Tests whether a PROSPECTIVE forecaster (owner or local LLM) carries signal
the machine levers never found. Picks land premarket via dashboard panel or
research/llm_picker.py (Ollama); research/pick_scoring.py judges them under
a pre-registered bar (n>=40, >=30 sessions, mean >=+0.5%/pick net, median>0,
both halves positive). Picks after 9:30 ET stored but flagged invalid.
Shadow-only: human_picks is never read by the live loop.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
A market sell that sits unfilled means the symbol is halted (or session
closed); cancelling and resubmitting it every exit-manager pass fills no
faster and spams the broker — YXT 2026-08-05: 87 market sells across a
10-minute LULD halt, 86 cancelled, plus one exit_naked_stop journal event
every ~4s. On a halt-down the resting sell is also the position's only
protection.
cancel_protective_and_close now returns False (nothing submitted) when a
market sell for the symbol is already working, and only cancels
non-market protective sells before closing. Exit-manager paths
(catastrophe / naked-stop / first-red / trail) journal the exit only when
a close was actually submitted.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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>
A process booted AFTER the day's EOD flatten never gets exit-after-flatten,
survives midnight, and every memory-only daily flag (_session_closed, entry
caps, benches) stays stale — the documented day-2 limitation, hit live at the
2026-07-21 open (booted 17:11 the day before; signals READY + book armed but
zero gate evaluations, both entry paths silently blocked by _session_closed).
Main loop now exits cleanly when the session date rolls over; compose restarts
a fresh process that rebuilds the new day's state.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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>
Owner asks on the candlesticks:
- VOLUME: histogram series (bottom 20% overlay), coloured by candle direction.
- BOLLINGER BANDS: 20-period 2-sigma, computed client-side from closes; price
riding the upper band = strong, break back inside = fading (momentum context).
- EXIT markers were NEVER wired — the fills feed carries only entries
(order_submitted), and the loop fills brackets via position-diffing so no
order_filled fires. Exits live in position_closed; now surfaced as square
markers with reason + P&L (green win / red loss). Entry 'expected' (unfilled
submit) markers labelled distinctly. Fixed a self-inflicted bug: queried the
event store AFTER closing it — moved the position_closed fetch inside the
open-store block. 11 chart tests green incl. new exit-marker test.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The self-heal commit (a00f967) inserted the _research method INSIDE __init__ at
method-body indent, truncating it so _change_signal/_backtest_lock/_backtest_
cache never got set -> AttributeError on backtest. Moved _research to a sibling
method; __init__ now sets all attrs. Two chart/sparkline tests updated: a None
research_con now REOPENS lazily, so 'no research db attached' is reached only
when the reopen also fails (they monkeypatch open to fail). 22 api tests green.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The charts weren't broken — the data pipe was empty. dashboard_api opened the
research connection ONCE at boot; if the DB was unreachable then (container
started before Postgres, or a blip) it stayed None forever, so /api/chart and
/api/bars returned 'no research db attached' and every candlestick + sparkline
rendered blank. Live-verified: GET /api/chart returned bars:[] reason:'no
research db attached' on the deployed dashboard. Now DashboardState._research()
opens the connection LAZILY and reopens if None — same self-heal as the
event-store emit fix. 2 tests; chart/backtest endpoint tests still green.
No library change: Lightweight Charts v5.2 is fine, it just had nothing to draw.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The test compared len(w) and list(w) as two SEPARATE locked reads, so the
churn thread could mutate between them (30 vs 31) — a bug in the test, not the
Watchlist (each read is individually consistent; there is no torn-read
guarantee ACROSS two calls). Now snapshots once and asserts that snapshot never
tears + concurrent contains/slice never raise. 5/5 green.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Telemetry: discovery took 6-30s ON the single scheduler, freezing ingest/arm
so the trigger read stale bars — the real 'late edge detection'. Now discovery
runs on its own daemon thread with a dedicated DB connection; the watchlist it
mutates is a lock-guarded Watchlist (list-like drop-in, no torn reads); the
scheduler discover step auto-disables (single-writer). Loop is now 3 fast
threads (entries/exits/discovery) + slow scheduler for tolerant work.
Also: nightly_tune writes a heartbeat every run, so the boot alert distinguishes
'tuner not running' (real) from 'ran, no profitable ORB config, kept params'
(expected — the strategy has no edge). Kills the misleading Telegram alarm.
