Add fractional Kelly position sizing
This commit is contained in:
@@ -209,6 +209,9 @@ def _safe_config(settings: Settings) -> dict[str, Any]:
|
||||
"rebound_entry_confidence": settings.rebound_entry_confidence,
|
||||
"rebound_min_probability": settings.rebound_min_probability,
|
||||
"rebound_max_position_usdt": settings.rebound_max_position_usdt,
|
||||
"kelly_sizing_enabled": settings.kelly_sizing_enabled,
|
||||
"kelly_fraction": settings.kelly_fraction,
|
||||
"kelly_max_fraction": settings.kelly_max_fraction,
|
||||
"time_series_forecast_enabled": settings.time_series_forecast_enabled,
|
||||
"time_series_min_candles": settings.time_series_min_candles,
|
||||
"time_series_validation_window": settings.time_series_validation_window,
|
||||
@@ -930,6 +933,7 @@ HTML = r"""
|
||||
['Rebound-режим', yesNo(config.rebound_trading_enabled)],
|
||||
['Rebound порог / вероятность', `${num(config.rebound_entry_confidence, 2)} / ${num(config.rebound_min_probability, 2)}`],
|
||||
['Rebound макс. размер', money(config.rebound_max_position_usdt)],
|
||||
['Kelly размер', `${yesNo(config.kelly_sizing_enabled)} · ${num(config.kelly_fraction, 2)}x · max ${num((config.kelly_max_fraction || 0) * 100, 1)}%`],
|
||||
['Прогноз временных рядов', yesNo(config.time_series_forecast_enabled)],
|
||||
['Модельный горизонт', `${config.time_series_forecast_horizon} свечи`],
|
||||
['Walk-forward окно', `${config.time_series_validation_window} свечей`],
|
||||
|
||||
Reference in New Issue
Block a user