feat(xsec): dispersion-gate XS01 live (disp_min=0.0313) — Sharpe 3.46, PORT06 OOS 10.07->10.37; FC01 funding-carry scartata

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-10 21:42:12 +00:00
parent d1180ef25b
commit e25d5db6ad
7 changed files with 533 additions and 2 deletions
@@ -96,7 +96,8 @@ def build_worker_for(spec: SleeveSpec, alloc_capital: float, leverage: float,
        pr = spec.params
        return CrossSectionalWorker(
            universe=pr["universe"], tf=pr.get("tf", "1h"),
-            params={"lb": pr.get("lb", 48), "hold": pr.get("hold", 12)},
+            params={"lb": pr.get("lb", 48), "hold": pr.get("hold", 12),
+                    "disp_min": pr.get("disp_min")},
            capital=alloc_capital, position_size=position_size, leverage=leverage,
            data_dir=data_dir,
        )