Three independent tests over 2026-08-01+, all negative:
premarket news, any window 7.9% vs 8.6% ran >=50%
...controlling for PM range 11.3% vs 21.0% ran >=50%
intraday arrival, hour-matched 16.8% vs 24.6% ran >=10% forward
The feed explains it. Of 1,621 headlines delivered for screened names during
sessions: 61.7% reactive roundups ("Why X Shares Are Trading Higher", "20
Stocks Moving In..."), 2.7% law-firm spam, and 0.9% genuine catalyst PRs. The
wire reports the move after it happens, so a boost on "has a headline" buys the
late stage of a run. 11 of the 14 biggest runners (up to +912%) had no coverage
at all.
Set NEWS_RANK_BOOST to 1.0 (neutral). This also neutralises the binary fallback
restored in 9b4c8e5 -- correct in intent (a dead enrichment must not silently
disable news ranking) but it handed a flat 2x to any unclassified headline, and
62% of them are lagging roundups.
Deliberately unchanged:
- the LLM path. catalyst_score = conviction * max(0, sentiment), so a roundup
(type none, sentiment <= 0) scores 0 and earns nothing, while a real bullish
catalyst still lifts. It targets the 0.9% correctly.
- the dilution veto, which sinks confirmed offerings and is a separate,
sound mechanism.
- the enrichment-down alarm from 9b4c8e5.
Also evaluated and NOT shipped: halt-resumption as a catalyst feature. It is by
far the best signal in this universe -- a >=3min bar gap resuming >=2% up ran
>=25% afterwards 40-47% of the time vs ~11-20% baseline, holding in every hour
of the session. But a time-aware A/B of the armed set moved mean forward run
only 27.09% -> 27.84% and 165 -> 173 runners per 725 slots, because gap x rvol
already encodes it (a halting stock has high relative volume by definition).
Same collapse premarket range showed: strong univariate, near-zero marginal.
The ranking is saturated; selection is not where the remaining edge is.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01A2LepdJfPCfK5Q8uznjFBM
Over 1,040 screened symbol-days (2026-08-01 on), asking which premarket
property predicts the session running >=50% open-to-high:
premarket range n avg run ran >=50%
>= 30% 201 34.7% 15.9%
15-30% 136 28.3% 14.7%
5-15% 303 15.2% 5.9%
< 5% 400 16.8% 4.3%
A name that already travelled >=15% premarket is 3.1x more likely to run
>=50% (15.4% vs 5.0%) -- the largest single lift in this dataset, and free:
it comes off minute bars the arm pass has already fetched.
Two findings constrain the shape:
- It is a STEP at 15%, not a gradient (15-30% and >=30% are 14.7 vs 15.9;
5-15% and <5% are 5.9 vs 4.3). So the multiplier is a threshold. A linear
scale would invent precision the data does not support.
- Premarket VOLUME carries NO signal (10.0/4.2/7.9/9.0% across participation
buckets, non-monotonic) and raw premarket volume runs inversely to the
outcome. scanner_snapshots.premarket_volume being NULL costs nothing;
range is the field that mattered all along.
Do not expect 3x. Replaying armed-set selection over the same 29 sessions,
top-5 by mean/median run and >=50% runners captured out of 145 slots:
gap x rvol (baseline) 39.77% / 10.97% 27
x3.0 if PM range >= 15% 42.00% / 13.16% 32
HARD FILTER >= 15% 37.27% / 12.67% 24 <- worse
PM range alone 32.86% / 12.65% 20 <- much worse
gap x rvol already encodes much of the same information, so the marginal gain
is ~+2 points of mean run and 4-5 extra big runners per 145 slots. It is
BOOST-only for a reason: gating on this feature scored below baseline, and it
must never replace gap/rvol. Every threshold in 10-20% and gain in 1.5-5.0 beat
baseline -- a flat plateau, so not fitted. The shipped 15%/3.0x are the measured
step and the measured lift, not the sweep's peak cell.
