feat: fee-adjusted edge, fractional-Kelly sizing, and risk-assessment endpoints#7

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JonathanW666 wants to merge 14 commits into

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JonathanW666:feat/trading-edge-and-sizing

Commits on Apr 20, 2026

analysis: add shared fee, edge, and risk math
LechenWang
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sentiment: weighted lexicon with phrases, emoji, negation scope
LechenWang
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signal: correct unsigned edge; route through shared math
LechenWang
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arbitrage: add executable sizing fields
LechenWang
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api: surface EV and Kelly fields; add arbitrage sizing filters
LechenWang
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api: add position-sizing and risk-assessment endpoints
LechenWang
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matcher: add post-match quality gate and evaluation harness
LechenWang
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infra: stale-while-revalidate cache and per-IP rate limiting
LechenWang
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backtest: Monte Carlo harness with calibration sensitivity
LechenWang
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signal: suppress HOLD-by-default when sentiment is neutral
LechenWang
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backtest: report active-trade win rate and active-trade Sharpe
LechenWang
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review: correct arbitrage profit formula, sentiment polarity match, and worst-case loss
LechenWang
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review: tighten arbitrage cache invalidation and rate-limit algorithm
LechenWang
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polish: scale-down reachability, HOLD reasoning, alternative-sizing semantics
LechenWang
committed