capital_auction
Rank every use of new cash (underweight buckets, screened stocks, cash holdings) by marginal utility and suggest orders allocating to the highest-value option.
Instructions
Rank every use of new cash -- underweight target buckets, screened candidate stocks and holding cash itself -- by marginal utility (portfolio.auction) and allocate cash_eur to the winners, one economic order at a time. Bucket current values come from the local export mapped via portfolio.mapping against config/model_portfolios.yaml's example instruments; targets come from get_portfolio_config(). Candidate stocks are scored via analyze_stock; a stock below 0.5 confidence can never win. Each candidate's fit is its hidden-exposure overlap against the portfolio's own exposure (portfolio.exposure) -- a candidate that piles onto an already-large driver scores lower fit than one that diversifies. A stored thesis (check_thesis) discounts a candidate's utility if it is WEAKENING or BROKEN. Suggestions only -- never sends an order.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| path | Yes | ||
| cash_eur | Yes | ||
| base_currency | No | EUR | |
| candidate_tickers | No |