SeaWolf-AI commited on
Commit
a8694f1
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verified ยท
1 Parent(s): 83d14d7

hold the luck-ceiling verdict until the sample is deep enough

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Files changed (1) hide show
  1. app/main.py +7 -0
app/main.py CHANGED
@@ -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 = {}
@@ -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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+ # ๐Ÿ”ด ํ‘œ๋ณธ์ด ์–‡์œผ๋ฉด ์‹ค์‹œ๊ฐ„ ๊ธฐ์ค€๋ถ„ํฌ์˜ ํญ์ด ๊ฑฐ์˜ 0์ด๋ผ, ์†์‹ค์„ ๋‚ธ ์ฐธ๊ฐ€์ž์—๊ฒŒ๋„
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+ # '์šด์˜ ํ•œ๊ณ„์„  ๋ŒํŒŒ'๊ฐ€ ๋ถ™๋Š”๋‹ค. ์‹ค์ œ๋กœ ๊ธˆ์—์„œ โˆ’0.033%์— ํ‘œ์‹œ๊ฐ€ ๋ถ™์—ˆ๋‹ค.
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+ # ์žก์Œ์„ ์„ฑ์ ์œผ๋กœ ๋ณด์—ฌ์ฃผ๋Š” ๊ฒƒ์ด ์ด ๋Œ€ํšŒ๊ฐ€ ์—†์• ๋ ค๋Š” ๋ฌธ์ œ ๊ทธ ์ž์ฒด์ด๋ฏ€๋กœ,
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+ # ๊ตฌ๊ฐ„์ด ์ถฉ๋ถ„ํžˆ ์Œ“์ด๊ธฐ ์ „์—๋Š” ํŒ์ • ์ž์ฒด๋ฅผ ๋‚ด๋ฆฌ์ง€ ์•Š๋Š”๋‹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),