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feat: add explicit benchmark drawdown guard - #60

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codex/benchmark-drawdown-guard
Aug 26, 2026
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feat: add explicit benchmark drawdown guard#60
Pigbibi merged 1 commit into
mainfrom
codex/benchmark-drawdown-guard

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@Pigbibi Pigbibi commented Aug 26, 2026

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Summary

  • add a price-only, fail-closed benchmark drawdown guard with explicit lookback, thresholds, scalars, and freshness policy
  • mount it only through the existing unified market-regime control, disabled unless a strategy explicitly enables and freezes every policy input
  • retain shadow/no-order execution controls; no strategy or platform configuration changes are included
  • align uv.lock with the already-committed Ruff 0.16.4 test dependency

Validation

  • uvx ruff check src/quant_strategy_plugins/benchmark_drawdown_guard.py src/quant_strategy_plugins/init.py src/quant_strategy_plugins/market_regime_control_plugin.py src/quant_strategy_plugins/strategy_plugin_runner.py tests/test_benchmark_drawdown_guard.py tests/test_market_regime_control_plugin.py
  • uv run --extra test pytest -q tests/test_benchmark_drawdown_guard.py tests/test_market_regime_control_plugin.py tests/test_strategy_plugin_runner.py tests/test_plugin_policies.py tests/test_plugin_catalog.py

The guard is a reusable research component. Any future strategy mount requires its own P1/P3 source assurance and out-of-sample backtest evidence before promotion.

Co-Authored-By: Codex <noreply@openai.com>
@Pigbibi
Pigbibi merged commit 796620a into main Aug 26, 2026
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Pigbibi deleted the codex/benchmark-drawdown-guard branch August 26, 2026 07:04
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