eod_reconcile, backfill_journal and the admin health block were hardwired
to AlpacaPaperClient — on a BROKER=tradier stack they would silently
reconcile/report against the wrong broker. make_trading_client() honors
BROKER env with no silent cross-broker fallback (missing Tradier keys =>
skip with reason, never fall back to Alpaca). Admin UI shows the active
broker label; JSON key stays 'alpaca' for compatibility.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Version: CI now tags images YYYY.MM.DD-<shortsha> alongside :latest/:sha
and passes GIT_SHA/BUILD_TAG build-args; the running app reports them via
dashboard /api/health and admin /api/status (TrueNAS custom apps only show
'custom/1.0.0', so the app self-reports what it actually runs).
Config parity: every scheduler-run script (nightly_tune, eod_replay,
premarket_eval, regime, market_context, experiments cli) now loads
config_overrides at startup like the live services do — a bare env would
replay under DEFAULT exits (the documented 4.5x-baseline landmine).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Owner preference: the bulk of TRADING_*/TRIGGER_* logic switches should live
in the DB, not the compose file (keys + connection info stay in compose —
the DB address cannot live inside the DB, and secrets don't belong in a
table the stack can SELECT). Precedence at boot: compose env < overrides.env
< config_overrides table; every entrypoint already routes through
env_overrides.load(), which now applies the table last. Admin /api/config
and profile-apply write the table (secrets whitelist unchanged); the config
page shows source=database. DB down = silent fall-through to file/compose,
boot never blocks on config. One-shot migration:
python -m runtime.env_overrides seed-from-env
run in any stack container to copy its current effective knobs into the
table, after which the compose lines are dead weight strippable at the next
redeploy.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
admin_api.py called load_dotenv() unconditionally at module level, so
merely importing it (e.g. pytest collecting
tests/unit/test_admin_effective_config.py) ran python-dotenv's upward
find_dotenv() search, loaded the real repo .env (secrets included),
and polluted os.environ for the rest of the test session.
Gate the load_dotenv() call behind `if __name__ == "__main__":` at the
same source location, so it still runs before the module-level
os.environ.get(...) constants when run as the entrypoint (`python
admin_api.py` is unchanged) but never fires on a plain import.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The session-level metalabel P(our ORB profits today) — the one lever that
survives out-of-sample. Backtested on 266 prod sessions (walk-forward):
trade-always (trained subset): -0.111R/session, 36% hit
meta_v1 GATED (trades best ~32% of days): -0.004R/session, 48% hit
delta +0.107R in-sample, +0.128R OOS (recent 80 sessions), improves across folds
It does NOT make the bot profitable — it takes a bleeding strategy to roughly
flat by sitting out the worst ~2/3 of sessions. threshold_v1 rule gates too
little to matter; meta_v1 (walk-forward GBM) is the signal. Leaky full-fit
(+0.61R) >> walk-forward confirms the discipline was load-bearing; the OOS
holding is the evidence the +0.078R is real, not look-ahead.
Changes:
- research/regime.py: batch minute-bar load per session (64k per-fire round-trips
-> ~266 queries; fixed a >5min build to ~3min) + incremental label pass (skip
already-labeled sessions; --rebuild forces full). Nightly cost now ~one new day.
- docker-compose.yml + truenas-compose.yml: scheduler runs build-features + score
(both models) before `experiments run`, nightly. ALL-SHADOW — does NOT gate live
trading (that stays owner-gated Step 5).
- admin_api.py + admin.html: POST /api/regime/run (detached) + GET /api/regime/status
+ a Run/Status button — the panel had no way to trigger this.
- plans/011 + docs/research/regime_notes.md (6-book distillation) + plans 008/009 docs.
Prod state (shadow, rollback = DROP regime_features/regime_scores + DELETE
experiments WHERE id LIKE 'regime%'): 266 feature rows, 532 scores, 2 experiments
registered.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Step 6: tests/smoke_dashboard_headless.py renders the real page in a headless
browser and fails on any JS console/pageerror (standalone script, not
pytest-collected; CI non-blocking first). admin_api gains GET /api/config/effective
(per-key masked value + source: overrides.env vs compose, missing .env.example
keys flagged as drift) + an admin.html table (values XSS-escaped). dashboard.html
gains the Experiment Ledger panel reading the plan-006 verdicts from the snapshot
(empty-state until the tables exist). Removes the last CI ruff per-file pin
(api/main.py:F821) now that os/hmac are imported; scoped ruff is green unpinned.
Marks plan 007 DONE in plans/README.md.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Consolidated 4-tool review (2 correctness agents + Codex + over-eng audit).
Money-path (regression-tested):
- _flatten_all: moved the fresh-broker close from close_session INTO the
shared function + added a broker-held guard on entry cancellation, so
the daily-loss CIRCUIT BREAKER (which called _flatten_all raw) no
longer strips a just-filled bracket's legs or leaves a sync-gap fill
naked. One guard, all callers.
- restart state rebuild: _fresh_entries cap, _requested_symbols dedup,
and losing benches now rebuild from today's events on boot — a
mid-session restart no longer resets the cap to 0 or re-fires a
resting order into a duplicate (the 2026-07-06 incident).
- POST /orders no longer retries a lost-response URLError (was
re-sending duplicate live orders); GET/DELETE still retry.
- expire_stale_entries now @_locked (raced the trigger thread).
- _session_open: ET conversion instead of a hardcoded 13:30-13:33Z
window that only matched EDT — the fast path armed nothing all winter.
Security:
- admin panel fail-CLOSED on empty ADMIN_TOKEN (was fail-open on a panel
fronting the docker socket); header-only token, constant-time compare.
- admin API responses redact secret override VALUES (live keys would
have echoed after a paper->live switch).
- dashboard: removed wildcard CORS (cross-origin drive-by could drive
trade actions); optional DASHBOARD_TOKEN gate on POST.
Deletions (~805MB + dead code shipped in the prod image): momentum-
rebuilt.zip, archive venv/htmlcov, and schwab/ core/ telemetry/ models/
runtime/providers/ storage/replay.py controlroom/ + three dead
evaluation stubs + package.json — all verified zero-importer.
+4 regression tests. 99 money-path/trigger/exit tests green.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
New admin service — LAN-only, token-authed (ADMIN_TOKEN), card-based UI
matching the owner's preferred dashboard style. Capabilities:
- health: docker containers via /var/run/docker.sock (stdlib unix-socket
HTTP client), DB heartbeat, Alpaca account/clock, Ollama, feed
- config: whitelisted strategy knobs (TRADING_/TRIGGER_/WATCHER_/...)
edited via data/overrides.env, which every entrypoint now loads with
override=True at boot (runtime/env_overrides.py) — so changes apply on
container restart without touching the deployment YAML; secrets are
presence-only and rejected server-side if edited
- profiles: named knob presets (seeded: validated-core, conservative,
squeeze-hunter) applied in one click
- restart buttons per container; paper/live switch guarded behind
ALPACA_LIVE_* keys existing
Verified live in docker: auth 401s, status/config/profiles/write paths,
secret-edit rejection, page serves. Added to both compose files.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
