Files
foxhunt/services
jgrusewski 164e96bf44 fix(trading_agent): wire real volatility, prices, and metrics into allocate_portfolio
Replace 7 hardcoded 0.0 values with real calculations:
- target_quantity from last close price
- portfolio_volatility from log return stddev * sqrt(252)
- portfolio_sharpe from weighted returns / portfolio vol
- var_95 parametric VaR
- max_drawdown_estimate from vol approximation
- rebalance_delta as target - current (0 until positions available)
- per-asset volatility from price bars (was hardcoded 0.15)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-23 00:20:05 +01:00
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