Enable runtime-derived US equity profiles

Author: Pigbibi

.github/workflows/sync-cloud-run-env.yml

@@ -36,7 +36,7 @@ jobs:
       NOTIFY_LANG: ${{ vars.NOTIFY_LANG }}
       TELEGRAM_TOKEN: ${{ secrets.TELEGRAM_TOKEN }}
     steps:
-      - name: Check whether env sync is configured
+      - name: Check whether env sync is enabled
         id: config
         run: |
           set -euo pipefail
@@ -47,6 +47,76 @@ jobs:
             exit 0
           fi
 
+          echo "enabled=true" >> "$GITHUB_OUTPUT"
+
+      - name: Checkout repository
+        if: steps.config.outputs.enabled == 'true'
+        uses: actions/checkout@v4
+
+      - name: Set up Python for strategy requirement resolution
+        if: steps.config.outputs.enabled == 'true'
+        uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+
+      - name: Install strategy status dependencies
+        if: steps.config.outputs.enabled == 'true'
+        run: |
+          set -euo pipefail
+          python -m pip install --upgrade pip
+          python -m pip install -r requirements.txt
+
+      - name: Resolve selected strategy runtime requirements
+        id: strategy_requirements
+        if: steps.config.outputs.enabled == 'true'
+        run: |
+          set -euo pipefail
+          python - <<'PY'
+          import json
+          import os
+          import subprocess
+          import sys
+          from us_equity_strategies import resolve_canonical_profile
+
+          profile = os.environ.get("STRATEGY_PROFILE", "").strip().lower()
+          if not profile:
+              raise SystemExit("STRATEGY_PROFILE is required")
+          canonical_profile = resolve_canonical_profile(profile)
+
+          raw_status = subprocess.check_output(
+              [sys.executable, "scripts/print_strategy_profile_status.py", "--json"],
+              text=True,
+          )
+          rows = json.loads(raw_status)
+          selected = next((row for row in rows if row["canonical_profile"] == canonical_profile), None)
+          if selected is None:
+              supported = ", ".join(sorted(row["canonical_profile"] for row in rows))
+              raise SystemExit(f"Unsupported STRATEGY_PROFILE={profile!r}; supported: {supported}")
+          if not selected.get("eligible") or not selected.get("enabled"):
+              raise SystemExit(f"STRATEGY_PROFILE={profile!r} is not eligible/enabled: {selected}")
+
+          output_path = os.environ["GITHUB_OUTPUT"]
+          with open(output_path, "a", encoding="utf-8") as output:
+              output.write(
+                  f"requires_snapshot_artifacts={str(bool(selected.get('requires_snapshot_artifacts'))).lower()}\n"
+              )
+              output.write(
+                  f"requires_snapshot_manifest_path={str(bool(selected.get('requires_snapshot_manifest_path'))).lower()}\n"
+              )
+              output.write(
+                  f"requires_strategy_config_path={str(bool(selected.get('requires_strategy_config_path'))).lower()}\n"
+              )
+          PY
+
+      - name: Validate env sync inputs
+        if: steps.config.outputs.enabled == 'true'
+        env:
+          REQUIRES_SNAPSHOT_ARTIFACTS: ${{ steps.strategy_requirements.outputs.requires_snapshot_artifacts }}
+          REQUIRES_SNAPSHOT_MANIFEST_PATH: ${{ steps.strategy_requirements.outputs.requires_snapshot_manifest_path }}
+          REQUIRES_STRATEGY_CONFIG_PATH: ${{ steps.strategy_requirements.outputs.requires_strategy_config_path }}
+        run: |
+          set -euo pipefail
+
           required_vars=(
             CLOUD_RUN_REGION
             CLOUD_RUN_SERVICE
@@ -57,15 +127,15 @@ jobs:
             NOTIFY_LANG
           )
 
