fix: marketable entries price from live last + time-of-day rvol arms fast path

Day-22 forensic (BIYA session): 6 entry submissions, 0 fills — IREX missed
+1.7R, IRE +1.65R by one cent. Two root causes fixed:

1. Slow-path limit rested AT the trigger while price ran 2% past it, and
   retries reused the same stale price. Marketable model now prices from
   max(trigger, live last) via price_provider; the anti-chase extension
   gate gets the live ref too (was an entry_ref==trigger no-op on this
   path). TRADING_ENTRY_FILL_MODEL flipped to marketable.

2. Fast trigger path armed nothing all day: legacy rvol (cum-so-far /
   full-day MEAN) is ~0.1-0.3 minutes after the open for a normal heavy
   name and its mean is poisoned by reverse-split/prior-squeeze days
   (BIYA legacy 1.27 vs real activity 481x median). New rvol_tod =
   cum / (MEDIAN(20d) * elapsed-session fraction) drives arm eligibility
   and the scanner keep-filter; legacy rvol untouched for validated
   boundaries (gap-squeeze rvol>=5).

Also: stagnation time-stop (TRADING_EXIT_STAGNATION_MIN/_R, default OFF)
in simulate_exit + manage_live with sweep_exits.py variants for
validation before any live enable.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

deploy/docker/truenas-compose.flat.yaml

@@ -0,0 +1,687 @@
+# TrueNAS SCALE custom-app compose - FLATTENED (no YAML anchors).
+# TrueNAS's app validator REJECTS anchors (x-app / <<: *app) with
+# 'Invalid YAML provided', so every service carries its own full env.
+# Anchored/DRY source of truth: deploy/docker/truenas-compose.yml.
+# Fill every <FILL-ME-*> before deploying (PG password repeats in all
+# DATABASE_URL blocks + postgres + db-backup). Regenerated? keep both in sync.
+#
+services:
+  postgres:
+    image: postgres:18
+    environment:
+      POSTGRES_USER: momentum
+      POSTGRES_PASSWORD: <FILL-ME-PG-PASSWORD>
+      POSTGRES_DB: momentum
+      PGDATA: /var/lib/postgresql/data/pgdata
+    volumes:
+    - /mnt/volume/Apps/momentum/pgdata:/var/lib/postgresql/data
+    ports:
+    - 5433:5432
+    healthcheck:
+      test:
+      - CMD-SHELL
+      - pg_isready -U momentum -d momentum
+      interval: 10s
+      timeout: 5s
+      retries: 5
+    restart: unless-stopped
+  loop:
+    image: docker.io/fez5587/momentum-app:latest
+    command:
+    - python
+    - -u
+    - run_live_paper.py
+    - --no-dashboard
+    environment:
+      ALPACA_API_KEY: <FILL-ME-ALPACA-KEY>
+      ALPACA_BACKFILL_FEED: sip
+      ALPACA_BASE_URL: https://paper-api.alpaca.markets/v2
+      ALPACA_DATA_FEED: sip
+      ALPACA_PAPER_SYNC_ENABLED: '1'
+      ALPACA_SECRET_KEY: <FILL-ME-ALPACA-SECRET>
+      DATABASE_URL: postgresql://momentum:<FILL-ME-PG-PASSWORD>@postgres:5432/momentum
+      DEADMAN_DAILY_PING: '1'
+      DEADMAN_STALE_MIN: '5'
+      DISCOVER_INTERVAL_SECONDS: '120'
+      FMP_API_KEY: <FILL-ME-FMP-KEY>
+      INGEST_STALE_BLOCK: '0'
+      INGEST_STALE_SECONDS: '180'
+      LIVE_BARS_INTERVAL_SECONDS: '20'
+      LIVE_BARS_REFRESH_MINUTES: '20'
+      NEWS_CATALYST_SCORE_ENABLED: '1'
+      NEWS_DILUTION_VETO_ENABLED: '1'
+      NEWS_ENRICH_BATCH_LIMIT: '50'
+      NEWS_ENRICH_ENABLED: '1'
+      NEWS_ENRICH_INTERVAL_SECONDS: '120'
+      NEWS_ENRICH_LOOKBACK_HOURS: '12'
+      NEWS_FEEDS: prnewswire=https://www.prnewswire.com/rss/news-releases-list.rss,businesswire=https://feed.businesswire.com/rss/home/?rss=G1QFDERJXkJeGVtRWQ==,globenewswire=https://www.globenewswire.com/RssFeed/orgclass/1/feedTitle/GlobeNewswire%20-%20News%20about%20Public%20Companies
+      NEWS_LOOKBACK_HOURS: '8'
+      NEWS_RANK_BOOST: '2.0'
+      OLLAMA_ENABLED: '1'
+      OLLAMA_HOST: http://192.168.1.5:30068
+      OLLAMA_MODEL: qwen2.5:7b-instruct
+      OLLAMA_TEMPERATURE: '0.1'
+      OLLAMA_TIMEOUT_SECONDS: '60'
+      ORB_BARS: '5'
+      PG_SKIP_SCHEMA: '1'
+      STRATEGY_SETUPS: opening_range_break
+      TELEGRAM_BOT_TOKEN: <FILL-ME-TELEGRAM-TOKEN>
+      TELEGRAM_CHAT_ID: <FILL-ME-TELEGRAM-CHAT-ID>
+      TRADING_AUTO_APPROVE: '1'
+      TRADING_BACKOUT_COOLDOWN_SECONDS: '180'
+      TRADING_BLOCK_REENTRY_AFTER_EXIT: '1'
+      TRADING_ENTRY_CONFIRM_BY_MINUTE: '0'
+      TRADING_ENTRY_FILL_MODEL: marketable
+      TRADING_ENTRY_INVALIDATE_PCT: '0.015'
+      TRADING_ENTRY_ORDER_TYPE: limit
+      TRADING_ENTRY_TIMEOUT_BARS: '2'
+      TRADING_EOD_FLATTEN_ENABLED: '1'
+      TRADING_EOD_FLATTEN_TIME: '15:55'
+      TRADING_EXECUTION_ENABLED: '1'
+      TRADING_EXIT_BREAKEVEN_R: '1.0'
+      TRADING_EXIT_PROFIT_TIERS: 8:3,15:9,25:18,40:30
+      TRADING_EXIT_TRAIL_AFTER_R: '1.0'
+      TRADING_EXIT_TRAIL_MODE: prior_low
+      TRADING_EXIT_TRAIL_R_STEP: '0.25'
+      TRADING_LIQUIDITY_MAX_VOLUME_PCT: '0.025'
+      TRADING_MAX_BACKOUTS_PER_SYMBOL: '3'
+      TRADING_MAX_CONCURRENT_POSITIONS: '10'
+      TRADING_MAX_DAILY_LOSS_PCT: '0.05'
+      TRADING_MAX_FRESH_ENTRIES_PER_DAY: '10'
+      TRADING_MAX_GROSS_NOTIONAL_PCT: '0.60'
+      TRADING_MAX_ORDERS_PER_TICK: '1'
+      TRADING_MAX_POSITION_PCT: '0.16'
+      TRADING_MAX_RISK_DOLLARS: '500'
+      TRADING_MIN_DAY_VOLUME: '300000'
+      TRADING_MIN_ENTRY_GAP_PCT: '0.10'
+      TRADING_MIN_QUALITY_SCORE: '0.60'
+      TRADING_PRICE_MAX: '20.0'
+      TRADING_PRICE_MIN: '2.0'
+      TRADING_REENTRY_MIN_LOSS_PCT: '0.01'
+      TRADING_REGIME_GATE_ENABLED: '1'
+      TRADING_REGIME_GATE_P_MIN: '0.5'
+      TRADING_REQUIRE_ABOVE_VWAP: '1'
+      TRADING_REWARD_MULTIPLE: '10.0'
+      TRADING_RISK_PER_TRADE_PCT: '0.01'
+      TRADING_SESSION_ONLY: '1'
+      TRADING_TRIGGER_SLIP_PCT: '0.004'
+      TRADING_UNIFIED_ENTRY: '1'
+      TRIGGER_ARM_INTERVAL_SECONDS: '20'
+      TRIGGER_ENABLED: '1'
+      TRIGGER_GAP_MAX: '35'
+      TRIGGER_GAP_MIN: '10.0'
+      TRIGGER_GAP_SQUEEZE_MIN: '150'
+      TRIGGER_GAP_SQUEEZE_RVOL: '5.0'
+      TRIGGER_INTERVAL_SECONDS: '4'
+      TRIGGER_MAX_ARMED: '10'
+      TRIGGER_MIN_DOLLAR_VOL: '8000'
