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4 Commits

Author SHA1 Message Date
jgrusewski
441b4b381a test(alloc): split E702 semicolon line (Task 3 Minor) 
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-07-11 20:22:54 +02:00
jgrusewski
8ec63cecb5 feat(alloc): cvar_daily full-history expected-shortfall helper 2026-07-11 20:19:56 +02:00
jgrusewski
5893604158 fix(alloc): deterministic tie-break in equal_weight_marginal_prune + accurate module docstring (B2a) 
sorted(kept) makes the leave-one-out bench choice stable across process runs (a set's iteration order
is PYTHONHASHSEED-dependent) — a reproducibility fix for a capital-allocation function. Docstring no
longer claims compute_allocation/target_capital, which land in later tasks.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-07-09 21:07:23 +02:00
jgrusewski
7b886f0a05 feat(alloc): pure allocation helpers — full-history vol, equal-weight marginal prune, killswitch latch (B2a) 
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-07-09 21:02:12 +02:00