Files
fxhnt/infra
jgrusewski c4fb3f73eb fix(vrp): exec-twin ladder cap + per-rung sizing + combo BUY-credit sign + backfill master branch + P&L helper tests
The VRP exec twin previously opened a NEW full-envelope spread every run, overwriting the
single-slot book-state and never closing the prior one -- armed weekly it would stack N x
notional. plan_and_record_vrp now maintains a 5-rung ladder (mirrors VrpStrategy.advance):
closes rungs at 50% profit-take or DTE<=1 first, then opens at most one new rung sized at
envelope/ladder (never the full envelope) only when a slot is free. Ladder decisions are
factored into a pure, unit-tested plan_vrp_ladder helper.

Also: IbkrBroker.place_combo used the wrong parent-order action for a net-credit combo (SELL
with a negative limit); switched to BUY with a negative limit per IBKR's combo convention.
fxhnt-opra-backfill.yaml's git-sync cloned the feature branch instead of master (this Job is
applied manually post-merge). Added tests/unit/test_vrp_exec_helpers.py for the previously
untested pure P&L helpers (compute_spread_exec_return/compute_ladder_exec_return/build_pos_state).
Removed the dead --live flag from execute-vrp (plan_and_record_vrp never consulted allow_live;
the paper-envelope refusal guard is the real safety mechanism).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-13 00:36:11 +02:00
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