Tradier stack emitted account/positions/orders events hardcoded as
broker_name=alpaca_paper while the executor filters snapshots by
client.broker_name (tradier) — position cap and re-entry block read zero
positions, and the dashboard showed 'Alpaca Paper' over real Tradier values.
Mode label now defaults from BROKER/TRADIER_ENV (tradier_live) instead of
alpaca_paper.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Year-replay stop-width buckets: <8% +0.072R, 8-12% +0.120R, 12-16%
-0.054R, >16% -0.092R — the wide cohort holds every recent dollar
disaster (BIYA 16.7%, FCUV day-2 17.5%), where the exit ladder's blind
spot (BE/trail only arm on the way up) rides the full catastrophe
distance. New stopwidth_gate intervention (fail-open without levels) +
registered spec, same forward bar as the pm-high gate; the two cohorts
overlap so the adjudicator attributes which does the work. In-sample
counts for nothing.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
/api/snapshots ran 33-60s even after retention pruned the events table —
profiling each projection found query_gate_receipts (21s) and
query_loop_session (10s) fetching thousands of full payload rows to
Python to keep 100 (or ONE). Both now select newest-first with SQL
LIMIT / single-column reads: 0.12s and 0.07s against prod. Remaining
projections (watch_states 6s, daily_performance 5s, approval_queue 3.5s)
are the same class — later pass if the snapshot still feels slow.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
On the Tradier live cash account buying_power maps to cash_available —
SETTLED cash. Capping every entry's notional at it means the bot never
spends today's sale proceeds today, which is the entire good-faith
-violation rule. That replaces the blunt 1-trade/day cap: the live
account now trades like paper (cap back to 5/day), throughput
self-limits at ~settled/position-size sequential trades and refreshes
each morning at T+1. On margin accounts buying power is ~4x equity so
the cap never binds — one universal rule, no broker branches. Fail-open
when the field is absent.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
H3 (enter the pm-high break at 9:30 instead of the ORB) FAILED its
pre-registered bar on the year replay: paired delta -0.069R (n=689) —
entering earlier on the same names does not pay; the 5-minute wait stays.
The decomposition found the real signal: ORB fires where RTH price also
reclaimed the premarket high ran +0.316R (n=689) vs -0.298R (n=477) where
it never did — 100th percentile of a 2000-draw random-gate null at the
same keep-rate (null p99 +0.127), sign-consistent 14/14 months. First
lever of 15 to survive both checks in-sample.
Because the split was found in this dataset, it counts for nothing until
fresh fires confirm: new 'pmhigh_gate' intervention kind (fail-open on a
missing premarket_structure row, RTH-only reclaim check at/before the
entry bar) + registered spec with expR_delta >= 0.05 at n >= 200 forward
bar. Cohort self-registers on the next nightly experiments run.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The pre-registered premarket hypothesis H3 (the source trader's actual
entry) made executable: both legs run per symbol-day over the year of
labeled gapper sessions, sharing the deployed exit engine (config parity)
and +1-tick adverse fills so the paired delta isolates ENTRY choice.
Comparison metric locked in the module docstring before the first run:
paired mean R delta (H3-ORB) where both fire, pass at >= +0.05R with
n >= 300 pairs, plus a stop-unit guard (median stop-distance % and
captured-move % printed for both legs — R parity from a tighter stop is
a fail, the vwap-reclaim lesson).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Four of ten armed triggers had NO criteria events ever — the trigger book
arms from the live gapper scan while the watcher scores only the
discovery watchlist, so scanner-only names (TCX/ZTG class) showed an
empty reasoning panel with nothing behind it.
- arm pass injects every complete armed candidate into the watchlist
provider's extra_symbols (its standing manual-add hook)
- provider returns injected symbols FIRST: the watcher truncates at
max_symbols, so extras appended after a full research list were
silently dropped — 'always include manually injected symbols' was
untrue exactly when the list was full
60 watcher/watchlist/trigger tests pass.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Every SSE snapshot re-render rebuilt the expanded panel's HTML back to
'loading…' and re-fetched — panels flickered per tick and never looked
settled. Rendered panels now cache per symbol: re-renders repaint from
cache instantly, background refresh at most once/min, single-flight
guard against fetch races. Watch panel and trigger panel share the
cache; toggleCriteria's duplicate direct fetch removed.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
api/static/** ships inside the image but wasn't in the docker workflow's
paths filter — dashboard-only commits (a6da02f trigger-row reasoning,
81bf154, da17be8) silently produced no image and only reached production
by riding along with later .py commits.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The day's relevant names live in ARMED TRIGGERS — the reasoning panel now
opens right there: click a trigger row for the score/rvol timelines,
criteria lanes, and worded reasons, same renderer as the watch panel.
