feat(portfolio): introduce SleeveId as allocation key (RAD-67)#27
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feat(portfolio): introduce SleeveId as allocation key (RAD-67)#27
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- Update README.md with correct install flow, public package surface, and Dukascopy-cache backtest entry points - Fix stale module paths across aggregation_guide, backtesting_guide, metrics_guide, risk_management, and strategy_guide Co-Authored-By: Paperclip <[email protected]>
…-aware policy lookup (RAD-67) - Added SleeveId NewType and sleeve_name field on StrategySpec - RiskAllocationPolicy.allocate() signature changed from list[SleeveId] to Mapping[SleeveId, Instrument] so policies resolve actual instrument history - PortfolioRunner._apply_risk_budgets() builds sleeve->instrument mapping - PortfolioRunner.strategies keyed by SleeveId; on_candle_close fans out to all sleeves matching the instrument - Reconciliation derives epic from str(instrument), not sleeve key - All portfolio tests updated Co-Authored-By: Paperclip <[email protected]>
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Summary
SleeveId = NewType("SleeveId", str)and optionalsleeve_nameonStrategySpecRiskAllocationPolicy.allocate()now takesMapping[SleeveId, Instrument]→Mapping[SleeveId, float], preserving the instrument lookup path for performance-weighted policiesPortfolioRunner.strategieskeyed bySleeveId;on_candle_close()fans out to all sleeves matching the instrumentstr(s.instrument)(not the sleeve key) — IG positions remain unaffectedAdaptiveFade AUDCAD+BollingerReversion AUDCAD) overwrote each other in the strategies dictTest plan
uv run mypy --stricton changed files — 0 errorsuv run ruff checkon changed files — 0 errorsuv run pytest tests/portfolio/test_policy.py— pass035d2c4)Related
Closes RAD-67. Parent: RAD-37.
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