Add SOXX 10d volatility runtime indicator

Author: Pigbibi

src/quant_platform_kit/common/runtime_inputs.py

@@ -185,6 +185,7 @@ def build_semiconductor_rotation_indicators_from_history(
     )
     soxx_bb_mid = _tail_mean(soxx_close, 20)
     soxx_bb_std = _tail_std(soxx_close, 20)
+    soxx_realized_volatility_10 = _tail_realized_volatility(soxx_close, 10)
     soxx_realized_volatility_20 = _tail_realized_volatility(soxx_close, 20)
     return {
         "soxl": {
@@ -202,6 +203,7 @@ def build_semiconductor_rotation_indicators_from_history(
             "bb_upper": soxx_bb_mid + 2.0 * soxx_bb_std,
             "bb_lower": soxx_bb_mid - 2.0 * soxx_bb_std,
             "realized_volatility": soxx_realized_volatility_20,
+            "realized_volatility_10": soxx_realized_volatility_10,
             "realized_volatility_20": soxx_realized_volatility_20,
         },
     }

tests/test_ibkr_runtime_inputs.py

@@ -115,6 +115,7 @@ def fake_loader(_ib, symbol, duration="2 Y", bar_size="1 day"):
         self.assertGreaterEqual(indicators["soxx"]["rsi14_dynamic_threshold"], 70.0)
         self.assertGreater(indicators["soxx"]["bb_upper"], indicators["soxx"]["price"])
         self.assertLess(indicators["soxx"]["bb_lower"], indicators["soxx"]["price"])
+        self.assertIn("realized_volatility_10", indicators["soxx"])
         self.assertIn("realized_volatility_20", indicators["soxx"])
         self.assertEqual(
             indicators["soxx"]["realized_volatility"],
@@ -141,6 +142,7 @@ def test_build_semiconductor_rotation_indicators_from_history_is_generic(self) -
         self.assertEqual(indicators["soxx"]["rsi14"], 100.0)
         self.assertGreaterEqual(indicators["soxx"]["rsi14_dynamic_threshold"], 70.0)
         self.assertGreater(indicators["soxx"]["bb_upper"], indicators["soxx"]["price"])
+        self.assertIn("realized_volatility_10", indicators["soxx"])
         self.assertIn("realized_volatility_20", indicators["soxx"])
         wrapped = build_semiconductor_rotation_inputs_from_history(
             soxl_history=[100.0 + idx for idx in range(170)],
@@ -180,6 +182,7 @@ def fake_loader(_ib, symbol, duration="2 Y", bar_size="1 day"):
         self.assertEqual(payload["derived_indicators"]["soxx"]["ma20"], 200.0)
         self.assertEqual(payload["derived_indicators"]["soxx"]["rsi14"], 50.0)
         self.assertEqual(payload["derived_indicators"]["soxx"]["rsi14_dynamic_threshold"], 70.0)
+        self.assertEqual(payload["derived_indicators"]["soxx"]["realized_volatility_10"], 0.0)
         self.assertEqual(payload["derived_indicators"]["soxx"]["realized_volatility_20"], 0.0)
 
     def test_build_semiconductor_rotation_indicators_requires_sufficient_history(self) -> None:

tests/test_longbridge_market_data.py

@@ -79,6 +79,7 @@ def test_calculate_rotation_indicators(self) -> None:
         self.assertGreaterEqual(indicators["soxx"]["rsi14_dynamic_threshold"], 70.0)
         self.assertGreater(indicators["soxx"]["bb_upper"], indicators["soxx"]["price"])
         self.assertLess(indicators["soxx"]["bb_lower"], indicators["soxx"]["price"])
+        self.assertIn("realized_volatility_10", indicators["soxx"])
         self.assertIn("realized_volatility_20", indicators["soxx"])
         self.assertEqual(
             indicators["soxx"]["realized_volatility"],