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Running
hold the luck-ceiling verdict until the sample is deep enough
Browse files- app/main.py +7 -0
app/main.py
CHANGED
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@@ -202,6 +202,12 @@ def score_asset(asset):
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r["rank"] = i
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return out
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fee = SC.fee_of(asset)
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recs = L.positions(asset)
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rows = []
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by_user = {}
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@@ -220,6 +226,7 @@ def score_asset(asset):
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"joined": u.get("joined", ""),
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"ret": ret, "score": SC.score(ret, refv),
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"luck_p95": float(np.percentile(refv, 95)),
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"turnover": SC.turnover(pos, px),
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"fee_paid": SC.fee_paid(pos, px, asset),
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"valid": SC.valid_ratio(pos, px),
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r["rank"] = i
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return out
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fee = SC.fee_of(asset)
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# ๐ด ํ๋ณธ์ด ์์ผ๋ฉด ์ค์๊ฐ ๊ธฐ์ค๋ถํฌ์ ํญ์ด ๊ฑฐ์ 0์ด๋ผ, ์์ค์ ๋ธ ์ฐธ๊ฐ์์๊ฒ๋
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# '์ด์ ํ๊ณ์ ๋ํ'๊ฐ ๋ถ๋๋ค. ์ค์ ๋ก ๊ธ์์ โ0.033%์ ํ์๊ฐ ๋ถ์๋ค.
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# ์ก์์ ์ฑ์ ์ผ๋ก ๋ณด์ฌ์ฃผ๋ ๊ฒ์ด ์ด ๋ํ๊ฐ ์์ ๋ ค๋ ๋ฌธ์ ๊ทธ ์์ฒด์ด๋ฏ๋ก,
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# ๊ตฌ๊ฐ์ด ์ถฉ๋ถํ ์์ด๊ธฐ ์ ์๋ ํ์ ์์ฒด๋ฅผ ๋ด๋ฆฌ์ง ์๋๋ค.
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span_days = (px.index[-1] - px.index[0]).days
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luck_ready = span_days >= 5 and len(px) >= 30
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recs = L.positions(asset)
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rows = []
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by_user = {}
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"joined": u.get("joined", ""),
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"ret": ret, "score": SC.score(ret, refv),
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"luck_p95": float(np.percentile(refv, 95)),
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"luck_ready": luck_ready, "span_days": span_days,
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"turnover": SC.turnover(pos, px),
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"fee_paid": SC.fee_paid(pos, px, asset),
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"valid": SC.valid_ratio(pos, px),
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