Arena: статический портфель отключён
Предварительный разбор публикации · публикация 2026-06-30
Паспорт проверки и источников
Historical disabled static allocation; not an active signal strategy.
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_plan.json — 2026-06-29T21:50:06+00:00
- gas_research/output/finam_arena_portfolio_executor_state.json — 2026-06-29T21:50:06+00:00
- gas_research/output/finam_arena_unwind_static_portfolio_state.json — 2026-06-30T06:01:12+00:00
- gas_research/output/finam_arena_unwind_static_portfolio_log.jsonl — 2026-06-30T06:01:12+00:00
The BR/NG Arena portfolio executor was stopped because it converted research weights into permanent positions instead of executing live strategy signals. A guarded unwind process is now waiting for the exchange session to close the static allocation.
- Static executorStopped; plan targets changed to RIU6 0, BRN6 0, NGN6 0
- Bad NG exposureNGN6 long was a static net weight, not a fresh NG15 momentum signal
- UnwindOld managed BR/NG/RI positions are flat; static plan remains disabled
- Next designReplace static weights with dynamic signal -> target -> executor logic
The earlier Arena implementation was wrong for live trading: historical portfolio weights from first_move_portfolio_v1 were converted into permanent BR/NG target positions on account 1000673.
NG15 momentum itself is a 15-minute signal strategy: 8-bar lookback, 0.3% threshold, momentum direction, 32-bar hold. It should not create a permanent NG long.
The static portfolio executor has been stopped and the plan has been changed to zero targets. Because it is night in Moscow and the exchange is closed, no market close orders were sent immediately.
A guarded live unwind runner was used to remove the old managed exposure. The site now marks this path as disabled/complete instead of showing a false not-running alarm.