+      TRIGGER_PRICE_MAX_AGE: '12'
+      TRIGGER_RVOL_MIN: '2.0'
+      TZ: America/New_York
+      WATCHER_ENABLED: '1'
+      WATCHER_INTERVAL_SECONDS: '15'
+      WATCHER_PRICE_MAX: '20'
+      WATCHER_PRICE_MIN: '2'
+      YOUTUBE_API_KEY: <FILL-ME-YOUTUBE-KEY>
+    volumes:
+    - /mnt/volume/Apps/momentum/data:/app/data
+    depends_on:
+      postgres:
+        condition: service_healthy
+    restart: unless-stopped
+    healthcheck:
+      test:
+      - CMD
+      - python
+      - -c
+      - import os; os.environ['PG_SKIP_SCHEMA']='1'; import datetime,sys; from research.multi_schema import open_research_db; r=open_research_db('market').execute('SELECT max(timestamp) FROM events').fetchall()[0][0]; sys.exit(0 if r and (datetime.datetime.now()-r).total_seconds()<300 else 1)
+      interval: 60s
+      timeout: 20s
+      retries: 5
+      start_period: 180s
+  dashboard:
+    image: docker.io/fez5587/momentum-app:latest
+    command:
+    - python
+    - -u
+    - dashboard_api.py
+    environment:
+      ALPACA_API_KEY: <FILL-ME-ALPACA-KEY>
+      ALPACA_BACKFILL_FEED: sip
+      ALPACA_BASE_URL: https://paper-api.alpaca.markets/v2
+      ALPACA_DATA_FEED: sip
+      ALPACA_PAPER_SYNC_ENABLED: '1'
+      ALPACA_SECRET_KEY: <FILL-ME-ALPACA-SECRET>
+      DATABASE_URL: postgresql://momentum:<FILL-ME-PG-PASSWORD>@postgres:5432/momentum
+      DEADMAN_DAILY_PING: '1'
+      DEADMAN_STALE_MIN: '5'
+      DISCOVER_INTERVAL_SECONDS: '120'
+      FMP_API_KEY: <FILL-ME-FMP-KEY>
+      INGEST_STALE_BLOCK: '0'
+      INGEST_STALE_SECONDS: '180'
+      LIVE_BARS_INTERVAL_SECONDS: '20'
+      LIVE_BARS_REFRESH_MINUTES: '20'
+      NEWS_CATALYST_SCORE_ENABLED: '1'
+      NEWS_DILUTION_VETO_ENABLED: '1'
+      NEWS_ENRICH_BATCH_LIMIT: '50'
+      NEWS_ENRICH_ENABLED: '1'
+      NEWS_ENRICH_INTERVAL_SECONDS: '120'
+      NEWS_ENRICH_LOOKBACK_HOURS: '12'
+      NEWS_FEEDS: prnewswire=https://www.prnewswire.com/rss/news-releases-list.rss,businesswire=https://feed.businesswire.com/rss/home/?rss=G1QFDERJXkJeGVtRWQ==,globenewswire=https://www.globenewswire.com/RssFeed/orgclass/1/feedTitle/GlobeNewswire%20-%20News%20about%20Public%20Companies
+      NEWS_LOOKBACK_HOURS: '8'
+      NEWS_RANK_BOOST: '2.0'
+      OLLAMA_ENABLED: '1'
+      OLLAMA_HOST: http://192.168.1.5:30068
+      OLLAMA_MODEL: qwen2.5:7b-instruct
+      OLLAMA_TEMPERATURE: '0.1'
+      OLLAMA_TIMEOUT_SECONDS: '60'
+      ORB_BARS: '5'
+      PG_SKIP_SCHEMA: '1'
+      STRATEGY_SETUPS: opening_range_break
+      TELEGRAM_BOT_TOKEN: <FILL-ME-TELEGRAM-TOKEN>
+      TELEGRAM_CHAT_ID: <FILL-ME-TELEGRAM-CHAT-ID>
+      TRADING_AUTO_APPROVE: '1'
+      TRADING_BACKOUT_COOLDOWN_SECONDS: '180'
+      TRADING_BLOCK_REENTRY_AFTER_EXIT: '1'
+      TRADING_ENTRY_CONFIRM_BY_MINUTE: '0'
+      TRADING_ENTRY_FILL_MODEL: marketable
+      TRADING_ENTRY_INVALIDATE_PCT: '0.015'
+      TRADING_ENTRY_ORDER_TYPE: limit
+      TRADING_ENTRY_TIMEOUT_BARS: '2'
+      TRADING_EOD_FLATTEN_ENABLED: '1'
+      TRADING_EOD_FLATTEN_TIME: '15:55'
+      TRADING_EXECUTION_ENABLED: '1'
+      TRADING_EXIT_BREAKEVEN_R: '1.0'
+      TRADING_EXIT_PROFIT_TIERS: 8:3,15:9,25:18,40:30
+      TRADING_EXIT_TRAIL_AFTER_R: '1.0'
+      TRADING_EXIT_TRAIL_MODE: prior_low
+      TRADING_EXIT_TRAIL_R_STEP: '0.25'
+      TRADING_LIQUIDITY_MAX_VOLUME_PCT: '0.025'
+      TRADING_MAX_BACKOUTS_PER_SYMBOL: '3'
+      TRADING_MAX_CONCURRENT_POSITIONS: '10'
+      TRADING_MAX_DAILY_LOSS_PCT: '0.05'
+      TRADING_MAX_FRESH_ENTRIES_PER_DAY: '10'
+      TRADING_MAX_GROSS_NOTIONAL_PCT: '0.60'
+      TRADING_MAX_ORDERS_PER_TICK: '1'
+      TRADING_MAX_POSITION_PCT: '0.16'
+      TRADING_MAX_RISK_DOLLARS: '500'
+      TRADING_MIN_DAY_VOLUME: '300000'
+      TRADING_MIN_ENTRY_GAP_PCT: '0.10'
+      TRADING_MIN_QUALITY_SCORE: '0.60'
+      TRADING_PRICE_MAX: '20.0'
+      TRADING_PRICE_MIN: '2.0'
+      TRADING_REENTRY_MIN_LOSS_PCT: '0.01'
+      TRADING_REGIME_GATE_ENABLED: '1'
+      TRADING_REGIME_GATE_P_MIN: '0.5'
+      TRADING_REQUIRE_ABOVE_VWAP: '1'
+      TRADING_REWARD_MULTIPLE: '10.0'
+      TRADING_RISK_PER_TRADE_PCT: '0.01'
+      TRADING_SESSION_ONLY: '1'
+      TRADING_TRIGGER_SLIP_PCT: '0.004'
+      TRADING_UNIFIED_ENTRY: '1'
+      TRIGGER_ARM_INTERVAL_SECONDS: '20'
+      TRIGGER_ENABLED: '1'
+      TRIGGER_GAP_MAX: '35'
+      TRIGGER_GAP_MIN: '10.0'
+      TRIGGER_GAP_SQUEEZE_MIN: '150'
+      TRIGGER_GAP_SQUEEZE_RVOL: '5.0'
+      TRIGGER_INTERVAL_SECONDS: '4'
+      TRIGGER_MAX_ARMED: '10'
+      TRIGGER_MIN_DOLLAR_VOL: '8000'
+      TRIGGER_PRICE_MAX_AGE: '12'
+      TRIGGER_RVOL_MIN: '2.0'
+      TZ: America/New_York
+      WATCHER_ENABLED: '1'
+      WATCHER_INTERVAL_SECONDS: '15'
+      WATCHER_PRICE_MAX: '20'
+      WATCHER_PRICE_MIN: '2'
+      YOUTUBE_API_KEY: <FILL-ME-YOUTUBE-KEY>
+      DASHBOARD_HOST: 0.0.0.0
+      DASHBOARD_PORT: '8765'
+      DASHBOARD_TOKEN: <FILL-ME-DASHBOARD-TOKEN>
+      COMMAND_BUS_ENABLED: '1'
+    volumes:
+    - /mnt/volume/Apps/momentum/data:/app/data
+    depends_on:
+      postgres:
+        condition: service_healthy
+    restart: unless-stopped
+    ports:
+    - 8765:8765
+  qabot:
+    image: docker.io/fez5587/momentum-app:latest
+    command:
+    - python
+    - -u
+    - telegram_bot.py
+    environment:
+      ALPACA_API_KEY: <FILL-ME-ALPACA-KEY>
+      ALPACA_BACKFILL_FEED: sip
+      ALPACA_BASE_URL: https://paper-api.alpaca.markets/v2
+      ALPACA_DATA_FEED: sip
+      ALPACA_PAPER_SYNC_ENABLED: '1'
+      ALPACA_SECRET_KEY: <FILL-ME-ALPACA-SECRET>
+      DATABASE_URL: postgresql://momentum:<FILL-ME-PG-PASSWORD>@postgres:5432/momentum
+      DEADMAN_DAILY_PING: '1'
+      DEADMAN_STALE_MIN: '5'
+      DISCOVER_INTERVAL_SECONDS: '120'
+      FMP_API_KEY: <FILL-ME-FMP-KEY>
+      INGEST_STALE_BLOCK: '0'
+      INGEST_STALE_SECONDS: '180'
+      LIVE_BARS_INTERVAL_SECONDS: '20'
