Every POST endpoint (approve/reject/exit/watch) crashed with NameError:
do_POST references os.environ + hmac.compare_digest but neither was imported.
Adds the imports, a non-loopback regression test for the token gate (no token
-> routes; token set -> 401 without/with-wrong header, 200 with correct), and
plumbs DASHBOARD_TOKEN + PG_SKIP_SCHEMA=1 into both compose dashboard services
(+ .env.example docs for DASHBOARD_TOKEN / COMMAND_BUS_ENABLED).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
New EntryGateEvaluatedEvent (symbol, source, passed, reject_reason, gates map)
emitted once per _evaluate_entry_gates decision on both paths, behind
TRADING_GATE_RECEIPTS (default on; dataclass default off so unit tests opt in).
Added to the 14-day nightly purge tuple (high-volume diagnostic) and .env.example.
Turns 'why didn't it trade X?' into a query and is the substrate plan 006 replays.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- nightly_tune: write learned_params.json via tmp -> flush -> fsync ->
os.replace so a crash mid-dump can't leave the live loop parsing half a JSON
on its next boot (it reads this file on every restart).
- run_live_paper._load_learned: warns (boot log + one gated Telegram note) when
the file is older than LEARNED_PARAMS_MAX_AGE_DAYS (default 3) — the missing
signal that let the params sit 26 days stale. Loads anyway; never blocks boot.
Staleness math factored into _learned_params_age_days (naive ts = UTC).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Plan 003 steps 1-3.
- Loop exit(0) after a SUCCESSFUL EOD flatten (TRADING_EXIT_AFTER_EOD_FLATTEN,
default on); compose restarts fresh. Restart-churn guard: _rebuild_daily_state
detects today's eod_flatten event and seeds _session_closed/_eod_done so a
post-flatten restart neither re-flattens nor re-exits. SIGTERM = clean drain.
- Exit manager: _FETCH_FAILED sentinel distinguishes a failed get_orders from a
genuinely-empty snapshot. A failed fetch skips naked-stop enforcement (catastrophe
still exits, re-fetching); an empty-but-successful snapshot needs TWO consecutive
reads before 'naked' is trusted (Alpaca silently returns [] for symbols=). Costs
~one 12s pass on the all-naked case only; isolated naked positions unaffected.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Finishes what d54a2a9's message claimed: schwab/ was never actually removed.
Also: comprehensive_backtest.py (crashed on import — research/connection.py
does not exist), strategy/universe.py, strategy/backtest/outcomes.py,
detect_momentum_ignition (kept _last_higher_low — imported by runner/
premarket_setup/liquid_breakout), milestone3_verify.py, tests/unit/schwab/,
SCHWAB_* keys from .env.example. All grep-gated: zero live references.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Production Postgres had NO automated backup (pg_dump appeared only in the
one-time migration script). New db-backup service in both compose files fires
20:10 ET Mon-Fri: pg_dump | gzip with pipefail + gunzip -t + tmp-then-rename
(a mid-stream death can't masquerade as a backup), prunes past
BACKUP_KEEP_DAYS, writes last_backup_ok on success. postgres:18 image =
version-matched client (app image has none). TrueNAS host is pull-only, so
its copy inlines the script. Restore: gunzip -c dump | psql $DATABASE_URL.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The loop's Telegram notifier runs inside the loop process — loop-down means
alerts-down. The always-up qabot now reads max(events.timestamp) every ~120s
(ET-naive vs ET wall clock per RUNBOOK): stale > DEADMAN_STALE_MIN during
market hours (holiday-aware via runtime.market_calendar) alerts at most every
30 min; DEADMAN_DAILY_PING sends one OK-ping after 20:30 ET. Injected
clock/read/send; 6 unit tests, no network or DB.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
.env.example was stale (pre-migration keys, missing all current
TRADING_*/TRIGGER_* knobs). Regenerated from the live config with
secrets <REDACTED>; a leak check caught live Alpaca credentials
embedded in commented-out PowerShell lines and scrubbed them before
commit. README now documents the three config layers (protected
secrets vs promotable strategy knobs vs infra addresses) and the
external-Ollama networking expectations.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Integrates the local-LLM enrichment ADDITIVELY on top of all current work, with
every Ollama feature OFF by default — with the flags off the system behaves
exactly as before (199 unit tests pass; a full --once pass runs clean with no
Ollama). Fixes the three issues the adversarial review flagged:
- BLOCKER: keep the Alpaca News ingestion. The PR predated it; the run_live_paper
conflict is resolved to keep BOTH step_news (fetch -> raw_news_items) AND the
enrichment. They're complementary: ingestion feeds enrichment authoritative-
ticker headlines instead of thin RSS.
