Add fractional Kelly position sizing

This commit is contained in:
Codex
2026-06-20 22:22:19 +03:00
parent ccf457481b
commit 7bbb721da1
8 changed files with 147 additions and 21 deletions
+3 -2
View File
@@ -146,6 +146,7 @@ class CryptoSpotBot:
forecast = self.market.forecasts.get(symbol, {})
learning = self.learner.adjustment_for(symbol, str(pattern.get("label", ""))).as_dict()
learning["adaptive_rules"] = self._with_exposure_context(learning.get("adaptive_rules") or {})
account = self.broker.account_state(prices)
llm = {}
if (
self.settings.llm_advisor_enabled
@@ -162,10 +163,10 @@ class CryptoSpotBot:
pattern=pattern,
learning=learning,
open_positions_for_symbol=open_count,
account=self.broker.account_state(prices),
account=account,
)
).as_dict()
signal = self.strategy.entry_signal(symbol, candles, ticker, open_count, pattern, learning, llm, forecast)
signal = self.strategy.entry_signal(symbol, candles, ticker, open_count, pattern, learning, llm, forecast, account)
self.storage.insert_signal(signal)
if signal.action == "BUY" and ticker is not None:
self.broker.buy(