INNER CODE UNIT · Python

consecutive_cycles

YizhiSong/FriesTrader · scripts/conviction_trim.py:31

    consecutive_cycles = (args.prior_consecutive_overweight_cycles + 1) if qualifies_this_cycle else 0
    triggered = qualifies_this_cycle and consecutive_cycles >= args.min_overweight_conviction_cycles
    trim_dollar_amount = round(args.current_position_value - args.target_size, 2) if triggered else None

    print(json.dumps({
        "overweight_pct": round(overweight_pct, 6),
        "qualifies_this_cycle": qualifies_this_cycle,
        "consecutive_cycles": consecutive_cycles,
        "triggered": triggered,
        "trim_dollar_amount": trim_dollar_amount,
        "action": "sell_partial_position" if triggered else "hold_monitor",
    }))


if __name__ == "__main__":
    main()

View source record →

📰 Research Paper
Loading…
⏳ Fetching content…