION_CONTROL_FIELD]).strip().lower()
_reject_direct_dca_extra_variables(extra_variables)
Expand All @@ -966,7 +918,7 @@ def build_switch_target(args: argparse.Namespace) -> dict[str, Any]:
args,
runtime_target["strategy_profile"],
str(args.plugin_mode or "auto").strip().lower(),
ibit_zscore_exit_controls,
effective_dca_mode,
)
)

Expand Down Expand Up @@ -1040,11 +992,6 @@ def build_parser() -> argparse.ArgumentParser:
parser.add_argument("--option-overlay-mode", choices=sorted(OPTION_OVERLAY_MODES), default="current")
parser.add_argument("--dca-mode", default="")
parser.add_argument("--dca-base-investment-usd", default="")
parser.add_argument("--ibit-zscore-exit-mode", choices=("disabled", "paper", "live"), default="")
parser.add_argument("--ibit-zscore-exit-parking-symbol", default="")
parser.add_argument("--ibit-zscore-exit-risk-reduced-exposure", default="")
parser.add_argument("--ibit-zscore-exit-risk-off-exposure", default="")
parser.add_argument("--ibit-zscore-exit-allow-outside-execution-window", default="")
parser.add_argument("--existing-service-targets-json-file", default="")
parser.add_argument("--no-platform-dry-run-variable", dest="set_platform_dry_run_variable", action="store_false")
parser.set_defaults(set_platform_dry_run_variable=True)
Expand Down
1 change: 0 additions & 1 deletion python/scripts/runtime_settings.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -714,7 +714,6 @@ def command_repository(args: argparse.Namespace) -> int:
ACCOUNT_SYNC_CONTROL_FIELDS = {
"DCA_MODE": "dca_mode",
"DCA_BASE_INVESTMENT_USD": "dca_base_investment_usd",
"IBIT_ZSCORE_EXIT_MODE": "ibit_zscore_exit_mode",
}


Expand Down
45 changes: 38 additions & 7 deletions python/tests/test_runtime_settings.py
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -247,7 +247,6 @@ def test_extract_account_sync_controls_reads_ibkr_service_targets(self):
{
"dca_mode": "smart",
"dca_base_investment_usd": "500",
"ibit_zscore_exit_mode": "paper",
},
)

Expand Down Expand Up @@ -609,7 +608,7 @@ def test_build_switch_target_uses_dca_monthly_scheduler_window(self):
},
)

def test_build_switch_target_uses_daily_scheduler_when_ibit_zscore_plugin_is_auto_mounted(self):
def test_build_switch_target_uses_daily_scheduler_when_ibit_smart_dca_is_smart(self):
parser = build_runtime_switch.build_parser()
args = parser.parse_args(
[
Expand All @@ -619,6 +618,8 @@ def test_build_switch_target_uses_daily_scheduler_when_ibit_zscore_plugin_is_aut
"ibit",
"--strategy-profile",
"ibit_smart_dca",
"--dca-mode",
"smart",
]
)

Expand All @@ -641,7 +642,7 @@ def test_build_switch_target_uses_daily_scheduler_when_ibit_zscore_plugin_is_aut
self.assertEqual(assignments["IBIT_ZSCORE_EXIT_ENABLED"], "true")
self.assertEqual(assignments["IBIT_ZSCORE_EXIT_MODE"], "live")

def test_build_switch_target_sets_ibit_zscore_exit_runtime_controls(self):
def test_build_switch_target_ignores_legacy_ibit_zscore_controls(self):
parser = build_runtime_switch.build_parser()
args = parser.parse_args(
[
Expand All @@ -651,6 +652,8 @@ def test_build_switch_target_sets_ibit_zscore_exit_runtime_controls(self):
"ibit",
"--strategy-profile",
"ibit_smart_dca",
"--dca-mode",
"smart",
"--extra-variables-json",
'{"ibit_zscore_exit_mode":"live","ibit_zscore_exit_parking_symbol":"SGOV"}',
]
Expand All @@ -661,10 +664,32 @@ def test_build_switch_target_sets_ibit_zscore_exit_runtime_controls(self):

self.assertEqual(assignments["IBIT_ZSCORE_EXIT_ENABLED"], "true")
self.assertEqual(assignments["IBIT_ZSCORE_EXIT_MODE"], "live")
self.assertEqual(assignments["IBIT_ZSCORE_EXIT_PARKING_SYMBOL"], "SGOV")
self.assertEqual(assignments["IBIT_ZSCORE_EXIT_PARKING_SYMBOL"], "BOXX")
self.assertNotIn("ibit_zscore_exit_mode", target["extra_variables"])
self.assertNotIn("ibit_zscore_exit_parking_symbol", target["extra_variables"])

def test_build_switch_target_disables_ibit_zscore_exit_for_fixed_dca(self):
parser = build_runtime_switch.build_parser()
args = parser.parse_args(
[
"--platform",
"firstrade",
"--target-name",
"ibit",
"--strategy-profile",
"ibit_smart_dca",
]
)

target = build_runtime_switch.build_switch_target(args)
assignments = {item.name: item.value for item in runtime_settings.build_assignments(target)}
plugin_payload = json.loads(assignments["FIRSTRADE_STRATEGY_PLUGIN_MOUNTS_JSON"])

self.assertEqual(target["runtime_target"]["scheduler"], build_runtime_switch.US_DCA_SCHEDULER)
self.assertEqual(plugin_payload["strategy_plugins"], [])
self.assertEqual(assignments["IBIT_ZSCORE_EXIT_ENABLED"], "false")
self.assertEqual(assignments["IBIT_ZSCORE_EXIT_MODE"], "paper")

def test_build_switch_target_disables_ibit_zscore_exit_when_plugins_are_disabled(self):
parser = build_runtime_switch.build_parser()
args = parser.parse_args(
Expand All @@ -675,6 +700,8 @@ def test_build_switch_target_disables_ibit_zscore_exit_when_plugins_are_disabled
"ibit",
"--strategy-profile",
"ibit_smart_dca",
"--dca-mode",
"smart",
"--plugin-mode",
"none",
]
Expand All @@ -687,7 +714,7 @@ def test_build_switch_target_disables_ibit_zscore_exit_when_plugins_are_disabled
self.assertEqual(assignments["IBIT_ZSCORE_EXIT_ENABLED"], "false")
self.assertEqual(assignments["IBIT_ZSCORE_EXIT_MODE"], "paper")

def test_build_switch_target_rejects_ibit_zscore_controls_for_other_profiles(self):
def test_build_switch_target_ignores_legacy_ibit_zscore_controls_for_other_profiles(self):
parser = build_runtime_switch.build_parser()
args = parser.parse_args(
[
Expand All @@ -702,8 +729,12 @@ def test_build_switch_target_rejects_ibit_zscore_controls_for_other_profiles(sel
]
)

with self.assertRaisesRegex(ValueError, "IBIT Z-Score exit settings"):
build_runtime_switch.build_switch_target(args)
target = build_runtime_switch.build_switch_target(args)
assignments = {item.name: item.value for item in runtime_settings.build_assignments(target)}

self.assertEqual(assignments["IBIT_ZSCORE_EXIT_ENABLED"], "")
self.assertEqual(assignments["IBIT_ZSCORE_EXIT_MODE"], "")
self.assertNotIn("ibit_zscore_exit_mode", target["extra_variables"])

def test_build_switch_target_sets_dca_settings_for_dca_profile(self):
parser = build_runtime_switch.build_parser()
Expand Down
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