moconnell / yolo

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• master
• 28-update-api-weights-usage
• 36-feat-support-pure-unravel-factor-trading
• 75-net-10-upgrade
• chore/nuget-20250911
• code-coverage
• copilot/add-k-command-line-switch
• copilot/add-rebalance-to-edge-tolerance
• copilot/fix-log-warnings-market-orders
• copilot/fix-universe-change-handling
• copilot/setup-copilot-instructions
• dependabot/nuget/HyperLiquid.Net-2.17.0
• dependabot/nuget/HyperLiquid.Net-3.8.0
• dependabot/nuget/Microsoft.ApplicationInsights.WorkerService-3.0.0
• dependabot/nuget/Microsoft.Data.Analysis-0.23.0
• dependabot/nuget/Microsoft.Data.Analysis-0.23.0-preview.25527.5
• dependabot/nuget/Microsoft.Extensions.Configuration-10.0.0
• dependabot/nuget/Microsoft.Extensions.Configuration.Abstractions-10.0.0
• dependabot/nuget/Microsoft.Extensions.Logging-10.0.0
• dependabot/nuget/Microsoft.Extensions.Logging.Abstractions-10.0.0
• dependabot/nuget/Microsoft.NET.Test.Sdk-18.0.1
• dependabot/nuget/coverlet.collector-8.0.0
• dependabot/nuget/multi-5371d0c33e
• dependabot/nuget/multi-68f3d62e62
• dependabot/nuget/multi-be2ef10117
• dependabot/nuget/multi-f2e73c0fca
• dependabot/nuget/multi-fdae2312ff
• dependabot/nuget/nuget-8971df4b42
• dependabot/nuget/nuget-d1a8ce8b68
• dependabot/nuget/nuget-d4f8c5f727
• dependabot/nuget/src/YoloBroker.Hyperliquid/multi-32525ffec4
• dependabot/nuget/src/YoloBroker.Hyperliquid/multi-7f7cebd64d
• feat/31-unravel-integration
• feat/39-unravel-enhance-factor-normalisation
• feat/56-azure-key-vault-integration
• feat/73-unravel-new-trend-consensus-adaptive-factor
• feat/binance
• feat/simple-order-mgmt
• fix/100-azure-durable-functions
• fix/azure-docs
• fix/azure-prod-deploy
• fix/broker-result-wrap-nre
• fix/cleanup-azure-functions
• fix/coverage
• fix/hyperliquid-mkt-orders
• fix/order-mgmt-fix-2
• fix/order-mgmt-fixes
• fix/remove-binance
• fix/rw-api-update-20251126
• fix/secrets
• fix/test-coverage
• fix/trade-buffer
• fix/tradefactory-reduceonly-on-close
• fix/unravel-factors-live-null
• fix/unravel-portf-constr-20260209
• fix/unravel-tickers
• fix/yolofunk-20251223
• hyperliquid
• minimum-provide-fix
• order-mgmt
• refs/tags/0.0.6
• refs/tags/v1.0.0-alpha.1
• refs/tags/v1.0.0-alpha.2
• refs/tags/v1.0.0-alpha.3
• refs/tags/v1.0.0-alpha.4
• refs/tags/v1.0.0-alpha.5
• refs/tags/v1.0.0-alpha.6
• refs/tags/v1.0.0-alpha.7
• refs/tags/v1.0.0-alpha.8
• refs/tags/v1.0.0-beta.1
• refs/tags/v1.0.0-beta.2
• refs/tags/v1.0.0-beta.3
• refs/tags/v1.1.0-beta.1
• v1.1.0-beta.2
• v1.1.0-beta.3
• v1.1.0-beta.4
• v1.1.0-beta.5
• v2.0.0-beta.1
• v2.0.1-beta.1
• v2.1.0-beta.1
• v2.1.0-beta.2

Build # 22024596238

Build Type

push

github

Committed by web-flow

Commit Message

Fix: Various Unravel Bugs (#101)

* chore: add Azure function codegen and deployment AI config

* feat: add HTTP handler to save raw JSON traffic to Azure storage

* chore: bump deps

* chore: bump deps

* fix(TradeFactory): clamp size when reduceOnly and closing, so we don't overshoot zero

* feat(unravel): use historical factors endpoint; make switchable

* refactor(UnravelApiService): extract GetFactorsCoreAsync; eliminate code duplication

* refactor(UnravelApiService): extract NormalizeTickers util method

* fix(unravel): make portfolio construction match notebook

* fix: tests

* fix: review nitpick

* chore: bump deps

* fix(ProjectedPosition): revert change to CurrentWeight that potentially led to double-counting

Run Details

279 of 292 branches covered (95.55%)

Branch coverage included in aggregate %.

112 of 118 new or added lines in 8 files covered. (94.92%)

1900 of 2237 relevant lines covered (84.94%)

36.06 hits per line