+      LIVE_BARS_REFRESH_MINUTES: '20'
+      NEWS_CATALYST_SCORE_ENABLED: '1'
+      NEWS_DILUTION_VETO_ENABLED: '1'
+      NEWS_ENRICH_BATCH_LIMIT: '50'
+      NEWS_ENRICH_ENABLED: '1'
+      NEWS_ENRICH_INTERVAL_SECONDS: '120'
+      NEWS_ENRICH_LOOKBACK_HOURS: '12'
+      NEWS_FEEDS: prnewswire=https://www.prnewswire.com/rss/news-releases-list.rss,businesswire=https://feed.businesswire.com/rss/home/?rss=G1QFDERJXkJeGVtRWQ==,globenewswire=https://www.globenewswire.com/RssFeed/orgclass/1/feedTitle/GlobeNewswire%20-%20News%20about%20Public%20Companies
+      NEWS_LOOKBACK_HOURS: '8'
+      NEWS_RANK_BOOST: '2.0'
+      OLLAMA_ENABLED: '1'
+      OLLAMA_HOST: http://192.168.1.5:30068
+      OLLAMA_MODEL: qwen2.5:7b-instruct
+      OLLAMA_TEMPERATURE: '0.1'
+      OLLAMA_TIMEOUT_SECONDS: '60'
+      ORB_BARS: '5'
+      PG_SKIP_SCHEMA: '1'
+      STRATEGY_SETUPS: opening_range_break
+      TELEGRAM_BOT_TOKEN: <FILL-ME-TELEGRAM-TOKEN>
+      TELEGRAM_CHAT_ID: <FILL-ME-TELEGRAM-CHAT-ID>
+      TRADING_AUTO_APPROVE: '1'
+      TRADING_BACKOUT_COOLDOWN_SECONDS: '180'
+      TRADING_BLOCK_REENTRY_AFTER_EXIT: '1'
+      TRADING_ENTRY_CONFIRM_BY_MINUTE: '0'
+      TRADING_ENTRY_FILL_MODEL: marketable
+      TRADING_ENTRY_INVALIDATE_PCT: '0.015'
+      TRADING_ENTRY_ORDER_TYPE: limit
+      TRADING_ENTRY_TIMEOUT_BARS: '2'
+      TRADING_EOD_FLATTEN_ENABLED: '1'
+      TRADING_EOD_FLATTEN_TIME: '15:55'
+      TRADING_EXECUTION_ENABLED: '1'
+      TRADING_EXIT_BREAKEVEN_R: '1.0'
+      TRADING_EXIT_PROFIT_TIERS: 8:3,15:9,25:18,40:30
+      TRADING_EXIT_TRAIL_AFTER_R: '1.0'
+      TRADING_EXIT_TRAIL_MODE: prior_low
+      TRADING_EXIT_TRAIL_R_STEP: '0.25'
+      TRADING_LIQUIDITY_MAX_VOLUME_PCT: '0.025'
+      TRADING_MAX_BACKOUTS_PER_SYMBOL: '3'
+      TRADING_MAX_CONCURRENT_POSITIONS: '10'
+      TRADING_MAX_DAILY_LOSS_PCT: '0.05'
+      TRADING_MAX_FRESH_ENTRIES_PER_DAY: '10'
+      TRADING_MAX_GROSS_NOTIONAL_PCT: '0.60'
+      TRADING_MAX_ORDERS_PER_TICK: '1'
+      TRADING_MAX_POSITION_PCT: '0.16'
+      TRADING_MAX_RISK_DOLLARS: '500'
+      TRADING_MIN_DAY_VOLUME: '300000'
+      TRADING_MIN_ENTRY_GAP_PCT: '0.10'
+      TRADING_MIN_QUALITY_SCORE: '0.60'
+      TRADING_PRICE_MAX: '20.0'
+      TRADING_PRICE_MIN: '2.0'
+      TRADING_REENTRY_MIN_LOSS_PCT: '0.01'
+      TRADING_REGIME_GATE_ENABLED: '1'
+      TRADING_REGIME_GATE_P_MIN: '0.5'
+      TRADING_REQUIRE_ABOVE_VWAP: '1'
+      TRADING_REWARD_MULTIPLE: '10.0'
+      TRADING_RISK_PER_TRADE_PCT: '0.01'
+      TRADING_SESSION_ONLY: '1'
+      TRADING_TRIGGER_SLIP_PCT: '0.004'
+      TRADING_UNIFIED_ENTRY: '1'
+      TRIGGER_ARM_INTERVAL_SECONDS: '20'
+      TRIGGER_ENABLED: '1'
+      TRIGGER_GAP_MAX: '35'
+      TRIGGER_GAP_MIN: '10.0'
+      TRIGGER_GAP_SQUEEZE_MIN: '150'
+      TRIGGER_GAP_SQUEEZE_RVOL: '5.0'
+      TRIGGER_INTERVAL_SECONDS: '4'
+      TRIGGER_MAX_ARMED: '10'
+      TRIGGER_MIN_DOLLAR_VOL: '8000'
+      TRIGGER_PRICE_MAX_AGE: '12'
+      TRIGGER_RVOL_MIN: '2.0'
+      TZ: America/New_York
+      WATCHER_ENABLED: '1'
+      WATCHER_INTERVAL_SECONDS: '15'
+      WATCHER_PRICE_MAX: '20'
+      WATCHER_PRICE_MIN: '2'
+      YOUTUBE_API_KEY: <FILL-ME-YOUTUBE-KEY>
+    volumes:
+    - /mnt/volume/Apps/momentum/data:/app/data
+    depends_on:
+      postgres:
+        condition: service_healthy
+    restart: unless-stopped
+  transcripts:
+    image: docker.io/fez5587/momentum-app:latest
+    command:
+    - python
+    - -u
+    - -m
+    - youtube_claims.run
+    - run
+    environment:
+      ALPACA_API_KEY: <FILL-ME-ALPACA-KEY>
+      ALPACA_BACKFILL_FEED: sip
+      ALPACA_BASE_URL: https://paper-api.alpaca.markets/v2
+      ALPACA_DATA_FEED: sip
+      ALPACA_PAPER_SYNC_ENABLED: '1'
+      ALPACA_SECRET_KEY: <FILL-ME-ALPACA-SECRET>
+      DATABASE_URL: postgresql://momentum:<FILL-ME-PG-PASSWORD>@postgres:5432/momentum
+      DEADMAN_DAILY_PING: '1'
+      DEADMAN_STALE_MIN: '5'
+      DISCOVER_INTERVAL_SECONDS: '120'
+      FMP_API_KEY: <FILL-ME-FMP-KEY>
+      INGEST_STALE_BLOCK: '0'
+      INGEST_STALE_SECONDS: '180'
+      LIVE_BARS_INTERVAL_SECONDS: '20'
+      LIVE_BARS_REFRESH_MINUTES: '20'
+      NEWS_CATALYST_SCORE_ENABLED: '1'
+      NEWS_DILUTION_VETO_ENABLED: '1'
+      NEWS_ENRICH_BATCH_LIMIT: '50'
+      NEWS_ENRICH_ENABLED: '1'
+      NEWS_ENRICH_INTERVAL_SECONDS: '120'
+      NEWS_ENRICH_LOOKBACK_HOURS: '12'
+      NEWS_FEEDS: prnewswire=https://www.prnewswire.com/rss/news-releases-list.rss,businesswire=https://feed.businesswire.com/rss/home/?rss=G1QFDERJXkJeGVtRWQ==,globenewswire=https://www.globenewswire.com/RssFeed/orgclass/1/feedTitle/GlobeNewswire%20-%20News%20about%20Public%20Companies
+      NEWS_LOOKBACK_HOURS: '8'
+      NEWS_RANK_BOOST: '2.0'
+      OLLAMA_ENABLED: '1'
+      OLLAMA_HOST: http://192.168.1.5:30068
+      OLLAMA_MODEL: qwen2.5:7b-instruct
+      OLLAMA_TEMPERATURE: '0.1'
+      OLLAMA_TIMEOUT_SECONDS: '60'
+      ORB_BARS: '5'
+      PG_SKIP_SCHEMA: '1'
+      STRATEGY_SETUPS: opening_range_break
+      TELEGRAM_BOT_TOKEN: <FILL-ME-TELEGRAM-TOKEN>
+      TELEGRAM_CHAT_ID: <FILL-ME-TELEGRAM-CHAT-ID>
+      TRADING_AUTO_APPROVE: '1'
+      TRADING_BACKOUT_COOLDOWN_SECONDS: '180'
+      TRADING_BLOCK_REENTRY_AFTER_EXIT: '1'
+      TRADING_ENTRY_CONFIRM_BY_MINUTE: '0'
+      TRADING_ENTRY_FILL_MODEL: marketable
+      TRADING_ENTRY_INVALIDATE_PCT: '0.015'
+      TRADING_ENTRY_ORDER_TYPE: limit
+      TRADING_ENTRY_TIMEOUT_BARS: '2'
+      TRADING_EOD_FLATTEN_ENABLED: '1'
+      TRADING_EOD_FLATTEN_TIME: '15:55'
+      TRADING_EXECUTION_ENABLED: '1'
+      TRADING_EXIT_BREAKEVEN_R: '1.0'
+      TRADING_EXIT_PROFIT_TIERS: 8:3,15:9,25:18,40:30
+      TRADING_EXIT_TRAIL_AFTER_R: '1.0'
+      TRADING_EXIT_TRAIL_MODE: prior_low
+      TRADING_EXIT_TRAIL_R_STEP: '0.25'
+      TRADING_LIQUIDITY_MAX_VOLUME_PCT: '0.025'
+      TRADING_MAX_BACKOUTS_PER_SYMBOL: '3'
+      TRADING_MAX_CONCURRENT_POSITIONS: '10'