Fail-open: an unknown range yields a neutral 1.0, never a penalty.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01A2LepdJfPCfK5Q8uznjFBM
Five fixes from the 2026-09-13 live-account investigation:
aae7269 exits stopped amputating winners (9.3% of the move captured on
trades that ran >=20%; winners held 10 min vs 19 for losers)
9b4c8e5 news ranking had been off since 2026-08-03, two days before the
first real-money fill -- and could not be seen to be off
0910e29 track the live overrides seed that LIVE-CUTOVER.md references
9034839 a zero equity reading sized off the $100k default (latent)
97a3a1b watcher stops scoring names the entry path can never accept
(3.1 GB of a 7.6 GB events table)
Config changes are already applied to config_overrides on the live stack.
This merge is what ships the CODE half to the image.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01A2LepdJfPCfK5Q8uznjFBM
criteria_evaluated + signal_blocked held 3.1 GB of a 7.6 GB events table.
On 2026-09-10 alone the watcher wrote 191,458 criteria receipts across 57
symbols -- ~3,359 per symbol per day -- and 154,260 of them (80.6%) were
for names whose static open gap was outside the tradeable band. NOK, NIO,
PATH, PLUG, SOFI, AAL and F all sit inside the $2-20 price filter, so
WATCHER_PRICE_MIN/MAX admits them; only the gap floor excludes them, and
that was checked per-tick instead of once up front.
Apply the SHARED population gate (strategy/population.population_reject --
the same function, same config the entry path already enforces) before the
evaluation and its receipts. This is behaviour-preserving for trading: those
names were being scored, emitted, and then rejected downstream anyway --
429 "outside tradeable population" risk events across 221 symbols, led by
exactly the names that top the receipt counts. The decision just moves
upstream of the write.
Details that matter:
- The verdict is recomputed each tick, never cached. A >150% gapper reads
"squeeze unverified" on thin volume and is admitted once rvol confirms;
a cached rejection would bench it for the session.
- _transition only emits on CHANGE, so a rejected symbol costs one
state event per session and is then silent.
- Fail-open throughout: an unreadable open, a missing previous close or
absent volume returns None, so a data gap can never bench a symbol.
- Gap is the STATIC OPEN gap (session open vs previous close), fixed for
the day, not the live price -- the verdict must not wander intraday.
Off by default (population=None) so every existing caller and test keeps
its current behaviour; the live loop opts in, and WATCHER_POPULATION_GATE=0
restores the old path.
Note for diagnostics: momentum_cli's criteria views now show only names
inside the population. That is the intended trade -- the excluded rows
described symbols the bot could never have taken.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01A2LepdJfPCfK5Q8uznjFBM
Tradier returns total_equity 0.0 during its overnight maintenance window --
sixteen times in the last fourteen days, all around 01:06. Three defects
compounded so that a zero could size a position off default_equity:
account_equity = equity or config.default_equity
`or` cannot tell "not supplied" from "read as zero", so a real 0.0 became
100000. Then the position-value cap, derived from the same equity, was
itself 0 -- and the guard
if max_position_value is not None and max_position_value > 0:
SKIPPED the cap precisely when the cap said "no room". Finally the auto
path (~96% of approval requests) had no `pos_cap <= 0` early-out, unlike
the manual path at request_entry_approval. Net effect on a ~$250 account:
risk 5% of 100k = $5,000, capped only by liquidity. The broker would have
rejected it for buying power, which is luck rather than design.
Never fired in live hours -- every zero read landed with the market closed,
and _current_equity caches the last good value -- so this is latent, not a
realised loss. The reachable path is a boot that coincides with the
maintenance window, when no good read has been cached yet.
Distinguish None from zero, refuse to size on non-positive equity, treat a
zero cap as "no room" rather than "no cap", and mirror the manual path's
early-out. TRADING_DEFAULT_EQUITY is set to 300 on the live stack so even
the untested fallback cannot oversize.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01A2LepdJfPCfK5Q8uznjFBM
docs/LIVE-CUTOVER.md already points at this file, so the cutover procedure
referenced something that existed only on one machine. It carries no
secrets -- keys stay in .env (gitignored) and the LAN address it names is
already in .env.example, the compose YAMLs and the systemd unit.
