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fix: skip invalid inverse-vol candidates - #183

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Pigbibi merged 1 commit into
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fix/inverse-vol-missing-risk-estimates
Sep 13, 2026
Merged

Pigbibi merged 1 commit into
mainfrom
fix/inverse-vol-missing-risk-estimates

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@Pigbibi Pigbibi commented Sep 13, 2026

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Problem

The scheduled lifecycle producer failed before publishing crypto inputs because inverse-vol selection could choose a top-score row with a non-finite vol20, producing NaN target weights and triggering the existing fail-closed backtest guard.

Fix

Filter non-finite vol20 candidates before top-N selection only for inverse-vol weighting. This preserves the strict finite long-only weight validation and lets a valid lower-ranked candidate be selected. Added a regression test covering the original failure.

Evidence

No workflow rerun, artifact publishing, deployment, or trading action was performed.

Co-Authored-By: Codex <noreply@openai.com>
@Pigbibi
Pigbibi merged commit 6f31e79 into main Sep 13, 2026
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Pigbibi deleted the fix/inverse-vol-missing-risk-estimates branch September 13, 2026 10:59
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