+      TRADING_MAX_DAILY_LOSS_PCT: '0.05'
+      TRADING_MAX_FRESH_ENTRIES_PER_DAY: '10'
+      TRADING_MAX_GROSS_NOTIONAL_PCT: '0.60'
+      TRADING_MAX_ORDERS_PER_TICK: '1'
+      TRADING_MAX_POSITION_PCT: '0.16'
+      TRADING_MAX_RISK_DOLLARS: '500'
+      TRADING_MIN_DAY_VOLUME: '300000'
+      TRADING_MIN_ENTRY_GAP_PCT: '0.10'
+      TRADING_MIN_QUALITY_SCORE: '0.60'
+      TRADING_PRICE_MAX: '20.0'
+      TRADING_PRICE_MIN: '2.0'
+      TRADING_REENTRY_MIN_LOSS_PCT: '0.01'
+      TRADING_REGIME_GATE_ENABLED: '1'
+      TRADING_REGIME_GATE_P_MIN: '0.5'
+      TRADING_REQUIRE_ABOVE_VWAP: '1'
+      TRADING_REWARD_MULTIPLE: '10.0'
+      TRADING_RISK_PER_TRADE_PCT: '0.01'
+      TRADING_SESSION_ONLY: '1'
+      TRADING_TRIGGER_SLIP_PCT: '0.004'
+      TRADING_UNIFIED_ENTRY: '1'
+      TRIGGER_ARM_INTERVAL_SECONDS: '20'
+      TRIGGER_ENABLED: '1'
+      TRIGGER_GAP_MAX: '35'
+      TRIGGER_GAP_MIN: '10.0'
+      TRIGGER_GAP_SQUEEZE_MIN: '150'
+      TRIGGER_GAP_SQUEEZE_RVOL: '5.0'
+      TRIGGER_INTERVAL_SECONDS: '4'
+      TRIGGER_MAX_ARMED: '10'
+      TRIGGER_MIN_DOLLAR_VOL: '8000'
+      TRIGGER_PRICE_MAX_AGE: '12'
+      TRIGGER_RVOL_MIN: '2.0'
+      TZ: America/New_York
+      WATCHER_ENABLED: '1'
+      WATCHER_INTERVAL_SECONDS: '15'
+      WATCHER_PRICE_MAX: '20'
+      WATCHER_PRICE_MIN: '2'
+      YOUTUBE_API_KEY: <FILL-ME-YOUTUBE-KEY>
+    volumes:
+    - /mnt/volume/Apps/momentum/data:/app/data
+    depends_on:
+      postgres:
+        condition: service_healthy
+    restart: unless-stopped
+  admin:
+    image: docker.io/fez5587/momentum-app:latest
+    command:
+    - python
+    - -u
+    - admin_api.py
+    environment:
+      ALPACA_API_KEY: <FILL-ME-ALPACA-KEY>
+      ALPACA_BACKFILL_FEED: sip
+      ALPACA_BASE_URL: https://paper-api.alpaca.markets/v2
+      ALPACA_DATA_FEED: sip
+      ALPACA_PAPER_SYNC_ENABLED: '1'
+      ALPACA_SECRET_KEY: <FILL-ME-ALPACA-SECRET>
+      DATABASE_URL: postgresql://momentum:<FILL-ME-PG-PASSWORD>@postgres:5432/momentum
+      DEADMAN_DAILY_PING: '1'
+      DEADMAN_STALE_MIN: '5'
+      DISCOVER_INTERVAL_SECONDS: '120'
+      FMP_API_KEY: <FILL-ME-FMP-KEY>
+      INGEST_STALE_BLOCK: '0'
+      INGEST_STALE_SECONDS: '180'
+      LIVE_BARS_INTERVAL_SECONDS: '20'
+      LIVE_BARS_REFRESH_MINUTES: '20'
+      NEWS_CATALYST_SCORE_ENABLED: '1'
+      NEWS_DILUTION_VETO_ENABLED: '1'
+      NEWS_ENRICH_BATCH_LIMIT: '50'
+      NEWS_ENRICH_ENABLED: '1'
+      NEWS_ENRICH_INTERVAL_SECONDS: '120'
+      NEWS_ENRICH_LOOKBACK_HOURS: '12'
+      NEWS_FEEDS: prnewswire=https://www.prnewswire.com/rss/news-releases-list.rss,businesswire=https://feed.businesswire.com/rss/home/?rss=G1QFDERJXkJeGVtRWQ==,globenewswire=https://www.globenewswire.com/RssFeed/orgclass/1/feedTitle/GlobeNewswire%20-%20News%20about%20Public%20Companies
+      NEWS_LOOKBACK_HOURS: '8'
+      NEWS_RANK_BOOST: '2.0'
+      OLLAMA_ENABLED: '1'
+      OLLAMA_HOST: http://192.168.1.5:30068
+      OLLAMA_MODEL: qwen2.5:7b-instruct
+      OLLAMA_TEMPERATURE: '0.1'
+      OLLAMA_TIMEOUT_SECONDS: '60'
+      ORB_BARS: '5'
+      PG_SKIP_SCHEMA: '1'
+      STRATEGY_SETUPS: opening_range_break
+      TELEGRAM_BOT_TOKEN: <FILL-ME-TELEGRAM-TOKEN>
+      TELEGRAM_CHAT_ID: <FILL-ME-TELEGRAM-CHAT-ID>
+      TRADING_AUTO_APPROVE: '1'
+      TRADING_BACKOUT_COOLDOWN_SECONDS: '180'
+      TRADING_BLOCK_REENTRY_AFTER_EXIT: '1'
+      TRADING_ENTRY_CONFIRM_BY_MINUTE: '0'
+      TRADING_ENTRY_FILL_MODEL: marketable
+      TRADING_ENTRY_INVALIDATE_PCT: '0.015'
+      TRADING_ENTRY_ORDER_TYPE: limit
+      TRADING_ENTRY_TIMEOUT_BARS: '2'
+      TRADING_EOD_FLATTEN_ENABLED: '1'
+      TRADING_EOD_FLATTEN_TIME: '15:55'
+      TRADING_EXECUTION_ENABLED: '1'
+      TRADING_EXIT_BREAKEVEN_R: '1.0'
+      TRADING_EXIT_PROFIT_TIERS: 8:3,15:9,25:18,40:30
+      TRADING_EXIT_TRAIL_AFTER_R: '1.0'
+      TRADING_EXIT_TRAIL_MODE: prior_low
+      TRADING_EXIT_TRAIL_R_STEP: '0.25'
+      TRADING_LIQUIDITY_MAX_VOLUME_PCT: '0.025'
+      TRADING_MAX_BACKOUTS_PER_SYMBOL: '3'
+      TRADING_MAX_CONCURRENT_POSITIONS: '10'
+      TRADING_MAX_DAILY_LOSS_PCT: '0.05'
+      TRADING_MAX_FRESH_ENTRIES_PER_DAY: '10'
+      TRADING_MAX_GROSS_NOTIONAL_PCT: '0.60'
+      TRADING_MAX_ORDERS_PER_TICK: '1'
+      TRADING_MAX_POSITION_PCT: '0.16'
+      TRADING_MAX_RISK_DOLLARS: '500'
+      TRADING_MIN_DAY_VOLUME: '300000'
+      TRADING_MIN_ENTRY_GAP_PCT: '0.10'
+      TRADING_MIN_QUALITY_SCORE: '0.60'
+      TRADING_PRICE_MAX: '20.0'
+      TRADING_PRICE_MIN: '2.0'
+      TRADING_REENTRY_MIN_LOSS_PCT: '0.01'
+      TRADING_REGIME_GATE_ENABLED: '1'
+      TRADING_REGIME_GATE_P_MIN: '0.5'
+      TRADING_REQUIRE_ABOVE_VWAP: '1'
+      TRADING_REWARD_MULTIPLE: '10.0'
+      TRADING_RISK_PER_TRADE_PCT: '0.01'
+      TRADING_SESSION_ONLY: '1'
+      TRADING_TRIGGER_SLIP_PCT: '0.004'
+      TRADING_UNIFIED_ENTRY: '1'
+      TRIGGER_ARM_INTERVAL_SECONDS: '20'
+      TRIGGER_ENABLED: '1'
+      TRIGGER_GAP_MAX: '35'
+      TRIGGER_GAP_MIN: '10.0'
+      TRIGGER_GAP_SQUEEZE_MIN: '150'
+      TRIGGER_GAP_SQUEEZE_RVOL: '5.0'
+      TRIGGER_INTERVAL_SECONDS: '4'
+      TRIGGER_MAX_ARMED: '10'
+      TRIGGER_MIN_DOLLAR_VOL: '8000'
+      TRIGGER_PRICE_MAX_AGE: '12'
+      TRIGGER_RVOL_MIN: '2.0'
+      TZ: America/New_York
+      WATCHER_ENABLED: '1'
+      WATCHER_INTERVAL_SECONDS: '15'
+      WATCHER_PRICE_MAX: '20'
+      WATCHER_PRICE_MIN: '2'
+      YOUTUBE_API_KEY: <FILL-ME-YOUTUBE-KEY>
+      ADMIN_PORT: '8767'
+      ADMIN_TOKEN: <FILL-ME-ADMIN-TOKEN>
+    volumes:
+    - /mnt/volume/Apps/momentum/data:/app/data
+    - /var/run/docker.sock:/var/run/docker.sock
+    depends_on:
+      postgres:
+        condition: service_healthy
+    restart: unless-stopped
+    ports:
+    - 8767:8767
+  scheduler:
+    image: docker.io/fez5587/momentum-app:latest
+    command:
+    - /bin/sh
+    - -c