Tracking it also pins the two settings this branch corrects, with the
reasoning inline: the exit retune, and the Ollama endpoint that had drifted
to a port with nothing listening. Untracked, a rebuild would have quietly
restored both faults.
Note the precedence: compose env < overrides.env < config_overrides (DB).
The database wins, so editing this file alone changes nothing on a running
stack -- it is the bootstrap seed and the record of intent, not the live
switch.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01A2LepdJfPCfK5Q8uznjFBM
step_arm ranks gappers by catalyst, but the enrichment feeding it stopped
on 2026-08-03 -- two days before the first real-money fill. raw_news_items
kept ingesting ~45k items/day throughout; news_events and
news_catalyst_cache have no rows after 2026-08-03. So every live trade to
date was ranked with the news multiplier pinned at 1.0.
Three faults, the third of which hid the other two:
1. Ollama was configured at a host/port with nothing listening, running a
model that was never pulled.
2. _cat_mult returned a flat 1.0 for a symbol with no LLM advisory instead
of falling back to the binary headline boost. With the scorer enabled
and the cache empty that branch is reached for EVERY symbol, so turning
on the graded ranker silently turned off the simple one it was meant to
improve. Fall back properly, so news ranking degrades instead of
disappearing.
3. enrich_recent_news never raises -- it reports failures in a returned
counts dict, and enrich_loop discarded that return value. Every 120s
for 40 days it received {enriched: 0, errors: 50} and threw it away: no
log line, no event, nothing to distinguish a dead pipeline from an idle
one. Consume the counts and emit a module_tick naming host and model,
on the first failed pass and hourly thereafter.
Fault 3 is the one worth fixing; 1 and 2 are its first casualties.
No claim that news ranking pays: a binary "has a headline" flag tests
mildly NEGATIVE across 1,030 screened symbol-days (7.8% vs 10.4% ran
>=50%), and the graded classifier only overlaps bar data for five days,
too few to separate anything. Restoring the pipeline makes it measurable;
it does not make it trusted. Re-measure catalyst type and sentiment
against realised runs before giving the multiplier more authority.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01A2LepdJfPCfK5Q8uznjFBM
The live exit ran FOUR independent stop ratchets at once: a +5% breakeven
inherited silently from the env default, a 0.25R step-trail, a prior-low
trail, and profit-lock tiers. Stacked, they pinned the stop at or just
above entry within the first minute of any real move, so winners were
capped near +1R while losers still ran to the full stop.
Measured over 62 live Tradier + 172 Alpaca paper round trips:
- trades whose stock ran >=20% after entry (avg +63.7%) kept 9.3% of it
- median hold 10 min for winners vs 19 min for losers -- inverted
- PCLA 2026-09-11: entered 12.8233, stopped 12.82, a 0.03% stop
breakeven_at_pct was the only exit lever in ExitConfig that defaulted ON
from the env (0.05) while its dataclass default and every sibling lever
defaulted to off, so the live stack ran it without ever setting it. Turn
the env default off so "not configured" means "not applied".
Replayed through simulate_exit -- same entries, same initial stops, only
the management varying -- with each stack split 70/30 by date. A 10%
trail running from entry looked best in-sample and went negative out-of-
sample; what survives is a trail armed only after +1R. The 8-20% range
all beat the old config in all four train/test cells (mean R 0.20-0.25 vs
0.125), so the live value of 12% is a plateau pick rather than a fitted
one.
Live config_overrides updated separately (market closed, no open
positions); this commit is the code default and the regression guard.
Risk per trade is unchanged and both safety backstops -- the -10%
catastrophe exit and naked-stop enforcement -- are untouched.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01A2LepdJfPCfK5Q8uznjFBM
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>