Caret + hover affordance; open panels survive snapshot re-renders.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Clicking a watch-state row now shows HOW the verdict evolved, not just the
latest flags:
- setup score across the session vs the 60% gate (SVG line)
- relative volume vs its 2.5x floor
- per-criterion pass/fail lanes over the whole session (the variance of
each logical step at a glance)
- each criterion's latest reason in words (rvol 4.9 (min 2.5), gap 80.9%,
price vs breakout ...) instead of bare pass/fail marks
Backend: query_symbol_criteria gains history[] (server-side strided to
~240 samples) + detail[]. The generic LIKE scan took 12s/click over weeks
of criteria rows; now a partial expression index on the extracted symbol
(idx_events_criteria_symbol, built at boot) + 24h window + SQL-side
stride = <1s. Latest-verdict fallback keeps stale symbols and historical
views working (covered by existing projection tests).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Every LLM catalyst read's headline now links to the raw article
(raw_news_items.raw_url joined by headline), styled as a distinct dotted
underline per NN/g citation guidance — any AI verdict traces to its
source in one click. Rows without a matching raw item degrade to plain
text. Join verified against prod: 0.29s for the full feed query.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Gain/loss no longer rides on green/red alone — red-green color vision
deficiency affects ~8% of males; the minus sign already printed, now the
plus does too.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- Two-texture typography: labels move to the UI sans (11px, brighter muted
#93a0bd), values stay tabular mono — label/value pairs parse instead of
dissolving into uniform mono soup
- TOTAL P&L is the one dominant instrument: 34px + green/red state wash and
accent bar on the cell (CSS :has on the existing pos/neg classes, no JS)
- Equity tile: available funds as a small sub-line (fixes the two-line wrap
that broke the strip height)
- Armed triggers: single-line ellipsized meta/levels (was a 3-line crumb
wrap), 15px symbols, ARMED/WEAK state chips, subtle zebra, thinner bars,
wider levels cell so entry/stop/now never clip
- Verified with headless before/after renders against live data; zero JS
logic changes, node --check clean
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
eod_replay's universe was today's top-100 by ABSOLUTE volume — small-cap
gappers never crack that list, so 2026-07-28 replay found 1 gapper on a
day the live loop signaled 8 names. Universe is now the union of (a) the
session's symbol_discovered events, (b) historical_gappers for that date,
(c) most-actives only on a same-day replay (past-date most-actives would
be look-ahead). Verified: 7/28 replay now screens 6 gappers / 4 trades,
matching the live day. Historical sessions also fetch that day's
04:00-20:00 ET SIP bars explicitly instead of a from-now lookback window
that pulled the wrong day.
backfill_gapper_days.py: for each of the ~260 recorded gapper sessions,
pull SIP minute bars (premarket incl.) + 40d of daily bars for that day's
gappers only, then build premarket_structure. Idempotent (skips sessions
already covered). Fattens n for premarket H1/H2, pyramid_1r_v1, and the
orderflow experiments.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
New 'pyramid' intervention kind in the replay engine: at +add_at_r on
initial risk, add add_frac x size (+adverse fill), whole-position stop to
blended breakeven; scratch there if a later bar trades through, else both
legs exit at the baseline exit. variant_r is per unit DEPLOYED
(P&L / ((1+add_frac) x risk)) so leverage alone cannot fake a pass.
Spec pyramid_1r_v1: add 0.5x at +1R, bar expR_delta >= +0.05 at n >= 300,
futility kill at n >= 500 below -0.02. Hypothesis notes the known failure
mode (median winners scratched at blended BE on first pullback). Shadow
only — no live-path changes; cohort self-registers on the next nightly
experiments run.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Distills each gapper's premarket tape (first-hit price/time, pm high/low,
run %, open-vs-pm-high, VWAP distance, jackknife count) into a
premarket_structure table for entry-conversion analysis. Motivated by
FCUV 2026-07-31: our DB captured the full $1.98->$10.49 premarket ramp
while the ORB entered at $11.89 into the reversal.
Pre-registered hypotheses H1-H3 locked in the module docstring before any
data was examined; report command prints descriptive buckets only, with
n>=30/bucket floor and Phase-2 shadow bar required for promotion. Gates
nothing, trades nothing.