+    - "echo \"[scheduler] up; fires 20:00 ET Mon-Fri\"\nwhile true; do\n  if [ \"$$(date +%H:%M)\" = \"20:00\" ] && [ \"$$(date +%u)\" -le 5 ]; then\n    python -m research.premarket_eval || echo \"[scheduler] eval FAILED\"\n    python -m research.ingestion.market_context || echo \"[scheduler] market_context FAILED\"\n    python -m research.eod_reconcile || echo \"[scheduler] reconcile FAILED\"\n    python eod_replay.py || echo \"[scheduler] eod_replay FAILED\"\n    python nightly_tune.py || echo \"[scheduler] nightly_tune FAILED\"\n    python -m research.regime build-features || echo \"[scheduler] regime build FAILED\"\n    python -m research.regime score --model threshold_v1 || echo \"[scheduler] regime threshold FAILED\"\n    python -m research.regime score --model meta_v1 || echo \"[scheduler] regime meta FAILED\"\n    python -m research.experiments run || echo \"[scheduler] experiments run FAILED\"\n    python -m research.experiments adjudicate || echo \"[scheduler] experiments adjudicate FAILED\"\n    sleep 120\n  fi\n  sleep 20\ndone\n"
+    environment:
+      ALPACA_API_KEY: <FILL-ME-ALPACA-KEY>
+      ALPACA_BACKFILL_FEED: sip
+      ALPACA_BASE_URL: https://paper-api.alpaca.markets/v2
+      ALPACA_DATA_FEED: sip
+      ALPACA_PAPER_SYNC_ENABLED: '1'
+      ALPACA_SECRET_KEY: <FILL-ME-ALPACA-SECRET>
+      DATABASE_URL: postgresql://momentum:<FILL-ME-PG-PASSWORD>@postgres:5432/momentum
+      DEADMAN_DAILY_PING: '1'
+      DEADMAN_STALE_MIN: '5'
+      DISCOVER_INTERVAL_SECONDS: '120'
+      FMP_API_KEY: <FILL-ME-FMP-KEY>
+      INGEST_STALE_BLOCK: '0'
+      INGEST_STALE_SECONDS: '180'
+      LIVE_BARS_INTERVAL_SECONDS: '20'
+      LIVE_BARS_REFRESH_MINUTES: '20'
+      NEWS_CATALYST_SCORE_ENABLED: '1'
+      NEWS_DILUTION_VETO_ENABLED: '1'
+      NEWS_ENRICH_BATCH_LIMIT: '50'
+      NEWS_ENRICH_ENABLED: '1'
+      NEWS_ENRICH_INTERVAL_SECONDS: '120'
+      NEWS_ENRICH_LOOKBACK_HOURS: '12'
+      NEWS_FEEDS: prnewswire=https://www.prnewswire.com/rss/news-releases-list.rss,businesswire=https://feed.businesswire.com/rss/home/?rss=G1QFDERJXkJeGVtRWQ==,globenewswire=https://www.globenewswire.com/RssFeed/orgclass/1/feedTitle/GlobeNewswire%20-%20News%20about%20Public%20Companies
+      NEWS_LOOKBACK_HOURS: '8'
+      NEWS_RANK_BOOST: '2.0'
+      OLLAMA_ENABLED: '1'
+      OLLAMA_HOST: http://192.168.1.5:30068
+      OLLAMA_MODEL: qwen2.5:7b-instruct
+      OLLAMA_TEMPERATURE: '0.1'
+      OLLAMA_TIMEOUT_SECONDS: '60'
+      ORB_BARS: '5'
+      PG_SKIP_SCHEMA: '1'
+      STRATEGY_SETUPS: opening_range_break
+      TELEGRAM_BOT_TOKEN: <FILL-ME-TELEGRAM-TOKEN>
+      TELEGRAM_CHAT_ID: <FILL-ME-TELEGRAM-CHAT-ID>
+      TRADING_AUTO_APPROVE: '1'
+      TRADING_BACKOUT_COOLDOWN_SECONDS: '180'
+      TRADING_BLOCK_REENTRY_AFTER_EXIT: '1'
+      TRADING_ENTRY_CONFIRM_BY_MINUTE: '0'
+      TRADING_ENTRY_FILL_MODEL: marketable
+      TRADING_ENTRY_INVALIDATE_PCT: '0.015'
+      TRADING_ENTRY_ORDER_TYPE: limit
+      TRADING_ENTRY_TIMEOUT_BARS: '2'
+      TRADING_EOD_FLATTEN_ENABLED: '1'
+      TRADING_EOD_FLATTEN_TIME: '15:55'
+      TRADING_EXECUTION_ENABLED: '1'
+      TRADING_EXIT_BREAKEVEN_R: '1.0'
+      TRADING_EXIT_PROFIT_TIERS: 8:3,15:9,25:18,40:30
+      TRADING_EXIT_TRAIL_AFTER_R: '1.0'
+      TRADING_EXIT_TRAIL_MODE: prior_low
+      TRADING_EXIT_TRAIL_R_STEP: '0.25'
+      TRADING_LIQUIDITY_MAX_VOLUME_PCT: '0.025'
+      TRADING_MAX_BACKOUTS_PER_SYMBOL: '3'
+      TRADING_MAX_CONCURRENT_POSITIONS: '10'
+      TRADING_MAX_DAILY_LOSS_PCT: '0.05'
+      TRADING_MAX_FRESH_ENTRIES_PER_DAY: '10'
+      TRADING_MAX_GROSS_NOTIONAL_PCT: '0.60'
+      TRADING_MAX_ORDERS_PER_TICK: '1'
+      TRADING_MAX_POSITION_PCT: '0.16'
+      TRADING_MAX_RISK_DOLLARS: '500'
+      TRADING_MIN_DAY_VOLUME: '300000'
+      TRADING_MIN_ENTRY_GAP_PCT: '0.10'
+      TRADING_MIN_QUALITY_SCORE: '0.60'
+      TRADING_PRICE_MAX: '20.0'
+      TRADING_PRICE_MIN: '2.0'
+      TRADING_REENTRY_MIN_LOSS_PCT: '0.01'
+      TRADING_REGIME_GATE_ENABLED: '1'
+      TRADING_REGIME_GATE_P_MIN: '0.5'
+      TRADING_REQUIRE_ABOVE_VWAP: '1'
+      TRADING_REWARD_MULTIPLE: '10.0'
+      TRADING_RISK_PER_TRADE_PCT: '0.01'
+      TRADING_SESSION_ONLY: '1'
+      TRADING_TRIGGER_SLIP_PCT: '0.004'
+      TRADING_UNIFIED_ENTRY: '1'
+      TRIGGER_ARM_INTERVAL_SECONDS: '20'
+      TRIGGER_ENABLED: '1'
+      TRIGGER_GAP_MAX: '35'
+      TRIGGER_GAP_MIN: '10.0'
+      TRIGGER_GAP_SQUEEZE_MIN: '150'
+      TRIGGER_GAP_SQUEEZE_RVOL: '5.0'
+      TRIGGER_INTERVAL_SECONDS: '4'
+      TRIGGER_MAX_ARMED: '10'
+      TRIGGER_MIN_DOLLAR_VOL: '8000'
+      TRIGGER_PRICE_MAX_AGE: '12'
+      TRIGGER_RVOL_MIN: '2.0'
+      TZ: America/New_York
+      WATCHER_ENABLED: '1'
+      WATCHER_INTERVAL_SECONDS: '15'
+      WATCHER_PRICE_MAX: '20'
+      WATCHER_PRICE_MIN: '2'
+      YOUTUBE_API_KEY: <FILL-ME-YOUTUBE-KEY>
+    volumes:
+    - /mnt/volume/Apps/momentum/data:/app/data
+    depends_on:
+      postgres:
+        condition: service_healthy
+    restart: unless-stopped
+  db-backup:
+    image: postgres:18
+    restart: unless-stopped
+    environment:
+      DATABASE_URL: postgresql://momentum:<FILL-ME-PG-PASSWORD>@postgres:5432/momentum
+      BACKUP_DIR: /backups
+      BACKUP_KEEP_DAYS: '14'
+      TZ: America/New_York
+    volumes:
+    - /mnt/volume/Apps/momentum/data/backups:/backups
+    depends_on:
+      postgres:
+        condition: service_healthy
+    command:
+    - /bin/bash
+    - -c
+    - "set -o pipefail\necho \"[backup] up; fires 20:10 ET Mon-Fri\"\nwhile true; do\n  if [ \"$$(date +%H:%M)\" = \"20:10\" ] && [ \"$$(date +%u)\" -le 5 ]; then\n    out=\"$$BACKUP_DIR/momentum-$$(date +%F).sql.gz\"\n    mkdir -p \"$$BACKUP_DIR\" && pg_dump \"$$DATABASE_URL\" | gzip > \"$$out.tmp\" && gunzip -t \"$$out.tmp\" && mv \"$$out.tmp\" \"$$out\" && echo \"[backup] OK\" || echo \"[backup] FAILED\"\n    sleep 120\n  fi\n  sleep 20\ndone\n"
+

