[codex] Align leveraged combo regime inputs#199
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Co-Authored-By: Codex <noreply@openai.com>
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| def _resolve_regime(market_data: dict[str, Any] | None) -> dict[str, object]: | ||
| raw = market_data if isinstance(market_data, dict) else {} | ||
| above_ma200 = { | ||
| symbol: _market_bool(raw, f"{symbol.lower()}_above_ma200", True) |
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When the platform sends the prior SPY-only market_data (the manifest/entrypoint still only require the generic market_data input), this True fallback marks any missing QQQ/SOXX MA200 field as above trend. For the new 352045/402040 shadow configs that claim the backtest used SPY/QQQ/SOXX hard-defense inputs, a dry-run can therefore remain risk-on during a QQQ or SOXX MA200 break instead of failing fast or entering hard defense, invalidating the shadow observation.
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Summary
us_equity_combo_leveragedruntime regime logic with the researched dynamic rule: SPY/QQQ/SOXX MA200 hard defense plus MA20 slope soft-defense metadataus_equity_combo_leveraged_shadow_402040config for the 40/20/40 shadow candidateValidation
PYTHONPATH=src python3 -m pytest -q→ 343 passed, 327 subtests passedpython3 -m ruff check src/us_equity_strategies/strategies/us_equity_combo_leveraged.py src/us_equity_strategies/combo_entrypoints.py tests/test_us_equity_combo.py→ passedgit diff --check→ passedNotes
shadow_candidate; live promotion still requires platform dry-run evidence and manual approval.