Initial strategy32 research and live runtime

signal/__init__.py

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+from __future__ import annotations

signal/router.py

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+from __future__ import annotations
+
+from strategy29.common.models import AllocationDecision, Regime
+from strategy29.signal.allocation_router import AllocationRouter
+from strategy32.config import Strategy32Budgets
+
+
+class Strategy32Router(AllocationRouter):
+    def __init__(self, budgets: Strategy32Budgets):
+        self.budgets = budgets
+        super().__init__()
+
+    def decide(self, regime: Regime) -> AllocationDecision:
+        momentum_budget_pct, carry_budget_pct, sideways_budget_pct = self.budgets.for_regime(regime)
+        cash_budget_pct = max(0.0, 1.0 - momentum_budget_pct - carry_budget_pct - sideways_budget_pct)
+        return AllocationDecision(
+            regime=regime,
+            momentum_budget_pct=momentum_budget_pct,
+            carry_budget_pct=carry_budget_pct,
+            spread_budget_pct=sideways_budget_pct,
+            cash_budget_pct=cash_budget_pct,
+        )