[xvruipeng-cyber]

Summary

WeightStrategyBase already passes self.get_risk_degree(trade_step) into the order generator, but SoftTopkStrategy.generate_target_weight_position sized the book from the raw self.risk_degree attribute. A subclass that overrides the getter to change exposure therefore had no effect on target weights.

This uses the getter for both the per-name ideal weight and the rebalance budget. The default implementation still returns self.risk_degree, so existing books are unchanged. TopkDropoutStrategy has the same gap in #2276 and is already covered by #2277, so this PR does not touch it.

Test

pytest tests/backtest/test_soft_topk_strategy.py tests/backtest/test_soft_topk_strategy_cold_start.py: 4 passed. The new test sets risk_degree to 0.95 and overrides get_risk_degree() to return 0.5; cold-start weights follow 0.5.

[xvruipeng-cyber]

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[Arhan Canli (arhancanli)]

Read the diff next to signal_strategy.py. The getter signature is get_risk_degree(self, trade_step=None), and WeightStrategyBase.generate_trade_decision calls it as self.get_risk_degree(trade_step) with trade_step = self.trade_calendar.get_trade_step() (line 364 of my copy). The new line in SoftTopkStrategy.generate_target_weight_position calls self.get_risk_degree() with no argument, so an override that varies exposure by step gets None there and a real step index in the order generator. That is the kind of override this PR is meant to enable, and the two values would disagree.

self.trade_calendar.get_trade_step() is available inside the method (the base class uses it in the same call path), so passing it would keep both reads consistent. The new test overrides the getter with a constant 0.5, so it can't catch this; a variant whose return depends on trade_step (say 0.5 at step 0, 0.9 later) would. I read the code only and did not run the tests.

[xvruipeng-cyber]

generate_target_weight_position now reads trade_calendar.get_trade_step() and passes that into get_risk_degree, the same step WeightStrategyBase.generate_trade_decision passes to the order generator. A direct call with no level_infra still uses None.

The new test overrides the getter to return 0.5 at step 0 and 0.9 afterwards. With the calendar on step 3, the recorded argument is 3 and the cold-start weights are 0.45 each, so a constant-0.5 override can no longer hide a missing step. tests/backtest/test_soft_topk_strategy.py: 3 passed.

[Arhan Canli (arhancanli)]

Thanks. The cold-start check is a good one: with the override returning 0.5 at step 0 and 0.9 afterwards, the calendar on step 3 and the recorded argument 3, a constant override can no longer hide a missing step. I did not run the suite (code read only).

One more edge to pin: generate_target_weight_position now calls trade_calendar.get_trade_step(), so a strategy used without a level_infra goes through the None path. Is there a test for the case where level_infra is set but the calendar has not started (step before 0 or an uninitialised step)? That is the one place a getter taking the step could raise where the old no-argument call did not.