-          if [ "${STRATEGY_PROFILE:-}" = "russell_1000_multi_factor_defensive" ] || [ "${STRATEGY_PROFILE:-}" = "tech_communication_pullback_enhancement" ] || [ "${STRATEGY_PROFILE:-}" = "qqq_tech_enhancement" ] || [ "${STRATEGY_PROFILE:-}" = "mega_cap_leader_rotation_dynamic_top20" ]; then
+          if [ "${REQUIRES_SNAPSHOT_ARTIFACTS:-}" = "true" ]; then
             required_vars+=(IBKR_FEATURE_SNAPSHOT_PATH)
           fi
 
-          if [ "${STRATEGY_PROFILE:-}" = "tech_communication_pullback_enhancement" ] || [ "${STRATEGY_PROFILE:-}" = "qqq_tech_enhancement" ] || [ "${STRATEGY_PROFILE:-}" = "mega_cap_leader_rotation_dynamic_top20" ]; then
+          if [ "${REQUIRES_SNAPSHOT_MANIFEST_PATH:-}" = "true" ]; then
             required_vars+=(IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH)
           fi
 
-          if [ "${STRATEGY_PROFILE:-}" = "tech_communication_pullback_enhancement" ] || [ "${STRATEGY_PROFILE:-}" = "qqq_tech_enhancement" ]; then
+          if [ "${REQUIRES_STRATEGY_CONFIG_PATH:-}" = "true" ]; then
             required_vars+=(IBKR_STRATEGY_CONFIG_PATH IBKR_RECONCILIATION_OUTPUT_PATH)
           fi
 
@@ -81,14 +151,11 @@ jobs:
           fi
 
           if [ "${#missing_vars[@]}" -gt 0 ]; then
-            echo "enabled=false" >> "$GITHUB_OUTPUT"
             echo "Cloud Run env sync is enabled, but these values are missing:" >&2
             printf '  - %s\n' "${missing_vars[@]}" >&2
             exit 1
           fi
 
-          echo "enabled=true" >> "$GITHUB_OUTPUT"
-
       - name: Authenticate to Google Cloud
         id: auth
         if: steps.config.outputs.enabled == 'true'

README.md

@@ -40,6 +40,7 @@ The mainline runtime now follows one path only:
 - `soxl_soxx_trend_income`
 - `tech_communication_pullback_enhancement`
 - `mega_cap_leader_rotation_dynamic_top20`
+- `dynamic_mega_leveraged_pullback`
 
 
 **IBKR profile status**
@@ -52,6 +53,7 @@ The mainline runtime now follows one path only:
 | `soxl_soxx_trend_income` | SOXL/SOXX Semiconductor Trend Income | Yes | Yes | No | No | `us_equity` | current IBKR live line |
 | `tech_communication_pullback_enhancement` | Tech/Communication Pullback Enhancement | Yes | Yes | No | No | `us_equity` | enabled feature-snapshot alternative |
 | `mega_cap_leader_rotation_dynamic_top20` | Mega Cap Leader Rotation Dynamic Top20 | Yes | Yes | No | No | `us_equity` | enabled concentrated leader rotation |
+| `dynamic_mega_leveraged_pullback` | Dynamic Mega Leveraged Pullback | Yes | Yes | No | No | `us_equity` | enabled 2x mega-cap pullback line |
 
 Check the current matrix locally:
 
