2 Commits
Author SHA1 Message Date
momentum devandClaude Fable 5 af8137dfd7 delete: dead DDL (10 tables), dead projections, pinned dead code; README/pyproject prune
pg_schema.sql: drop CREATE TABLE for 10 zero-reference tables (operator DROP
list in plans/002-deletions.log — production tables untouched until run).
projections.py: remove 4 zero-consumer query functions.
Clear all 'plan 002' ruff pins from the CI gate (files now F-clean);
api/main.py:F821 pin remains for plan 007. README repo-map/test-count fixed;
pydantic-settings removed (zero imports). Full receipts: plans/002-deletions.log

Suite: 351 passed (16 schwab/dead-module tests removed), 15 failures = the
known WSL-loopback dashboard set only.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-13 21:09:35 -04:00
momentum devandClaude Opus 4.8 05508e6345 Year-long gapper-history reconstruction (research/gapper_history.py)
Every conclusion so far -- including the LIVE confirmation gate -- rests on 19-26 days of
history; the weakest link in the whole evidence base. The paid plan's 9+ years of SIP data
fixes it surgically: pull ~1yr of DAILY bars for the full listed universe (11,693 symbols
after junk filtering, via new client.get_assets), reconstruct each day's TOP-20 gappers
(gap>=10%, open $1-20, vol>=300k) into historical_gappers, pull SIP minute bars
(premarket included) for JUST those ~4-5k gapper symbol-days, then replay the ORB across
the year: conversion by CONFIRMATION-MINUTE bucket + month-by-month consistency.

PRE-REGISTERED BAR (locked before the data): the gate generalizes if the early(<=15min)
bucket beats late by >= +0.25R expectancy AND wins >= 70% of months. Steps are individually
resumable (minutes skips already-present symbol-days).

Side-effect handled: labeler._preload_daily now scoped to symbols with minute bars (the
whole-market daily universe would balloon the unscoped preload to ~3M dict entries).
Bonus: the historical gapper minute bars (incl premarket) massively grow the pm1 premarket
track's future sample.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-03 17:44:18 -04:00