From 4b30f4a62b6d83a73666036e6782719ea1c254e7 Mon Sep 17 00:00:00 2001 From: DiTus Date: Sun, 21 Dec 2025 09:44:30 +0100 Subject: [PATCH] docs: document execution analysis logging in changelog --- doc/CHANGELOG.md | 1 + 1 file changed, 1 insertion(+) diff --git a/doc/CHANGELOG.md b/doc/CHANGELOG.md index d65c2ca..c2aeb14 100644 --- a/doc/CHANGELOG.md +++ b/doc/CHANGELOG.md @@ -13,6 +13,7 @@ All notable changes to this project will be documented in this file. - **Vol:** Standard Deviation of last 300 prices relative to mean. - **x1.0 (Multiplier):** Scales based on reference volatility (0.05%). Multiplier = `max(1.0, Vol / 0.05%)`. - **Thresh:** The % of max delta deviation required to trigger a trade. Calculated as `Base (Range Dependent) * Multiplier`. +- **Execution Analysis Logs**: Added Bid/Ask book state to the `[TRIG]` log in `clp_hedger.py`. This data enables "Shadow Logging" to compare current Taker execution costs against theoretical Maker savings (Spread capture + Rebates). ### Documentation - **Analysis**: Completed optimization analysis in `todo/optymalization rebalance_threshol.md` with technical justification for using StdDev over ATR.