543 tests green.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Exits move off the single-threaded scheduler onto their own daemon thread at
1s (mirrors the fast trigger thread). Dedicated research connection (shared
facade isn't thread-safe); scheduler exits step auto-disabled when the thread
runs (single-caller invariant — no racing instance state, no double-submit);
manage() already idempotent (stop ratchets >1c up only). 3 driver tests + 539
suite green. On fast small-caps this is the 'get out fast' the owner asked for.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Owner: 'make all decisions as fast as possible.' The real entry-detection
ceiling was ingest — bars refreshed every 20s, so the 4s trigger thread read
data up to 20s stale and detected breakouts late. Ingest is incremental+cheap,
safe at 5s. Fresher bars + faster arm (trigger levels) + 2s trigger check +
the 4s exits shipped earlier = the whole ingest->detect->decide->exit loop
tightened. One batched data call per cycle so Alpaca rate limits are fine.
Sub-second exit management on a dedicated thread is the next (code) step.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Owner's real complaint: late exits gave back gains. Exits ran on the slow
scheduler at 12s while entries run on the 4s fast thread — exits were 3x
slower than entries. A small-cap can spike and round-trip inside 12s. Drop
TRADING_EXIT_MANAGE_INTERVAL_SECONDS to 4s (config, reversible, both compose
files). Deeper fix (exit mgmt on the sub-second trigger thread) planned
separately. Entry chase-tail (24% fill >5% above break) is the next
investigation.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Sliced 2191 depth fires gap x overhang under real exit: lower-gap is WORST
(0-3% -0.831R), inverting the low-gap-edge hypothesis. Overhang helps a little
everywhere, nothing crosses zero. Exhaustive: 13 levers + regime + depth +
this grid = zero positive. No positive subpopulation in gap-ORB $2-20.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Definitive test, n=2191 real deployed exit: ask-overhang separates +0.083R
(high -0.676 vs low -0.759, direction held sniff->scale = genuinely real) but
fails the random-gate null — it shrinks losses, never creates profit. Live
gap>=10% band n=13/74 = no signal. Same shape as regime gate on a negative-EV
base. 13 conversion levers + regime + depth tested, zero make it positive.
Real-money rec: NO. Depth edge argues for a broader-population redesign as
future research, not a live fix.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The 2026-07-17 20:23 postgres blip left the live loop writing zero events for
hours: emit() executed on a RAW cursor, bypassing PgConnection._run's
reconnect. cursor() doesn't round-trip so the dead conn went unnoticed until
the raw execute failed with no retry, and self._conn was never rebuilt.
Routing emit through the facade execute() wraps the round-trip in _run, so a
DB blip reconnects on the next write instead of running blind. 2 reconnect
tests + 34 storage tests green. (Deeper 'halt trading when persistently
unable to write' safety guard queued separately.)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Plan 017 Phase 0->3. Databento depth backfilled for 602 fires across 21
sessions -> depth_features table. Reweighted to true 23% population win rate,
gating on ask-overhang-above-break (keep>=0.034) lifts win rate 23->28% and
clears the random-gate null (+0.057 vs +0.05 on the conservative +1/-1
bracket). iv_depth_overhang_gate = keep-or-zero, skip-on-no-coverage (the
dilution-v1 lesson). This commit registers the REAL-exit harness run
(simulate_exit asymmetric trail) for the true live delta. Counter-intuitive
mechanism: more resting supply above the break = MORE likely to win
(absorption/fuel), invisible in bar data — the owner's 'size stacked above'
instinct, proven.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
First genuine selection signal in the project. 40 real fires, Databento
XNAS.ITCH book at each trigger: naive imbalance = noise (AUC 0.45/0.50), but
ask-size resting within 1% ABOVE the break separates winners at AUC 0.80
(winner median 0.276 vs loser 0.005; median split 27% vs 67% win). Inverted
from supply-trap intuition = absorption/fuel mechanism, invisible in OHLCV.
