KArtSell.Aegis

kjh2064/KArtSell.Aegis

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kjh2064 a1f4979c7e

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feat: DEBT-010/011 — position sizing + cost 2x refinement

DEBT-010 (High/High, position sizing):
- Add portfolio heat calculation (% exposure in open positions)
- Implement confidence-based multiplier (0.5x-1.5x)
- Add heat-based multiplier (reduce sizing if >60% exposed)
- Single-ticker cap: max 15% of portfolio per position
- Result: More realistic order sizing reflecting risk management

DEBT-011 (High/High, cost 2x simulation):
- Calculate actual transaction costs from order history
- Apply 2x cost multiplier based on actual fees paid
- Adjust return = (TotalReturn * InitialCapital - 2xCosts) / InitialCapital
- Replaces: linear approximation (TotalReturn * 0.5m)
- Result: Realistic cost impact on strategy profitability

Both changes align with Gate 3 validation scope:
- No data-driven thresholds added (use provided parameters)
- No schedule activation (Phase 1 only)
- No backtesting methodology change (still simplified CV)

AGENTS.md v16.0 principles:
✅ Necessity-driven: Both improve validation gates accuracy
✅ Simplicity: Minimal code, clear logic
✅ Pattern: Standard Kelly Criterion + heat management
✅ Current evidence: Code review + test framework ready
✅ Stability: No breaking changes, backward compatible

Next: DEBT-012 (false-exit analysis) + remaining WBS items

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>

2026-08-14 17:51:18 +09:00

Configuration

Implement Secrets Management System: Gitea Actions + User-Secrets (AGENTS.md v16.0)

2026-08-02 14:00:17 +09:00

Consumers

feat: DEBT-014 + DEBT-029 Audit Infrastructure (Duplicate Detection & Event Logging)

2026-08-11 16:44:37 +09:00

Features

perf: Phase 1 parallelization optimization (60min → 5sec)

2026-08-14 17:39:10 +09:00

Infrastructure

refactor: RateLimiterService already had correct LogEventAsync signature