Wired into the nightly scheduler after premarket_eval. One session scan
per build (per-symbol queries were ~100x slower); partial session index
created post-close only (mid-market CONCURRENTLY build deadlocked against
live ingest).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Shows total_equity and buying_power (settled available cash) from the
latest account snapshot. On the Tradier live cash account these diverge
for days after a deposit or sale (T+1) — the bot sizes off equity but
buys need settled cash, so the gap explains rejected entries at a glance.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Delta to LIVE-CUTOVER.md (Alpaca-era): 3-line env flip on the existing
tradier stack, cash-account GFV cap (1 entry/day), equity floor 270,
sandbox-record truncation before first live boot, day-1 naked-stop drill.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- runtime/retention.py: prune 8 high-volume debug event types older than
RETENTION_DAYS (default 14) once/day at RETENTION_HOUR (default 03:00).
Audit events (orders, fills, closes, risk rules) are never pruned. The
events table hit 6 GB in 3 weeks at ~340k rows/day; this caps it.
- runtime/telemetry_push.py: POST a JSON snapshot (equity, day realized
P&L, trades/wins, open positions, last-event age) to TELEMETRY_PUSH_URL
every TELEMETRY_PUSH_INTERVAL_SECONDS (default 300). Unset URL = step
disabled. Push failures are reported in the step result, never raised —
an external outage can't touch the loop. Works as healthchecks.io
dead-man ping + payload log in one.
- wired both as scheduler steps in run_live_paper (retention gated by
RETENTION_ENABLED, telemetry by TELEMETRY_PUSH_URL presence)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Dashboard realized = broker equity delta (equity - last_equity). Tradier
balances carry no prior-session-close field and translate_balances echoed
current equity, making the delta permanently zero (win rate populated from
closed events while dollars showed $0). Absent last_equity now routes the
projection to its closed-events fallback.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
General translation must not echo leg fills onto the OTOCO parent —
flatten_fills adds parent AND legs, double-counting entries in journal
reconstruction. The cancel-vs-fill reconcile still sees executed shares:
get_order_by_client_order_id surfaces the entry leg's fill on its result.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Incident: entry-timeout cancels raced lazy sandbox fills -> untracked
positions; naked-stop guard then force-sold but every sell rejected
('more shares than your current long position') for hours.
1. translate_order: Tradier OTOCO/OTO parents carry no top-level
symbol/side/qty (legs only) — inherit from the entry leg so
symbol-scoped lookups can see brackets; get_orders symbols filter
also matches by leg symbols. Without this the stop-leg search read
a fully-protected position as naked.
2. close_position: cancel the symbol's resting sell orders/legs first —
Tradier reserves held shares against open sells, so selling without
releasing them always rejects.
3. cancel_entry (broker-agnostic): after cancelling, re-check the
broker's final word by client_order_id; journal a fill for any
executed shares instead of orphaning a real position (2026-07-06
class, same race exists on Alpaca).
49 tests pass incl. new coverage for all three.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Exit manager reads position current_price for breakeven/trail ratchets and
the stop-breach guard; Tradier sandbox quotes are 15-min delayed, so marks
lagged reality. Prefer the Alpaca data client's latest trades (real-time),
fall back to Tradier /markets/quotes per missing symbol.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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>
Badge text was hardcoded to ALPACA; _broker_block now reports the active
broker name and derives paper/live from the Tradier sandbox host when
BROKER=tradier, keeping the base-URL-truth rule from plan 007.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Fresh DB has no config_overrides row, so without the compose-level pin the
parallel stack falls back to the thin IEX feed and its rvol/volume decisions
diverge from the main stack (which carries feed=sip in the DB).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Self-contained shakeout stack beside the paper stack: own postgres (host
5434, disposable pgdata-tradier volume), own dashboard (host 8768), loop
with BROKER=tradier (sandbox). Data plane stays Alpaca; Telegram/deadman
disabled so main-stack alerts stay unambiguous; main data dir mounted
read-only (inherits learned_params/overrides.env). Filled local copy is
git-excluded; bootstrap_live_db.sh playbook reused for DB parity.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
/api/backtest now annotates each replay trade with the live loop's realized
P&L for the same (session, symbol) and returns a live_split summary (taken vs
not-taken n/sumR/avgR). Page grows two summary cells, a Live P&L column with
an amber ≠ marker when sim and live disagree on a trade's sign, and a footer
caveat: minute-bar granularity + adverse fills flip individual rows — trust
aggregates, not rows. Read-only annotation; cached replay result unchanged.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Read-only nightly-scheduler job (Friday-gated): buckets realized P&L by entry
time (open/late-morning/midday) and, for each market_exit close, computes the
post-exit run-up capturable under a breakeven stop (0 if price undercuts entry
first; intrabar ties count as stopped). Emits a weekly_tally event + Telegram
summary. Evidence accumulator for the dead no_new_entries_after cutoff and the
weakness-exit winner-clipping question — no live trading path touched.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The DB-config wiring was unnecessary there anyway — market_context reads
zero trading knobs; the guard test (plan 009) rightly rejected the import.