research/ingestion/signals.py

@@ -24,6 +24,28 @@ class GapperCandidate:
     vwap: float | None
     prev_close: float | None = None   # for the STATIC overnight gap (open vs prev close)
     rank: int = 0
+    # Time-of-day rvol: cum volume vs MEDIAN(20d) prorated by session elapsed time.
+    # The legacy relative_volume divides cum-so-far by the full-day MEAN, which is
+    # (a) ~0.1-0.3 for a NORMAL heavy name minutes after the open (cum can't reach
+    # a full-day average yet) and (b) poisoned by reverse-split / prior-squeeze
+    # days in the mean (BIYA 07-20: legacy 1.27 vs tod 481 — median 1.5M, mean
+    # 29.4M). None when no baseline. Legacy relative_volume is kept untouched —
+    # validated boundaries (gap-squeeze rvol>=5) are calibrated in its units.
+    relative_volume_tod: float | None = None
+
+
+def _session_elapsed_fraction(now: datetime | None = None) -> float:
+    """Fraction of the 390-min regular session elapsed, floored at 0.05 so a
+    premarket/at-open scan doesn't divide by ~zero expected volume."""
+    try:
+        from zoneinfo import ZoneInfo
+        et = (now or datetime.now(ZoneInfo("America/New_York")))
+        if et.tzinfo is not None:
+            et = et.astimezone(ZoneInfo("America/New_York"))
+        elapsed = (et.hour - 9) * 60 + (et.minute - 30)
+    except Exception:  # noqa: BLE001 — fall back to full-day (legacy behaviour)
+        return 1.0
+    return min(1.0, max(0.05, elapsed / 390.0))
 
 
 def scan_gappers(
@@ -34,6 +56,7 @@ def scan_gappers(
     price_min: float = 1.0,
     price_max: float = 20.0,
     limit: int = 25,
+    now: datetime | None = None,
 ) -> list[GapperCandidate]:
     """Find symbols gapping up on elevated volume for a session."""
     rows = con.execute(
@@ -56,7 +79,8 @@ def scan_gappers(
             WHERE trade_date < ?
         ),
         avg_vol AS (
-            SELECT symbol, AVG(volume) AS adv
+            SELECT symbol, AVG(volume) AS adv,
+                   PERCENTILE_CONT(0.5) WITHIN GROUP (ORDER BY volume) AS med_vol
             FROM (
                 SELECT symbol, volume,
                        ROW_NUMBER() OVER (
@@ -69,7 +93,7 @@ def scan_gappers(
             GROUP BY symbol
         )
         SELECT l.symbol, l.close, l.vwap, l.cum_volume,
-               p.prev_close, a.adv
+               p.prev_close, a.adv, a.med_vol
         FROM latest l
         JOIN prev p ON p.symbol = l.symbol AND p.rn = 1
         LEFT JOIN avg_vol a ON a.symbol = l.symbol
@@ -78,13 +102,21 @@ def scan_gappers(
         [session_date, session_date, session_date, price_min, price_max],
     ).fetchall()
 
+    frac = _session_elapsed_fraction(now)
     candidates: list[GapperCandidate] = []
-    for symbol, close, vwap, cum_volume, prev_close, adv in rows:
+    for symbol, close, vwap, cum_volume, prev_close, adv, med_vol in rows:
         if not prev_close or prev_close <= 0:
             continue
         gap_pct = (float(close) - float(prev_close)) / float(prev_close) * 100.0
         rvol = (float(cum_volume) / float(adv)) if adv and adv > 0 else 0.0
-        if gap_pct >= min_gap_pct and rvol >= min_relative_volume:
+        rvol_tod = (float(cum_volume) / (float(med_vol) * frac)
+                    if med_vol and float(med_vol) > 0 else None)
+        # either rvol flavour clears the bar: legacy is ~0.1-0.3 early in the
+        # session even for a heavy name (cum-so-far vs full-day mean), so the
+        # tod variant keeps real early movers from being silently dropped
+        if gap_pct >= min_gap_pct and (
+                rvol >= min_relative_volume
+                or (rvol_tod or 0.0) >= min_relative_volume):
             candidates.append(
                 GapperCandidate(
                     symbol=symbol,
@@ -94,6 +126,7 @@ def scan_gappers(
                     cumulative_volume=int(cum_volume),
                     relative_volume=rvol,
                     vwap=float(vwap) if vwap is not None else None,
+                    relative_volume_tod=rvol_tod,
                 )
             )
     candidates.sort(key=lambda c: (c.gap_pct * max(c.relative_volume, 0.1)), reverse=True)

run_live_paper.py

@@ -960,6 +960,7 @@ def main(argv: list[str] | None = None) -> int:
                 "gap_pct": g.gap_pct,
                 "gap_open_pct": gap_open_pct,
                 "rvol": g.relative_volume,
+                "rvol_tod": g.relative_volume_tod,
                 "trigger": hi,
                 "stop": stop,
                 "range_pct": ((hi - lo) / hi) if (hi and lo and hi > 0) else 0.0,

