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feat(risk): add long-horizon policy composer - #291

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Pigbibi merged 1 commit into
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feat/risk-policy-composer
Aug 27, 2026
Merged

feat(risk): add long-horizon policy composer#291
Pigbibi merged 1 commit into
mainfrom
feat/risk-policy-composer

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@Pigbibi Pigbibi commented Aug 27, 2026

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Summary

  • add a pure, generic long-horizon risk-policy composer for strategies, combinations, and plugins
  • calculate a 10%-step scale frontier from frozen net-of-cost P3 paths against an unlevered benchmark
  • require walk-forward, bootstrap, and stress coverage of at least 252 sessions each; missing evidence parks
  • offer three transparent human preference templates while binding all concrete advice to P1/P2/P3/plugin digests
  • document that results are advisory and cannot change policies, parameters, P4/P5/P6, accounts, or orders

Verification

  • ruff check python/scripts/long_horizon_risk_composer.py python/tests/test_long_horizon_risk_composer.py
  • python -m unittest discover -s python/tests -q (230 passed)
  • git diff --check

No strategy configuration, execution policy, cloud resource, broker connection, or order is changed.

Co-Authored-By: Codex <noreply@openai.com>
@Pigbibi
Pigbibi merged commit 4640d7f into main Aug 27, 2026
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Pigbibi deleted the feat/risk-policy-composer branch August 27, 2026 09:18
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