n=23 single-day sniff -> GO to Phase 1 recorder, not to trading. Cost: pennies.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The gate is damage-control, not an edge source: it can only allocate the
strategy's existing (negative) edge onto least-bad days — best case flat,
never gain. Its value is CONDITIONAL: a holding pattern until an entry edge
(plan 017 L2 depth) is found, at which point it flips to force-multiplier
(good names x good days). Owner's 'it just turns the bot off' critique is
correct at the current no-edge base.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Cost-checked (no data spent): DATABENTO_API_KEY reaches XNAS.ITCH TotalView
10-level depth; every real gapper (EHGO/ATPC/MUD/LASE/AEON) covered at
$0.0001-0.0066/fire, full 20-fire sniff <$1 inside free credits. Catalogs
all 13 provisioned-but-unwired keys with a wire-on-demand triage (Databento
= game-changer; 4 news APIs = skip; rest redundant).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The one untested selection axis (order-book depth = the owner's 'size stacked
above the break' instinct). Staged so $0 is spent until a free sniff test +
recorder prove the signal exists and covers the universe; paid feed is an
explicit owner gate; the signal faces the same pre-registered bar + random-gate
null as every refuted lever before it touches the live entry. Honest ceiling
stated: a PASS nudges odds, is not an autonomous oracle.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Owner saw a blank /backtest — it was CORRECT (the regime gate sat out every
recent session) but unexplained. Now: ?regime=0|1 override on /api/backtest,
an 'apply regime gate (as deployed)' checkbox, and an empty-state message
saying WHY there are no trades and what to click. Gated view = what the bot
would do; ungated = the raw simple criteria.
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>
research/attribution.py's _connect() read os.environ["DATABASE_URL"]
directly, bypassing the storage facade fallback chain (DATABASE_URL,
PG* vars, LAN host retries) every other module goes through — and
KeyError-ing (uncaught by name, though still 500'd by the endpoint's
broad except) whenever DATABASE_URL was unset.
Delegate to storage.db.get_connection().raw instead, so DB resolution
matches EventStore/research.multi_schema, and a genuinely unreachable
DB fails with a catchable psycopg2.OperationalError rather than a
KeyError.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
OrderFilledEvent had no side field, forcing api/main.py's chart() to
backfill it from the sibling order_submitted row. Add an additive-only
`side: str | None = None` field (existing payloads without it still
parse) and populate it at the sole production emit site
(alpaca_paper/execution.py _finalize) from the ExecutionRequest already
in scope. The api/main.py backfill workaround is left in place as a
harmless fallback for pre-existing events.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Null (the H2 lesson): zeroing share f of a negative baseline mechanically
yields expR_delta = f*|mean baseline|; a PASS on expR_delta_min now also
requires expR_delta_vs_null >= the same margin whenever zeroed_share >= 5%.
Exposure-shrinking can no longer masquerade as selection; non-gate
experiments unaffected. Honest disclosure: regime_meta_v1's FIRE-weighted
pass would not clear this bar either — its standing rests on the session-
level walk-forward OOS evidence, which no random gate reproduces.
H6: CKS order-flow-imbalance from quote_snapshots bid/ask SIZES —
size-weighted book imbalance over the 10-min pre-trigger window, zero
ask-tilted books; skip-on-no-coverage; judged under the null from day one.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
H2 exposed an adjudicator gap: on a -0.21R/fire baseline any keep-or-zero
gate zeroing ~44% of fires clears +0.05 mechanically; its own pre-registered
strata check inverts (choppy beats persistent within both gap buckets =
Simpson's). Queued: random-gate null for keep-or-zero bars. H3 accruing as
designed (n=29, skip-on-no-coverage working).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
H4 (3-book): keep-or-zero on trigger-bar volume concentration vs prior 5-bar
sum (>1.0 = completed one-shot burst). H3 (5-book, direction disputed):
fragility-camp primary — zero fires whose fill-time relative spread exceeds
2x the name's own 10-min median from quote_snapshots (which carry bid/ask
SIZES since 07-02 — the note's data-upgrade #1 was already satisfied).
Coverage design learns the dilution_veto_v1 lesson: no-quote fires are
SKIPPED (variant None, excluded from n), so thin coverage cannot false-FAIL.
H5 deliberately deferred until H1's verdict (its incremental value is defined
net of H1's catches). 6 tests.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
From docs/research/orderflow_notes.md — the order-flow shelf distillation.