runtime/triggers.py

@@ -56,6 +56,12 @@ class ArmedTrigger:
     gap_pct: float = 0.0            # DYNAMIC gap (latest vs prev close) — display/rank only
     gap_open_pct: float | None = None  # STATIC overnight gap (session open vs prev close)
     rvol: float = 0.0
+    # time-of-day rvol (cum vs median(20d) prorated by elapsed session) — the arm
+    # eligibility signal. Legacy rvol is full-day-mean based: ~0.1-0.3 minutes
+    # after the open for a NORMAL heavy name, so rvol_min=2 vs legacy armed almost
+    # nothing early (07-20: IREX 0.76/IRE 0.58/BIYA 1.27 all stuck "weak" while
+    # breaking out; tod = 16.8/11.9/481). None -> fall back to legacy rvol.
+    rvol_tod: float | None = None
     trigger: float | None = None  # opening-range high (entry breakout level)
     stop: float | None = None     # opening-range low, cushioned (protective stop)
     range_pct: float = 0.0        # (high-low)/high — how wide the opening range is
@@ -86,6 +92,7 @@ class ArmedTrigger:
             "rank": self.rank,
             "gap": round(self.gap_pct, 2),
             "rvol": round(self.rvol, 2),
+            "rvol_tod": round(self.rvol_tod, 2) if self.rvol_tod is not None else None,
             "trigger": round(self.trigger, 4) if self.trigger else None,
             "stop": round(self.stop, 4) if self.stop else None,
             "price": round(self.price, 4) if self.price else None,
@@ -140,7 +147,8 @@ class ArmedTriggerBook:
             and t.stop is not None
             and t.stop < t.trigger
             and self._gap_ok(t)
-            and t.rvol >= self.rvol_min
+            # tod rvol when the scanner provides it; legacy full-day-mean otherwise
+            and (t.rvol_tod if t.rvol_tod is not None else t.rvol) >= self.rvol_min
             and t.range_pct >= self.min_range_pct
             and t.dollar_vol >= self.min_dollar_vol
         )
@@ -172,6 +180,8 @@ class ArmedTriggerBook:
             _go = c.get("gap_open_pct")
             t.gap_open_pct = float(_go) if _go is not None else None
             t.rvol = float(c.get("rvol") or 0.0)
+            _rt = c.get("rvol_tod")
+            t.rvol_tod = float(_rt) if _rt is not None else None
             t.trigger = c.get("trigger")
             t.stop = c.get("stop")
             t.range_pct = float(c.get("range_pct") or 0.0)

strategy/exits.py

@@ -89,6 +89,14 @@ class ExitConfig:
     # filled bracket's legs can attach first). 0 = off. The preventive complement
     # to the catastrophe stop (which is the -X% backstop).
     enforce_stop_grace_passes: int = 2
+    # STAGNATION TIME-STOP: if after stagnation_minutes bars the trade's high-
+    # water never reached entry + stagnation_min_r * risk, exit at market. The
+    # dead-money case: bought the break, it neither ran nor stopped — capital and
+    # attention sit parked in a name that has told us the breakout didn't follow
+    # through. 0 = off (default; enable only after a sweep_exits.py validation —
+    # exit levers here have a long refuted-lever history).
+    stagnation_minutes: int = 0
+    stagnation_min_r: float = 0.25
     # A held position at BREAKEVEN+ with no real R to trail from (a carried position, or
     # the bracket stop was stripped/invalid) has its +0.25R trail RE-ANCHORED to today's
     # opening range by the exit manager. This is the PRE-OPENING-RANGE FALLBACK R (a
@@ -126,6 +134,8 @@ class ExitConfig:
             catastrophe_pct=f("TRADING_CATASTROPHE_STOP_PCT", "0.10"),
             catastrophe_risk_mult=f("TRADING_CATASTROPHE_RISK_MULT", "1.5"),
             enforce_stop_grace_passes=int(f("TRADING_ENFORCE_STOP_GRACE_PASSES", "2")),
+            stagnation_minutes=int(f("TRADING_EXIT_STAGNATION_MIN", "0")),
+            stagnation_min_r=f("TRADING_EXIT_STAGNATION_R", "0.25"),
             # clamp to [0, 1): a synthetic risk distance must be a positive fraction of
             # entry below it; >=1 or negative would put the synthetic stop at/above entry.
             default_trail_r_pct=min(max(f("TRADING_EXIT_DEFAULT_TRAIL_R_PCT", "0.10"), 0.0), 0.95),
@@ -287,7 +297,15 @@ def simulate_exit(
             fills.append(ExitFill(remaining, close, "first_red"))
             return ExitResult(realized_r, "first_red", idx, fills)
 
-        # (5) ratchet the stop for the NEXT bar
+        # (5) stagnation time-stop: N minutes in and the move never came
+        if (cfg.stagnation_minutes and idx + 1 >= cfg.stagnation_minutes
+                and reached_r < cfg.stagnation_min_r):
+            r = (close - entry_price) / risk
+            realized_r += remaining * r
+            fills.append(ExitFill(remaining, close, "stagnation"))
+            return ExitResult(realized_r, "stagnation", idx, fills)
+
+        # (6) ratchet the stop for the NEXT bar
         stop = _trail_stop(stop, entry_price, high_water, low, reached_r, cfg)
         prev_low = low
 
@@ -340,6 +358,12 @@ def manage_live(
         if last_close < prior_low and reached_r >= cfg.trail_after_r:
             return ExitDecision(stop, 0.0, True, "first_red")
 
+    # stagnation time-stop: N closed bars in and high-water never reached the
+    # minimum R — dead money, exit outright (same rule as simulate_exit)
+    if (cfg.stagnation_minutes and len(bars_since_entry) >= cfg.stagnation_minutes
+            and reached_r < cfg.stagnation_min_r):
+        return ExitDecision(stop, 0.0, True, "stagnation")
+
     # scale-out: high reached the scale level and we haven't yet
     scale_frac = 0.0
     if (cfg.scale_out_r and not already_scaled

sweep_exits.py

@@ -80,6 +80,11 @@ def variants() -> dict[str, ExitConfig]:
         profit_lock_tiers=[(.12, .05), (.25, .16), (.40, .30)])
     v["lock_only_mid"] = ExitConfig(target_r=10.0,
         profit_lock_tiers=[(.08, .03), (.15, .09), (.25, .18), (.40, .30)])
+    # --- STAGNATION time-stop layered on the live trail: exit if high-water
+    #     never reached +min_r within N minutes (dead-money reclaim) ---
+    for mins, min_r in ((15, 0.25), (30, 0.25), (45, 0.25), (60, 0.25), (30, 0.5)):
+        v[f"stag{mins}_r{int(min_r*100)}"] = ExitConfig(
+            **_trail, stagnation_minutes=mins, stagnation_min_r=min_r)
     return v
 
 

tests/unit/research/test_ingestion.py

@@ -140,6 +140,7 @@ def test_gapper_scan_and_snapshot(con):
     candidates = scan_gappers(con, SESSION.date(), min_gap_pct=5, min_relative_volume=2)
     assert candidates and candidates[0].symbol == "GAPR"
     assert candidates[0].gap_pct > 20
+    assert candidates[0].relative_volume_tod is not None
     assert store_scanner_snapshot(con, candidates) == len(candidates)
     rows = con.execute("SELECT symbol, rank FROM scanner_snapshots").fetchall()
     assert rows[0] == ("GAPR", 1)
@@ -156,3 +157,18 @@ def test_research_watchlist_provider_feeds_watcher(con):
     assert candidates[0].previous_close == pytest.approx(4.1)
     bars = provider.get_bars("GAPR", SESSION.date())
     assert len(bars) == 15
+
+
+def test_gapper_scan_tod_rvol_keeps_early_mover(con):
+    """Early-session mover: cum volume is a fraction of the full-day mean (legacy
+    rvol < 2 -> previously dropped) but far above the time-prorated median."""
+    from datetime import datetime as _dt
+    upsert_daily_bars(con, "EARL", [
+        {"t": iso(SESSION - timedelta(days=2)), "o": 4, "h": 4.5, "l": 3.9, "c": 4.2, "v": 1_000_000},
+        {"t": iso(SESSION - timedelta(days=1)), "o": 4.2, "h": 4.4, "l": 4.0, "c": 4.1, "v": 900_000},
+    ])
+    # 10 minutes, 60k shares -> cum 600k = 0.63x mean (legacy fails min 2)
+    upsert_minute_bars(con, "EARL", minute_payload(SESSION.replace(hour=13, minute=31), 10, base=5.0, volume=60_000))
+    naive = scan_gappers(con, SESSION.date(), min_gap_pct=5, min_relative_volume=2,
+                         now=_dt(2026, 6, 10, 9, 40))   # 10 min into the session (ET, naive)
+    assert any(c.symbol == "EARL" for c in naive)

