Merge risk analytics panel into dashboard HTML (recovered from subagent)

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.
2026-08-04 07:33:43 +00:00
parent 1bf54b4c00
commit 9bfadaec27
2 changed files with 3 additions and 1 deletions
@@ -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),