Add SOXX dynamic volatility threshold indicators

[Pigbibi]

Summary

• add rolling-percentile SOXX realized-volatility threshold fields for SOXL/SOXX runtime inputs
• expose default 10d p95 threshold with 252d lookback, 126 min samples, and 50%-75% bounds
• thread the dynamic volatility lookback options through IBKR and LongBridge indicator builders

Tests

• PYTHONPATH=src python -m pytest tests/test_ibkr_runtime_inputs.py -q
• python -m py_compile src/quant_platform_kit/common/runtime_inputs.py src/quant_platform_kit/ibkr/runtime_inputs.py src/quant_platform_kit/longbridge/market_data.py

Note: tests/test_longbridge_market_data.py could not run locally because this VPS Python environment does not have pandas installed.

[chatgpt-codex-connector]

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[chatgpt-codex-connector]

Use the prior volatility threshold

When the threshold is evaluated against today's realized_volatility_10, taking volatility_threshold_history[-1] includes that same current volatility sample in the 95th-percentile threshold. This introduces look-ahead/self-inclusion for any strategy comparing the current realized volatility to this dynamic threshold, unlike the RSI threshold just above which uses the previous value; a high-volatility close can raise the threshold used for that same close and change the delever signal. Use the previous threshold sample for the current decision path.

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