docs(strategy): entry_technique is a recorded label, not a sizing/stop control - #231
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…p control indicators_cts.py documented a risk-graded entry ladder (confirm_3bar = smaller size/wider stop, aggressive = larger size/tighter stop). Nothing implements it: entry_technique reaches only the signals audit payload and an agent.enter_evaluated log line, and no sizing or stop-placement code branches on it (verified via git grep across *.py, tests excluded). Position size and stop distance are identical whether CTS scores 2 or 12. Rewrite the module docstring and entry_technique's docstring to describe what the value actually is: a recorded confluence-tier label, kept for audit and later analysis. State plainly that wiring the ladder would be a live position-sizing change requiring backtest evidence that graded sizing beats flat sizing, plus a rails review. No logic changed: low=5/high=8 defaults, the returned literals (confirm_3bar/signal_candle/aggressive -- persisted in the signals table), DEFAULT_WEIGHTS, and every call site are untouched. Closes #228 Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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Summary
keel/strategy/indicators_cts.pydocumented a risk-graded entry ladder —confirm_3bar= "smaller size, wider stop",aggressive= "larger size, tighter stop". Nothing in the codebase implements any of it.entry_techniqueis computed inengine.py:144and reaches exactly two destinations: thesignalsaudit payload (engine.py:360) and atechnique=field on anagent.enter_evaluatedlog line (agent.py:1166).git grep -nE "technique (==|!=|in )" -- '*.py'returns nothing outside tests. Position size and stop distance are identical whether CTS scores 2 or 12.This PR removes the documented behaviour the code never had and rewrites the docstrings to describe what
entry_techniqueactually is: a recorded label naming the confluence tier at signal time, kept for audit and later analysis.Nothing changes at runtime. The diff is docstrings only:
low=5/high=8defaults: untouchedconfirm_3bar/signal_candle/aggressive(persisted in thesignalstable): untouched, same spellingsDEFAULT_WEIGHTSand every call site: untouchedWiring the ladder into sizing/stops remains possible later, but it is a live position-sizing change and needs its own evidence — backtest data showing graded sizing beats flat sizing, plus a rails review (sizing interacts with the per-order and per-day caps) — before it earns a docstring claim like the one this removes.
Closes #228
Test plan
uv run ruff check keel tests packages scripts— all checks passeduv run pytest -q— 2444 passed, 1 skipped (matches main baseline exactly; no test count change since no behaviour changed)uv run mypy— no issues found in 219 source files🤖 Generated with Claude Code