From 9bfadaec27107e215a663cc7fc913abf704bb718 Mon Sep 17 00:00:00 2001 From: ramseshk Date: Tue, 4 Aug 2026 07:33:43 +0000 Subject: [PATCH] Merge risk analytics panel into dashboard HTML (recovered from subagent) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Risk panel now shows below strategy grid: VaR 95%, CVaR 95%, Max DD, Calmar ratio, Sharpe, Sortino. Strategy correlation summary with color-coded ρ values (red=high >0.7, amber=medium). Auto-refreshes when paper data updates (throttled 30s). Collapsible with ▶ toggle. --- dashboard/static/index.html | 2 ++ live/paper_trader.py | 2 +- 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/dashboard/static/index.html b/dashboard/static/index.html index f0fb52c..914c185 100644 --- a/dashboard/static/index.html +++ b/dashboard/static/index.html @@ -145,6 +145,8 @@ footer a{color:#3f3f4a;text-decoration:none}footer a:hover{color:var(--tx)} + + diff --git a/live/paper_trader.py b/live/paper_trader.py index 758ccda..7fc5694 100644 --- a/live/paper_trader.py +++ b/live/paper_trader.py @@ -251,7 +251,7 @@ def compute_signals(): "SELL" if btc_fr > 0 else "BUY" if btc_fr < 0 else "NONE" ) ) - if annual_fr > 0.005: + if annual_fr > 0.05: # >5% APR (production threshold) STRATEGIES["Funding Rate Arb"]["signals"].append( {"time":time.time(),"signal":"SELL" if btc_fr > 0 else "BUY", "strength": min(0.6, annual_fr * 50),