Files
fxhnt/docs
jgrusewski fd9534e978 feat(exec): multistrat book on Alpaca — target-weight bridge + crypto BTC leg
Puts the adaptive multi-strat ETF book on the clean execution port:
- multistrat.target_weights(closes): exposes the final-day per-instrument weights
  (L*tw*volnorm_scale) that book_series applies but only collapses into a return.
  Refactored _volnorm via a shared _volnorm_scale so book_series stays byte-identical.
  Tested: sum(w*R[last]) reconstructs book_series's last booked return exactly.
- ExecutionService.rebalance_weights(weights, prices): a direct pre-computed-weights
  entry beside rebalance(book), sharing one _plan engine (gates + fractional sizing).
  Caller owns data<->broker symbol mapping.
- AlpacaBroker crypto-aware: a slash symbol (BTC/USD) -> time_in_force gtc; equities
  stay day. So the book's BTC-USD leg trades on Alpaca crypto alongside the 5 ETFs.
- CLI fxhnt execute-multistrat (maps BTC-USD -> BTC/USD); the alpaca-rebalancer
  CronJob now runs it (suspended until paper keys).

Full suite green (1832); +5 tests. Alpaca-crypto position-symbol form validated on
first paper run.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-08 00:33:22 +02:00
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