@@ -96,7 +98,7 @@ The selected `ACCOUNT_GROUP` is now the runtime identity. Keep broker-specific i
 |----------|----------|-------------|
 | `IB_GATEWAY_ZONE` | Optional fallback | GCE zone (for example `us-central1-a`). Recommended to keep in the selected account-group entry; this env var is only a transition fallback. |
 | `IB_GATEWAY_IP_MODE` | Optional fallback | `internal` (default) or `external`. Recommended to keep in the selected account-group entry; this env var is only a transition fallback. |
-| `STRATEGY_PROFILE` | Yes | Strategy profile selector. Supported `us_equity` values: `global_etf_rotation`, `russell_1000_multi_factor_defensive`, `tqqq_growth_income`, `soxl_soxx_trend_income`, `tech_communication_pullback_enhancement`, `mega_cap_leader_rotation_dynamic_top20` |
+| `STRATEGY_PROFILE` | Yes | Strategy profile selector. Supported `us_equity` values: `global_etf_rotation`, `russell_1000_multi_factor_defensive`, `tqqq_growth_income`, `soxl_soxx_trend_income`, `tech_communication_pullback_enhancement`, `mega_cap_leader_rotation_dynamic_top20`, `dynamic_mega_leveraged_pullback` |
 | `ACCOUNT_GROUP` | Yes | Account-group selector. No default fallback. |
 | `IBKR_FEATURE_SNAPSHOT_PATH` | Conditionally required | Required for snapshot-backed profiles such as `russell_1000_multi_factor_defensive`, `tech_communication_pullback_enhancement`, and `mega_cap_leader_rotation_dynamic_top20`. Path to the latest feature snapshot file (`.csv`, `.json`, `.jsonl`, `.parquet`). |
 | `IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME` | Yes for Cloud Run | Secret Manager secret name for account-group config JSON. Recommended production source. |
@@ -229,11 +231,11 @@ Recommended setup:
 
 On every push to `main`, the workflow updates the existing Cloud Run service with the values above and removes legacy env vars that should now live in the account-group config (`IB_CLIENT_ID`, `IB_GATEWAY_INSTANCE_NAME`, `IB_GATEWAY_MODE`) plus the older transport vars (`IB_GATEWAY_HOST`, `IB_GATEWAY_PORT`, `TELEGRAM_CHAT_ID`). If `IB_GATEWAY_ZONE` or `IB_GATEWAY_IP_MODE` are blank in GitHub, the workflow also removes them from Cloud Run to avoid drift.
 
-`STRATEGY_PROFILE` is now resolved from a platform capability matrix plus a rollout allowlist. The current strategy domain is `us_equity`, and the repo keeps the runtime registry thin: `eligible` means the platform can run the strategy in theory, while `enabled` means the current rollout really allows it. `ACCOUNT_GROUP` now selects one account-group config entry, and the service fails fast if that runtime identity is incomplete.
+`STRATEGY_PROFILE` is now resolved from a platform capability matrix plus a rollout allowlist derived from `runtime_enabled` strategy metadata. The current strategy domain is `us_equity`, and the repo keeps the runtime registry thin: `eligible` means the platform can run the strategy in theory, while `enabled` means the current rollout really allows it. `ACCOUNT_GROUP` now selects one account-group config entry, and the service fails fast if that runtime identity is incomplete.
 
 Important:
 
-- The workflow only becomes strict when `ENABLE_GITHUB_ENV_SYNC=true`. If this variable is unset, the sync job is skipped.
+- The workflow only becomes strict when `ENABLE_GITHUB_ENV_SYNC=true`. If this variable is unset, the sync job is skipped. When enabled, it resolves the selected profile's snapshot/config requirements from `scripts/print_strategy_profile_status.py --json` instead of a hard-coded strategy-name list.
 - Here "shared config" still only means the **IBKR pair** (`InteractiveBrokersPlatform` + `IBKRGatewayManager`). `TELEGRAM_TOKEN` and `TELEGRAM_TOKEN_SECRET_NAME` remain repository-specific.
 - If `IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME` is set, the Cloud Run runtime needs Secret Manager access to that secret.
 - GitHub now authenticates to Google Cloud with OIDC + Workload Identity Federation, so `GCP_SA_KEY` is no longer required for this workflow.
@@ -327,7 +329,7 @@ IBKR 账户
 |------|------|------|
 | `IB_GATEWAY_ZONE` | 可选过渡项 | GCE zone（如 `us-central1-a`）。推荐直接放进选中的账号组配置里；这里只保留过渡 fallback。 |
 | `IB_GATEWAY_IP_MODE` | 可选过渡项 | `internal`（默认）或 `external`。推荐直接放进选中的账号组配置里；这里只保留过渡 fallback。 |
-| `STRATEGY_PROFILE` | 是 | 策略档位选择。当前可用的 `us_equity` 值：`global_etf_rotation`、`russell_1000_multi_factor_defensive`、`tqqq_growth_income`、`soxl_soxx_trend_income`、`tech_communication_pullback_enhancement`、`mega_cap_leader_rotation_dynamic_top20` |
+| `STRATEGY_PROFILE` | 是 | 策略档位选择。当前可用的 `us_equity` 值：`global_etf_rotation`、`russell_1000_multi_factor_defensive`、`tqqq_growth_income`、`soxl_soxx_trend_income`、`tech_communication_pullback_enhancement`、`mega_cap_leader_rotation_dynamic_top20`、`dynamic_mega_leveraged_pullback` |
 | `ACCOUNT_GROUP` | 是 | 账号组选择器，不再提供默认回退。 |
 | `IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME` | Cloud Run 建议必填 | 账号组配置 JSON 在 Secret Manager 里的密钥名。生产环境推荐使用。 |
 | `IB_ACCOUNT_GROUP_CONFIG_JSON` | 否 | 本地开发用的账号组配置 JSON fallback。不建议在生产 Cloud Run 直接使用。 |
@@ -426,11 +428,11 @@ IB_GATEWAY_IP_MODE=internal
 