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>
The 07-22 'tuner NOT running' alert could not be diagnosed remotely: the
heartbeat is a file on the scheduler container's volume, invisible to
everything else, and indistinguishable from a stale scheduler image or a
DATA_DIR mismatch. _write_heartbeat now also inserts a telemetry_events
row (best-effort); the boot staleness check falls back to the DB row when
the file is absent, so 'tuner ran, no profitable config' stops looking
like 'tuner dead'.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
docs/LIVE-CUTOVER.md: full flip-day procedure — staged pieces, discovered
dependencies (second paper key pair, DB seeding, learned_params copy,
telegram token, ports/dirs), 15-min cutover with the paper stack running
throughout, verification list, rollback. bootstrap_live_db.sh seeds the
live stack's Postgres from the paper nightly dump and truncates the
money-record tables so research history carries over while live P&L
starts at zero.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
TRADING_EQUITY_FLOOR (0=off): equity at/below an absolute dollar floor
permanently halts the session and flattens the book — the total-drawdown
backstop the per-day breaker can't provide (a slow bleed of -2.9% days
never trips it). Same flatten path, loud risk event, bounce does not
re-open.
TRADING_BOOT_RECONCILE (default on): at boot, diff the broker's open
orders against today's submitted events — an open BUY on an unheld symbol
this process never submitted is a crash-restart orphan (the 2026-07-06
duplicate-order incident) and is cancelled. Orders on held symbols are
never touched (cancelling a bracket parent strips its protective stop).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Prices each closed round-trip against the nearest quote_snapshots NBBO:
per-trade spread cost, book-walk flag (order size > displayed ask), and a
cost-adjusted P&L total. Measured this week: 0.3-0.5% median spreads on
gate-passing names, ~12% profit drag — far below the static 2-4% microcap
proxy. Coverage gaps (quote recorder only follows tracked names) reported
per-trade, not silently dropped.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The stored minute-bar history is 273 sessions (~13 months); the 45-session
clamp blocked months-scale ranges now that the nightly labeler keeps
setup_events current. Requests stay serialized behind _backtest_lock; a
full-history run takes minutes by operator choice.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Dashboard backtest sources sessions from setup_events v1, which only the
labeler writes — and the labeler was never in the nightly scheduler, so
setups (and therefore backtests) froze at the last manual run (07-17).
Root blocker was _insert crashing on duplicate setup_ids on any re-run;
now ON CONFLICT DO NOTHING, so incremental nightly builds are safe.
Scheduler gains 'labeler build' + 'build-tod1' after eod_replay in both
compose files.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The prior commit imported query_loop_session but a botched idempotency
guard skipped inserting the snapshot field (the import string itself
matched the 'already present' check) — ruff unused-import failed CI and
the stale-session banner had no data. Field added; banner live.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The 07-21 morning outage (loop booted post-EOD on the 20th, survived
midnight, silently blocked every entry while signals went READY) had zero
UI surface. New query_loop_session projection parses the live session id's
embedded date; a red banner fires when it isn't today's — the exact day-2
poison signature — telling the operator to restart the loop. Armed
Triggers rows now also show rvol_tod (the arming signal since 5597250)
next to legacy rvol.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The 07-21 misses (CPHI +417%, DFNS +94%, GREE/WGRX +40%) were all static-gap
<10% names the validated gapper population excludes by design, but they share
a signature no refuted detector (liq1/run1) measured: rvol_tod (cum volume vs
median-20d prorated by elapsed session) at 50-1000x on a flat open. New
labeler setup tod1 fires on the rising edge of rvol_tod>=50 AND price>=
prev_close*1.20, restricted to static gap <10%, stop = 5-bar swing low,
scored via the shared _forward_labels. Shadow-only; pre-registered promotion
bar locked before forward data (median fwdmax60 >=+10%, median dd60 >-6%,
+1R>50%, top stratum rvol_tod>=200 clears alone).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
SNXX 2026-07-21: 18s after a mid-morning restart the fast path bought a
15-minute-old break +1.6% above the trigger — fires() only checked
price >= trigger, so any blind window (boot, halt, feed outage) fired
instantly on already-extended moves. A trigger now fires only if the live
price was seen BELOW the trigger since arming (a real cross), with a
small at-the-break tolerance (TRIGGER_FRESH_CROSS_TOL, default 1.5%)
so a fast break between ticks still fires; beyond it the name must pull
back below the level and re-cross. Gap-through runners stay covered by
the slow marketable path.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
