Arena: динамический BR/NG executor вместо статического портфеля
Предварительный разбор публикации · публикация 2026-06-30
Паспорт проверки и источников
Historical contest process snapshot; separate from normal account and current status.
Время изменения файла — не время последней рыночной котировки. Статус публикации не подтверждает работу бота; research, paper и live требуют отдельных результатов.
- gas_research/output/finam_arena_dynamic_br_ng_state.json — 2026-06-30T14:06:10+00:00
- gas_research/output/finam_arena_dynamic_br_ng_log.jsonl — 2026-06-30T14:06:10+00:00
- gas_research/output/arena_dashboard_charts.json — 2026-09-13T03:32:27+00:00
Account B now has a guarded dynamic BR/NG executor. It computes fresh 15-minute momentum signals and refuses to trade stale data or a closed session.
- Account1000673
- Current statelive cycle; BR and NG targets are 0
- Data guardBR/NG signals are currently STALE_DATA, so no new exposure is allowed
- OptionsArena options watcher was stopped as non-core because basket_count=0
The previous static allocation is disabled. The new executor, gas_research/finam_arena_dynamic_br_ng_executor.py, derives targets from fresh BR/NG bars instead of holding research weights.
BR uses a 15-minute momentum rule with 8-bar lookback and 0.2% threshold. NG uses a 15-minute momentum rule with 8-bar lookback and 0.3% threshold. Both require fresh data and an open session.
When data is stale, targets remain zero and the executor aligns the account flat. The old static allocation is no longer counted as a running Arena strategy.
The Arena page now builds charts automatically from state files through research_queue: account utilization, dynamic BR/NG signal snapshot, first-move equity curve, and runtime freshness.
Charts
Файлы и источники в проекте
gas_research/finam_arena_dynamic_br_ng_executor.pygas_research/output/finam_arena_dynamic_br_ng_state.jsongas_research/output/finam_arena_dynamic_br_ng_log.jsonlgas_research/finam_arena_unwind_static_portfolio.pygas_research/build_arena_dashboard_charts.pygas_research/output/arena_dashboard_charts.json