Files
momentum-system/storage
momentum devandClaude Opus 4.8 e3ac89c2f8 VWAP entry gate on the live auto path + concentrate boot-guard
Wire the one validated selection signal (above-VWAP breakouts reach +1R
~1.5x as often, n=3,110 from the labeler lift report) into the LIVE auto
entry path (request_approvals_for_ready_signals) — NOT the dead fast
submit_breakout_now path where the cap and rank logic got stranded.

- setup_evaluator already computes above_vwap/levels.vwap; surface them in
  the setup dict (also an observability win) and pass through
  query_ready_signals_snapshot.
- New ExecutionSettings.require_above_vwap (TRADING_REQUIRE_ABOVE_VWAP, env
  default on). When a ready signal is below session VWAP: always emit a
  rule_type=vwap_below event (shadow measurement); only SKIP the entry when
  the flag is on. Fail-open: above_vwap=None (old signals) is never blocked.
- Boot log now prints the entry-gate state, and WARNS if
  TRADING_CONCENTRATE_TOP_N>0 (that rank switch only affects the dead fast
  path — see the rank-scaling audit).

Tests: gate skips below-VWAP when enforced, shadow-logs+allows when off,
allows above-VWAP, and fail-opens on the missing field.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-23 16:21:58 -04:00
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