 每次 push 到 `main` 时，这个 workflow 会把上面这些值同步到现有 Cloud Run 服务里，并清掉已经转移到账号组配置里的旧 env（`IB_CLIENT_ID`、`IB_GATEWAY_INSTANCE_NAME`、`IB_GATEWAY_MODE`）以及更早的传输层 env（`IB_GATEWAY_HOST`、`IB_GATEWAY_PORT`、`TELEGRAM_CHAT_ID`）。如果 GitHub 里没有配置 `IB_GATEWAY_ZONE` 或 `IB_GATEWAY_IP_MODE`，workflow 也会把 Cloud Run 上这两个旧值一起删除，避免双配置源漂移。
 
-`STRATEGY_PROFILE` 现在由平台能力矩阵和 rollout allowlist 一起决定。当前策略域仍是 `us_equity`：`eligible` 表示平台理论上能跑，`enabled` 表示当前 rollout 真正放开。`ACCOUNT_GROUP` 是严格必填项，并会选中一份账号组配置。运行身份不完整时，服务会直接失败，不再静默回退。
+`STRATEGY_PROFILE` 现在由平台能力矩阵和从 `runtime_enabled` 策略元数据派生的 rollout allowlist 一起决定。当前策略域仍是 `us_equity`：`eligible` 表示平台理论上能跑，`enabled` 表示当前 rollout 真正放开。`ACCOUNT_GROUP` 是严格必填项，并会选中一份账号组配置。运行身份不完整时，服务会直接失败，不再静默回退。
 
 注意：
 
-- 只有在 `ENABLE_GITHUB_ENV_SYNC=true` 时，这个 workflow 才会严格校验并执行同步。没打开时会直接跳过。
+- 只有在 `ENABLE_GITHUB_ENV_SYNC=true` 时，这个 workflow 才会严格校验并执行同步。没打开时会直接跳过。打开后，它会通过 `scripts/print_strategy_profile_status.py --json` 动态解析目标策略需要的 snapshot/config 输入，不再维护硬编码策略名列表。
 - 这里说的“共享配置”仍然只针对 **IBKR 这一组系统**。`TELEGRAM_TOKEN` 和 `TELEGRAM_TOKEN_SECRET_NAME` 都还是这个仓库自己的配置，不建议提升成所有 quant 共用的全局配置。
 - 如果设置了 `IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME`，Cloud Run 运行时还需要有对应 Secret 的访问权限。
 - GitHub 现在通过 OIDC + Workload Identity Federation 登录 Google Cloud，这个 workflow 不再需要 `GCP_SA_KEY`。

requirements.txt

@@ -1,7 +1,7 @@
 flask
 gunicorn
-quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@v0.7.15
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@v0.7.22
+quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@v0.7.16
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@v0.7.23
 pandas
 numpy
 requests

strategy_registry.py

@@ -1,6 +1,10 @@
 from __future__ import annotations
 
-from us_equity_strategies import get_platform_runtime_adapter, get_strategy_catalog
+from us_equity_strategies import (
+    get_platform_runtime_adapter,
+    get_runtime_enabled_profiles,
+    get_strategy_catalog,
+)
 
 from quant_platform_kit.common.strategies import (
     PlatformCapabilityMatrix,
@@ -21,17 +25,7 @@
 DEFAULT_STRATEGY_PROFILE = "global_etf_rotation"
 ROLLBACK_STRATEGY_PROFILE = DEFAULT_STRATEGY_PROFILE
 
