Log volatility retention diagnostics

Author: Pigbibi

application/signal_snapshot.py

@@ -38,6 +38,12 @@
     "blend_gate_volatility_delever_metric",
     "blend_gate_volatility_delever_triggered",
     "blend_gate_volatility_delever_retention_ratio",
+    "blend_gate_volatility_delever_retention_mode",
+    "blend_gate_volatility_delever_retention_policy",
+    "blend_gate_volatility_delever_effective_retention_ratio",
+    "blend_gate_volatility_delever_retention_source",
+    "blend_gate_volatility_delever_retention_context_found",
+    "blend_gate_volatility_delever_retention_reason_codes",
     "blend_gate_volatility_delever_redirect_symbol",
     "blend_gate_volatility_delever_removed_ratio",
     "dual_drive_volatility_delever_enabled",
@@ -63,6 +69,12 @@
     "dual_drive_volatility_delever_taco_veto_enabled",
     "dual_drive_volatility_delever_taco_rebound_context_active",
     "dual_drive_volatility_delever_true_crisis_active",
+    "dual_drive_volatility_delever_retention_mode",
+    "dual_drive_volatility_delever_retention_policy",
+    "dual_drive_volatility_delever_retention_ratio",
+    "dual_drive_volatility_delever_retention_source",
+    "dual_drive_volatility_delever_retention_context_found",
+    "dual_drive_volatility_delever_retention_reason_codes",
     "dual_drive_volatility_delever_redirect_symbol",
     "dual_drive_volatility_delever_removed_value",
     "dual_drive_macro_risk_governor_enabled",

decision_mapper.py

@@ -45,6 +45,12 @@
     "dual_drive_volatility_delever_taco_veto_enabled",
     "dual_drive_volatility_delever_taco_rebound_context_active",
     "dual_drive_volatility_delever_true_crisis_active",
+    "dual_drive_volatility_delever_retention_mode",
+    "dual_drive_volatility_delever_retention_policy",
+    "dual_drive_volatility_delever_retention_ratio",
+    "dual_drive_volatility_delever_retention_source",
+    "dual_drive_volatility_delever_retention_context_found",
+    "dual_drive_volatility_delever_retention_reason_codes",
     "dual_drive_volatility_delever_redirect_symbol",
     "dual_drive_volatility_delever_removed_value",
     "dual_drive_macro_risk_governor_enabled",
@@ -78,6 +84,12 @@
     "blend_gate_volatility_delever_metric",
     "blend_gate_volatility_delever_triggered",
     "blend_gate_volatility_delever_retention_ratio",
+    "blend_gate_volatility_delever_retention_mode",
+    "blend_gate_volatility_delever_retention_policy",
+    "blend_gate_volatility_delever_effective_retention_ratio",
+    "blend_gate_volatility_delever_retention_source",
+    "blend_gate_volatility_delever_retention_context_found",
+    "blend_gate_volatility_delever_retention_reason_codes",
     "blend_gate_volatility_delever_redirect_symbol",
     "blend_gate_volatility_delever_removed_ratio",
 )

pyproject.toml

@@ -15,7 +15,7 @@ authors = [
 dependencies = [
   "firstrade==0.0.39",
   "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@9d9682533578c7e5a9e02ea80040b7014898e4dd",
-  "us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@bf10f1efceb8744298a039276d58543f8979f50b",
+  "us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@c7a1ae5e804b720f2ab6412451b9e8ee3341ff20",
   "google-cloud-storage",
   "requests",
 ]

requirements.txt

@@ -2,7 +2,7 @@ flask
 gunicorn
 firstrade==0.0.39
 quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@9d9682533578c7e5a9e02ea80040b7014898e4dd
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@bf10f1efceb8744298a039276d58543f8979f50b
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@c7a1ae5e804b720f2ab6412451b9e8ee3341ff20
 google-cloud-storage
 requests
 pytest