Files
momentum-system/strategy
momentum devandClaude Fable 5 66e81a48f3 population: extract strategy/population.py; live gate delegates to it
The tradeable population is now defined ONCE. trading_execution._population_reject
becomes a thin wrapper building a PopulationConfig from its settings and calling
strategy.population.population_reject — logic moved verbatim (dead-band 0.35/1.50
and squeeze rvol 5.0 are module CONSTANTS, gap floor / price band / volume floor
from config). Behaviour byte-identical: the pre-extraction characterization suite
stays green through the new public seam.

from_env mirrors ExecutionSettings.from_env (same 4 keys + the [0,1] _qfloat clamp)
so a live-shaped shell reconstructs the identical gate. gap_pct FRACTION contract
and the as_of open-knowable contract are documented for offline consumers.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-13 22:36:59 -04:00
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