-IBKR_ROLLOUT_ALLOWLIST = frozenset(
-    {
-        "tech_communication_pullback_enhancement",
-        "qqq_tech_enhancement",
-        "global_etf_rotation",
-        "mega_cap_leader_rotation_dynamic_top20",
-        "russell_1000_multi_factor_defensive",
-        "soxl_soxx_trend_income",
-        "tqqq_growth_income",
-    }
-)
+IBKR_ROLLOUT_ALLOWLIST = get_runtime_enabled_profiles()
 
 PLATFORM_SUPPORTED_DOMAINS: dict[str, frozenset[str]] = {
     IBKR_PLATFORM: frozenset({US_EQUITY_DOMAIN}),

strategy_runtime.py

@@ -74,7 +74,10 @@ def evaluate(
         run_as_of = pd.Timestamp(run_as_of).normalize()
         if _FEATURE_SNAPSHOT_INPUT in self.required_inputs:
             return self._evaluate_feature_snapshot_strategy(
+                ib=ib,
                 current_holdings=current_holdings,
+                historical_close_loader=historical_close_loader,
+                historical_candle_loader=historical_candle_loader,
                 run_as_of=run_as_of,
                 translator=translator,
                 pacing_sec=pacing_sec,
@@ -232,7 +235,10 @@ def _build_value_target_market_inputs(
     def _evaluate_feature_snapshot_strategy(
         self,
         *,
+        ib,
         current_holdings,
+        historical_close_loader: Callable[..., Any],
+        historical_candle_loader: Callable[..., Any] | None,
         run_as_of: pd.Timestamp,
         translator: Callable[[str], str],
         pacing_sec: float,
@@ -324,6 +330,24 @@ def _evaluate_feature_snapshot_strategy(
             return StrategyEvaluationResult(decision=decision, metadata=metadata)
 
         feature_snapshot = guard_result.frame
+        portfolio_snapshot = None
+        if _PORTFOLIO_SNAPSHOT_INPUT in self.required_inputs:
+            portfolio_snapshot = fetch_portfolio_snapshot(ib)
+        market_inputs: dict[str, Any] = {_FEATURE_SNAPSHOT_INPUT: feature_snapshot}
+        if _MARKET_HISTORY_INPUT in self.required_inputs:
+            market_inputs.update(build_market_history_inputs(historical_close_loader))
+        if _BENCHMARK_HISTORY_INPUT in self.required_inputs:
+            if historical_candle_loader is None:
+                raise ValueError(
+                    f"IBKR strategy profile {self.profile!r} requires benchmark_history but no candle loader was provided"
+                )
+            market_inputs.update(
+                build_benchmark_history_inputs(
+                    ib,
+                    historical_candle_loader,
+                    benchmark_symbol=benchmark_symbol,
+                )
+            )
         managed_symbols = self._extract_managed_symbols(
             feature_snapshot,
             benchmark_symbol=benchmark_symbol,
@@ -333,9 +357,11 @@ def _evaluate_feature_snapshot_strategy(
             entrypoint=self.entrypoint,
             runtime_adapter=self.runtime_adapter,
             as_of=run_as_of,
-            market_inputs={_FEATURE_SNAPSHOT_INPUT: feature_snapshot},
+            market_inputs=market_inputs,
+            portfolio_snapshot=portfolio_snapshot,
             runtime_config=dict(self.runtime_config),
             current_holdings=current_holdings,
+            ib=ib,
         )
         try:
             decision = self.entrypoint.evaluate(ctx)