feat: rebalance exposure caps, cost-aware rebalancing, correlation, yield composition (#346 #347 #348 #349) - #388
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Abidoyesimze merged 1 commit intoAug 29, 2026
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…ield composition - Neurowealth#346: per-protocol exposure caps with risk-tolerance defaults, residual routing and tighten-only merge; wired into the agent rebalance loop. - Neurowealth#347: grounded rebalance cost model (network fee, price impact, entry/exit) with a conservative payback gate, replacing the flat /1e18 heuristic. - Neurowealth#348: portfolio APY correlation matrix + weighted diversification score endpoint (null-on-degenerate, mandatory caveat). - Neurowealth#349: yield base/incentive decomposition with haircuted effective APY, schema + migration, flag-gated optimizer/agent consumption, emissions risk modifier, and a yield-breakdown endpoint. Adds unit + integration tests, OpenAPI/docs updates. Closes Neurowealth#346 Closes Neurowealth#347 Closes Neurowealth#348 Closes Neurowealth#349
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What this does
Four related risk/analytics capabilities for the agent and portfolio analytics:
$0.50//1e18heuristic with a grounded network-fee/slippage/entry-exit model and a conservative payback gate; fallback decisions are held to a higher bar, never lower.GET /api/v1/analytics/correlationwith an APY-correlation matrix and a 0–100 weighted diversification score; null-on-degenerate, mandatory caveat.ProtocolRategainsbaseApy/incentiveApy/rewardTokens(with migration), a haircutedeffectiveApy,GET /api/v1/analytics/yield-breakdown, an emissions-dependency risk modifier, and flag-gated (USE_EFFECTIVE_APY) optimizer/agent consumption.Pure-core / DB-glue split is maintained throughout so the statistics are unit-testable.
Verification
tsc --noEmitcleaneslint src testscleanprettier --checkcleanredocly lint docs/openapi.yaml— API description valid/correlation,/yield-breakdown.Documentation
REBALANCE_EXPOSURE_COST.md(Per-Protocol Exposure Caps Enforced in the Agent Loop #346/Fee- & Slippage-Aware Rebalancing with a Payback-Period Gate #347),CORRELATION_DIVERSIFICATION.md(Portfolio Correlation Matrix & Diversification Score #348),YIELD_COMPOSITION.md(Yield-Source Decomposition (Base vs. Incentive-Token Yield) #349) +DOCUMENTATION_INDEX.mdentries and cross-references inSTRATEGY_MARKETPLACE.md/PROTOCOL_RISK_SCORING.md.openapi.yamldocuments both new endpoints.Closes #346
Closes #347
Closes #348
Closes #349