jgrusewski e9e6856489 fix(paper): vol_target_leverage falls back to unlevered on non-finite vol ...

NaN in the trailing return window causes np.std to produce NaN; the prior
guard `pv <= 1e-12` is False for NaN, so `min(max_leverage, nan)` resolved
to max_leverage (3.0) — pinning leverage to max on dirty data. The guard now
checks `math.isfinite(pv)` first, returning the safe unlevered fallback (1.0).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

2026-06-22 08:36:45 +02:00

..

integration

feat(paper): snapshot applies risk overlay + unit shadow signal

2026-06-22 08:27:56 +02:00

unit

fix(paper): vol_target_leverage falls back to unlevered on non-finite vol

2026-06-22 08:36:45 +02:00