H1 (5-book convergence): exit on first post-fill 1-min close back below the
trigger within 5 bars — the transitory-impact/recross signature — else the
standing exit stack. H2 (4-book): keep-or-zero on pre-trigger volume-weighted
bar-sign persistence (<0.30 over 15 bars = choppy one-shot burst, zeroed);
strictly-before-entry window, fail-open on thin history. Both pre-registered
at the house bar (+0.05R, n>=300, standard fidelity); nightly adjudication
decides. 7 tests.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
9 sources (Hasbrouck, Bouchaud x2, Cartea, Dalton, Bellafiore, Neill, CKS,
Cetin-Danilova) read by parallel agents + adversarial synthesis, constrained
to computable data (1-min SIP bars, 15s quotes) and fenced from the 8 refuted
levers. Companion to regime_notes.md. H1 (trigger-erasure fast invalidation,
5-book convergence) is the lead candidate.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
replay_window reconstructed fires from ALL setup versions, so liq1/vr1/run1/pm1
(refuted shadow tracks, never traded live, 8:1 volume vs v1, tight-stop
artifacts) dominated /backtest: 17k trades / 45 sessions at -1.8R/trade —
garbage scale vs the harness-validated -0.08R/fire. reconstruct_fires_from_setups
gains an optional setup_version filter (default None: experiments unchanged);
replay_window pins it to v1.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
premarket_eval's shadow enrichment call site queried session_date = current_date
(wrong on UTC-server Postgres at night, so it never matched any symbols) and
shared one try-block for float_cache + dilution filings (a float_cache failure
silently skipped the dilution refresh too). Fix: compute the ET session date
in Python, split into two independent try-blocks, lift into a testable
_refresh_shadow_enrichment(con, session_date). float_cache now applies its own
DDL unconditionally on use instead of only when an API key is present.
Adds iv_dilution_gate (additive, mirrors iv_regime_gate's keep-or-zero shape
keyed on symbol instead of session_date, fail-open on unfetched symbols) plus
its once-per-run preload, and registers the pre-registered dilution_veto_v1
experiment via the existing experiments/*.json self-registering cohort. Live
veto stays OFF; this only wires the shadow measurement.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
One playlist per add-playlist CLI call made adding a second playlist a chore.
Now YT_PLAYLIST_URLS takes a comma-separated list of playlist URLs (list=
param extracted) or bare ids; the transcripts service seeds the playlists
table from it at boot (insert-if-missing — hand-set labels are never
clobbered), and `python -m youtube_claims.run sync-playlists` does the same
on demand. Documented in both compose files; 3 tests.
Also: queue the two executor-surfaced defects (OrderFilledEvent side,
/api/attribution env hardcode) + the flaky nightly regime build-features
step in the plans index; regime_features 07-16 backfilled supervised.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Adds a read-only /backtest page showing how the bot WOULD have traded past
sessions under the CURRENTLY configured live settings: theoretical ORB fires
from setup_events, replayed through the shared exit engine (simulate_exit +
ExitConfig.from_env(), same adverse-fill accounting the exit-experiment
harness uses), screened through the shared population gate and (optionally)
the live regime gate. No new simulation math — replay.replay_window() is pure
assembly of existing pieces (reconstruct_fires_from_setups, _fire_in_population,
_load_regime_favorable, simulate_exit); api/main.py adds the /backtest and
/api/backtest routes plus a dedicated-lock 10-min cache so a slow replay never
blocks the live dashboard's SSE stream. Also extends /api/chart with an
optional date= anchor so the trade drill-in chart modal can reach sessions
older than the existing 72h-from-now window, and adds a one-line BACKTEST nav
link to the live dashboard header.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Surfaces the entry_gate_evaluated decision receipts (plan 005) that were
write-only until now: a Decision Trace panel (per-gate value->threshold
chips, symbol filter, lazy-load + SSE refresh) and collapsed reject markers
merged into the plan-013 symbol chart's existing markers primitive.
- storage/projections.py: query_gate_receipts (case-insensitive symbol
filter, newest-first, same _hist_window idiom as query_fills_feed)
- api/main.py: GET /api/decisions (clamped limit<=500, date-scoped);
DashboardState.decisions() adds a server-computed epoch per row; factored
chart()'s inline to_epoch into a shared _to_epoch_et helper
- api/static/dashboard.html: Decision Trace panel + refreshChart now also
fetches /api/decisions and merges collapsed reject markers (same-reason
bursts within 5min -> one marker) into the single setMarkers call
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