- HIGH-1: enrichment runs on its OWN daemon thread with its OWN DB connection,
not the scheduler thread — a slow/hung Ollama can no longer starve exits /
guard / eod-flatten, and it no longer shares the non-thread-safe research_con.
- HIGH-2: per-headline writes are all-or-nothing — on any ticker store failure
the partial rows are deleted so the headline fully retries (no stranded
tickers) and enriched is counted only on full success (no false count).
Phase-2 automation (catalyst score blend, dilution veto, arming-rank multiplier)
remains gated OFF pending the medium fixes (bearish-catalyst boost, prompt-
injection hardening, veto cross-thread read) noted in the review.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The only news source was RSS (slow, regex ticker-scraping). Alpaca exposes
Benzinga news with a stable id + authoritative symbols list. Add it as a second
source landing into the SAME raw_news_items table, so recent_news_map (catalyst
prioritisation) and the Ollama enrichment (PR #2) pick it up with no other changes.
- AlpacaPaperClient.get_news(symbols, limit): GET /v1beta1/news (works on the
existing data keys; verified live).
- research/ingestion/alpaca_news.py: ingest_alpaca_news lands new items, deduped
by the Alpaca news id; never raises (news is an enhancement, not a dependency).
- run_live_paper step_news on the scheduler (ALPACA_NEWS_* env, default on, 120s),
scoped to the tracked universe.
Verified live: passes landed ~34 then deduped; recent_news_map went from RSS-only
to 370 ticker->headline catalysts. tests/unit: 165 passed (+5).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Completes the Phase 2 loop: the catalyst score now actually reaches the runtime
decision, not just the pure functions. Gated behind its own flag so enabling the
Phase 1 advisory/dashboard never silently changes trade scoring.
- OllamaConfig.catalyst_score_enabled (NEWS_CATALYST_SCORE_ENABLED, default off).
- Watcher accepts an optional catalyst_score_provider (symbol -> 0..1 | None) and
passes it into evaluate_setup; a None provider reproduces today's behavior. The
provider is injected so runtime/ stays free of research/ imports.
- run_live_paper: one TTL-cached catalyst provider shared by the watcher and the
execution service; the watcher gets the score provider only when the blend is
enabled. step_arm gains a gated graded ranking multiplier (bullish catalyst
boosts by 1+gain*score; a confirmed dilutive offering is sunk below the armed
cut), falling back to the existing binary news boost when off.
- Add the enrich task to the run_pass pipeline order so a single --once pass also
runs enrichment (previously only the continuous loop did).
- .env.example documents the new flags; watcher tests cover the blend + the
no-op None-provider case.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01M5HTMkaadGDnAPtXe2hWwg
Leverage a local Ollama model to interpret news catalysts for the small-cap
momentum strategy — distinguishing bullish catalysts (FDA approval, M&A) from
dilutive offerings the technicals alone can't see. Advisory-first, then automate.
Phase 1 (advisory; no change to trade behavior):
- research/ingestion/news_enrichment.py: stdlib urllib call to Ollama with
structured JSON output, classifying each headline into a catalyst type,
sentiment, conviction and dilution flag. Graceful degradation (None on any
failure) so trading is never blocked.
- news_catalyst_cache table + populate the previously-dead news_events.sentiment.
- Runs on the existing interval Scheduler (off the hot path), gated by
OllamaConfig; deduped by the raw_news_items payload hash.
- Surface the advisory on the dashboard approval queue (projection + api + UI).
Phase 2 (automation; ships gated OFF):
- Optional catalyst_score blended into calculate_setup_quality (None reproduces
the exact legacy weights); pure pass-through via evaluate_setup.
- Dilution veto in TradingExecutionService (slow + fast paths) emitting a
catalyst_dilution_veto risk event, behind NEWS_DILUTION_VETO_ENABLED.
Config (OllamaConfig.from_env), .env.example docs, and tests for parsing,
persistence/dedupe, the projection, the score blend, the veto, and an
end-to-end enrich->advisory flow (Ollama mocked). Default model moves to
qwen2.5:7b-instruct (best small-model JSON, fits a 12GB GPU).
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01M5HTMkaadGDnAPtXe2hWwg
The ONLY entry change that survived rigorous validation on 14 SIP-backfilled
sessions (53 trades). Gap-size buckets: 15-30% gap = +0.65R/trade, but 30-60%
blow-offs = +0.10R. Train/test split (70/30 by date): lowering TRIGGER_GAP_MAX
60 -> 35 lifts HELD-OUT TEST expectancy 0.194 -> 0.462 R/trade AND total R
(18.7 -> 19.9), better win rate, on both splits. Principled (huge gaps
fade/buy-the-top) and corroborated by the entry-timing audit (losers were
wide-range blow-off gappers).
