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Remove 5 non-alpha features (earnings surprise, risk penalty, parse confidence, direction clarity, LM sentiment) from composite score to eliminate double-counting with hard gates and noise sources. Redistribute weights to 5 alpha features. Add default-deny for unknown event types, no-follow-through early exit (D+1), kill switch log-only mode, macro regime size scaler. Remove SUE gate (Gate 8). Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com> |
5 months ago | |
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| .. | ||
| fixtures | 5 months ago | |
| integration | 5 months ago | |
| replay | 5 months ago | |
| unit | 5 months ago | |
| __init__.py | 5 months ago | |
| conftest.py | 5 months ago | |