tests/unit/test_exits.py

@@ -173,3 +173,35 @@ def test_manage_live_pct_trail():
     d = manage_live(10.0, 9.0, bars,
                     ExitConfig(trail_mode=TRAIL_PCT, trail_pct=0.05, trail_after_r=1.0))
     assert round(d.desired_stop, 2) == round(12.0 * 0.95, 2)
+
+
+def test_stagnation_exit_fires_when_flat():
+    # entry 10, stop 9 (risk 1). 5 flat bars: never reaches +0.25R by minute 5
+    cfg = ExitConfig(target_r=0, stagnation_minutes=5, stagnation_min_r=0.25)
+    bars = _bars([(10.1, 9.9, 10.05)] * 8)
+    res = simulate_exit(10.0, 9.0, bars, cfg)
+    assert res.reason == "stagnation"
+    assert res.exit_index == 4                       # fired ON minute 5
+    assert abs(res.r_multiple - 0.05) < 1e-9         # left with the tiny drift
+
+
+def test_stagnation_not_triggered_when_move_came():
+    cfg = ExitConfig(target_r=0, stagnation_minutes=5, stagnation_min_r=0.25)
+    bars = _bars([(10.30, 9.95, 10.25)] + [(10.1, 9.9, 10.05)] * 10)
+    res = simulate_exit(10.0, 9.0, bars, cfg)        # +0.3R on bar 1 -> armed off
+    assert res.reason != "stagnation"
+
+
+def test_stagnation_off_by_default():
+    bars = _bars([(10.1, 9.9, 10.05)] * 30)
+    res = simulate_exit(10.0, 9.0, bars, ExitConfig(target_r=0))
+    assert res.reason == "session_end"
+
+
+def test_manage_live_stagnation_exits_flat_position():
+    cfg = ExitConfig(target_r=0, stagnation_minutes=5, stagnation_min_r=0.25)
+    bars = _bars([(10.1, 9.9, 10.05)] * 5)
+    d = manage_live(10.0, 9.0, bars, cfg)
+    assert d.exit_now and d.reason == "stagnation"
+    d2 = manage_live(10.0, 9.0, _bars([(10.1, 9.9, 10.05)] * 3), cfg)
+    assert not d2.exit_now                           # not enough bars yet

tests/unit/test_trading_execution.py

@@ -375,6 +375,47 @@ def test_fill_model_marketable_lifts_above_trigger(store):
     assert req["stop_loss_price"] == 13.45                      # R still measured from the level
 
 
+def test_fill_model_marketable_prices_from_live_last(store):
+    # price already ran to 15.10 by the time the slow path submits: the limit
+    # must chase from the LIVE price, not rest 2% behind the market at the level
+    emit_signal(store, symbol="RUN", entry=14.0, stop=13.45, above_vwap=True)
+    svc = make_service(store, entry_fill_model="marketable",
+                       price_provider=lambda s: 15.10)
+    svc.request_approvals_for_ready_signals()
+    req = query_approval_queue(store)[0]["execution_request"]
+    assert req["entry_price"] == round(15.10 * 1.004, 2)
+    assert req["stop_loss_price"] == 13.45              # R still from the level
+
+
+def test_fill_model_marketable_price_provider_error_falls_back(store):
+    def boom(sym):
+        raise RuntimeError("feed down")
+    emit_signal(store, symbol="ERR", entry=14.0, stop=13.45, above_vwap=True)
+    make_service(store, entry_fill_model="marketable",
+                 price_provider=boom).request_approvals_for_ready_signals()
+    req = query_approval_queue(store)[0]["execution_request"]
+    assert req["entry_price"] == round(14.0 * 1.004, 2)  # trigger-based fallback
+
+
+def test_fill_model_marketable_live_below_trigger_uses_trigger(store):
+    # live last dipped under the level -> never price the limit BELOW the trigger
+    emit_signal(store, symbol="DIP", entry=14.0, stop=13.45, above_vwap=True)
+    make_service(store, entry_fill_model="marketable",
+                 price_provider=lambda s: 13.80).request_approvals_for_ready_signals()
+    req = query_approval_queue(store)[0]["execution_request"]
+    assert req["entry_price"] == round(14.0 * 1.004, 2)
+
+
+def test_fill_model_marketable_over_extended_live_price_skipped(store):
+    # price ran >15% past the trigger before we could submit -> anti-chase gate
+    # (previously inert on the slow path because entry_ref == trigger)
+    emit_signal(store, symbol="PARA", entry=14.0, stop=13.45, above_vwap=True)
+    svc = make_service(store, entry_fill_model="marketable", unified_entry=True,
+                       price_provider=lambda s: 16.80)
+    assert svc.request_approvals_for_ready_signals() == []
+    assert query_approval_queue(store) == []
+
+
 def test_no_duplicate_requests_for_same_symbol(store):
     emit_signal(store)
     service = make_service(store)

tests/unit/test_triggers.py

@@ -401,3 +401,26 @@ def test_trigger_eligibility_uses_static_open_gap_not_dynamic():
     c2["gap_open_pct"] = 19.0                # true gapper stays armed
     b.arm([c2])
     assert b.triggers["BABU"].state == ARMED
+
+
+def test_book_arms_on_rvol_tod_when_legacy_rvol_low():
+    """The 07-20 miss: IREX legacy rvol 0.76 minutes after the open (cum-so-far
+    vs full-day mean can't reach 2x yet) while the time-of-day rvol showed 16.8.
+    tod must drive eligibility when present."""
+    b = ArmedTriggerBook(gap_min=3, rvol_min=2)
+    c = _cand("IREX", rvol=0.76); c["rvol_tod"] = 16.8
+    b.arm([c])
+    assert b.triggers["IREX"].state == ARMED
+
+
+def test_book_weak_when_rvol_tod_low_even_if_present():
+    b = ArmedTriggerBook(gap_min=3, rvol_min=2)
+    c = _cand("DEAD", rvol=3.0); c["rvol_tod"] = 0.2   # tod wins when provided
+    b.arm([c])
+    assert b.triggers["DEAD"].state == WEAK
+
+
+def test_book_falls_back_to_legacy_rvol_without_tod():
+    b = ArmedTriggerBook(gap_min=3, rvol_min=2)
+    b.arm([_cand("LEGACY", rvol=3.0)])                  # no rvol_tod key at all
+    assert b.triggers["LEGACY"].state == ARMED

trading_execution.py

@@ -1205,12 +1205,26 @@ class TradingExecutionService:
             if not entry or not stop or stop >= entry:
                 continue  # price-sanity (silent; path-specific float coercion)
             entry_f0 = float(entry)
+            # Marketable fill model prices from the LIVE last trade (the slow path
+            # runs minutes behind the break — a limit at the level rests behind the
+            # market and never fills on a runner; observed 6-for-6 unfilled 07-20).
+            # live_ref also feeds entry_ref so the anti-chase extension gate bites
+            # on the slow path instead of being an entry_ref==trigger no-op.
+            live_ref = entry_f0
+            if (self.settings.entry_fill_model == "marketable"
+                    and self.price_provider is not None):
+                try:
+                    last = self.price_provider(symbol)
+                except Exception:  # noqa: BLE001 — feed hiccup: fall back to level
+                    last = None
+                if last:
+                    live_ref = max(entry_f0, float(last))
             # ONE shared gate sequence (plan 005). The slow path rests a limit AT the
             # level, so entry_ref == trigger == the entry level. rank arrives from the
             # trigger book via rank_map (None -> factor 1.0, no-op).
             decision = self._evaluate_entry_gates(EntryContext(
                 symbol=symbol, source="auto", entry=entry_f0, stop=float(stop),
-                trigger=entry_f0, entry_ref=entry_f0,
+                trigger=entry_f0, entry_ref=live_ref,
                 gap_pct=signal.get("gap_pct"), price=entry_f0,
                 cum_volume=signal.get("cum_volume"),
                 rvol=signal.get("relative_volume"),
@@ -1265,7 +1279,7 @@ class TradingExecutionService:
             # caps the fill price either way, so a gap-through can't be chased. R
             # (stop/target) is measured from the level (entry_f), not the limit.
             limit_price = (
-                round(entry_f * (1.0 + self.settings.trigger_slippage_pct), 2)
+                round(live_ref * (1.0 + self.settings.trigger_slippage_pct), 2)
                 if self.settings.entry_fill_model == "marketable" else entry_f
             )
             request = ExecutionRequest(