Rejected after validation (do NOT ship): open-delay (forgoes total R for
marginal expectancy), breakout-HOLD/close-confirmation (hurts on the larger
sample), rvol floor (no-op: all gappers already rvol>=6). Confirmed KEEP: the
$-vol floor is fine on SIP volume (the earlier "it hurts" was corrupted IEX
data); profit-lock ladder stays.
.env TRIGGER_GAP_MAX 60 -> 35. NB: 14-day sample — re-validate as data grows.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
From the multi-agent audit (ship-now, low-overfit-risk cluster):
INGESTION RESILIENCY
- client._request: 429/5xx now retry with Retry-After + exponential backoff
(previously hard-failed, feeding silent-stale ingest).
- SIP backfill feed (settings.backfill_feed='sip'): live realtime stays IEX, but
backtest/backfill ingestion uses the full consolidated tape — IEX sees only
~2-5% of true volume (verified: AAPL 22,797 vs 452,704), which was silently
corrupting every rvol/$-volume decision and backtest. eod_replay wired to it.
- step_ingest freshness watchdog: emits a STALE event + board note when the
newest bar is older than INGEST_STALE_SECONDS during RTH (45% of passes
historically returned 0 rows with no error). Optional hard arm-block
(INGEST_STALE_BLOCK, off by default).
RISK
- Portfolio gross-notional cap (TRADING_MAX_GROSS_NOTIONAL_PCT=0.60): both sizing
paths now cap each entry to the remaining gross budget, so 6 x 16% can't pile
the book into ~96% gross of correlated small-caps. Blocks/shrinks late entries.
- Fixed the duplicate TRADING_MAX_CONCURRENT_POSITIONS in .env.example.
MONITORING (UI)
- Naked/unprotected-position alarm: _unprotected_positions joins the latest
position + order snapshots (order sync now flattens legs) and the TUI board
shows a red UNPROTECTED banner the instant a held long lacks stop coverage —
the exact blind spot when APWC/NOWL went naked. Verified it flags today's
3 overnight positions.
Tests: gross-notional cap blocks when budget full; 50 pass.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
- Extract the cancel-protective-legs-then-close routine (duplicated in the exit
manager and the execution service after fixing the held-qty 403 in both) into
one shared, heavily-documented helper: runtime/flatten.py. Both callers now
delegate, so the fix can't drift out of sync. Behaviour unchanged; 121 tests
pass.
- Refresh .env.example: document every key added this session (liquidity gate +
sizing, backout cooldown, re-entry guard, managed-exit ladder, EOD flatten)
with the why, and flag MAX_DAILY_LOSS_PCT to revert to 0.03 before live.
- Remove throwaway data/_watch_*.py monitoring scripts (gitignored clutter).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Sweep over 172 real gapper sessions (16 days) with a per-setup breakdown found
the opening-range breakout is the ONLY profitable setup (+0.25R); every slow
pattern loses (bull_flag -$78k @ ~42min is the worst). Running ORB-ONLY flips
the book from -$95k to +$7.4k AND enters ~11 min earlier (23 vs 34 min avg).
- classify_setup prefers the ORB when valid and honors STRATEGY_SETUPS env
(comma-sep setup values) to restrict active setups; .env defaults to
STRATEGY_SETUPS=opening_range_break (ORB-only).
- BacktestEngine Trade.setup_type captured for per-setup attribution.
- learn_params load_sessions filters to gapper sessions (mimics live scanner) so
the backtest trades the same universe the system would.
75/75 tests green.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
- grafana/: docker-compose + provisioned Postgres datasource + 'Momentum — Live'
dashboard (evaluation board with status colours, ready signals, risk events,
bars + equity timeseries) reading the event store via JSONB extraction.
Run: cd grafana && docker compose up -d -> http://localhost:3000.
- RSS news-catalyst discovery wired: extract_tickers also matches $CASHTAGS;
run_discovery pulls tickers from recent news into the universe when NEWS_FEEDS
is set (no-op / safe otherwise).
- docs: .env.example NEWS_FEEDS; GO_LIVE monitoring adds 'momentum watch' + Grafana.
67/67 tests green. Live board (momentum watch) verified rendering the evaluation
board with real determinations.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
- Drop duckdb dependency (pyproject, requirements) -> psycopg2-binary.
- run_live_paper: boot log shows the real Postgres target (masked); add
_db_target_desc() helper.
- .env.example: document DATABASE_URL / PG* vars; mark WATCHER_EVENT_DB_PATH legacy.
- evaluation/storage.py: INSERT OR REPLACE -> INSERT (setup_id is a fresh uuid).
Verified: 67/67 tests green on Postgres with duckdb UNINSTALLED; app boots
against the live endpoint (127.0.0.1:5432 proxy) and wrote 205 daily bars.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Snapshot before the DuckDB->PostgreSQL migration. data/, archive/, the 232MB
rebuild zip, the Windows .venv, and .env are excluded via .gitignore.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
