Arena: live-аллокация по трём счетам
Предварительный разбор публикации · публикация 2026-06-29
Паспорт проверки и источников
June target sizes are historical; later publications supersede static allocation.
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_signal_executors_state.json — 2026-07-01T06:25:29+00:00
- gas_research/output/finam_arena_signal_executors_log.jsonl — 2026-07-01T06:25:29+00:00
- gas_research/output/finam_arena_portfolio_executor_state.json — 2026-06-29T21:50:06+00:00
- gas_research/output/elliott_candle_paper_state.json — 2026-07-20T04:36:33+00:00
The contest accounts are now separated by role: account A waits for aggressive BR/RI Elliott+candle signals, account B remains the BR/NG futures portfolio, and account C keeps RI directional exposure with flip-on-signal logic plus the options-tail watcher.
- Account A 1000672Elliott/candle BR+RI executor live; current target BRN6 0, RIU6 0 because active_count=0
- Account B 1000673Portfolio executor live; targets BRN6 +5519 and NGN6 +178421
- Account C 1000674RI directional target RIU6 -8; flips only when a fresh RI signal appears
- SafetyThe new signal executor does not manage account B and does not send orders on WAIT/FLAT signals
A new live monitor, gas_research/finam_arena_signal_executors.py, was added for the two non-portfolio Arena accounts. It reads the Elliott/candle BR/RI paper state and aligns only accounts 1000672 and 1000674.
For account 1000672, the rule is max one active BR/RI instrument. If there is no active signal, managed BRN6 and RIU6 targets are zero. Current state has active_count=0, so no new order is required.
For account 1000674, the rule is RI-only high-risk directional exposure. It keeps the current RI position while RI is WAIT, and flips to the fresh RI signal side when one appears.
Account 1000673 remains exclusively controlled by finam_arena_portfolio_executor.py and is not touched by the new signal executor.
Charts
