- discover_active_symbols requested get_most_actives(top*3); once screen_universe
used top*2 headroom for the ETF filter (top=20 -> 40 -> get_most_actives(120)),
this exceeded Alpaca's hard cap of 100 -> HTTP 400, swallowed by the bare
except -> discovery returned EMPTY every cycle. The live loop therefore traded
the static fallback list (non-gappers) instead of real movers all morning.
Fix: cap at min(top*3, 100). Verified: screen_universe now returns 20 real
sub-$20 names, ETF-filtered.
- Add ./momentum launcher (project venv) so 'momentum watch' works without the
full venv path ('python' on the box is the Windows pyenv shim, no deps).
67/67 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>
Full-screen auto-refreshing board (rich.Live) of what the system is evaluating
in real time: per-symbol status (ready/late/blocked), score, gap%, RVOL and the
blocking reason, ranked by score — plus ready signals, open positions, and risk
events. 'momentum watch' (refresh) or '--once' (single frame). Reads the
Postgres event store.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
When the daily-loss breaker trips it now also flattens the book: cancels
unfilled (armed) entries and market-closes every open position via
client.close_position (which cancels resting bracket legs). Configurable via
TRADING_FLATTEN_ON_BREACH (default on). Best-effort per symbol; emits a
'halted_and_flattened' risk_rule_triggered event with the flatten summary.
Verified: trip at -4% closes 2 seeded positions + cancels 1 armed entry. 67/67 green.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
- trading_execution: implement the daily-loss circuit breaker (account equity vs
prior close; latches once tripped; fail-open on a data hiccup) — was
advertised in the docstring/settings but never implemented.
- discovery: filter leveraged ETFs (SOXS/TZA/TSLL/NVD/BITO/...) out of the
universe; retry the screener on a transient empty (rate-limit) result.
- run_live_paper: fallback watchlist is now liquid sub-$20 names, not mega-caps
(mega-caps just get filtered by the watcher band -> nothing to trade).
Verified live: forced ready signal -> auto-approve -> real Alpaca bracket order
(pending_new, then cancelled); breaker trips at -3% (simulated). 67/67 tests green.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Market-open runbook: start command (observe mode), the 9:30-10:35 ET trading
window (10:30 entry cutoff), monitoring commands (doctor / inspect signals /
criteria / bars), how to enable paper execution, env tuning, honest known limits.
Verified this session: continuous loop stable with graceful Ctrl-C; full
pipeline (discover -> ingest -> evaluate) produces ready signals on real
2026-06-15 morning data; 67/67 tests green throughout.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
- SetupEvaluationResult.criteria_detail: per-criterion {name,passed,reason}.
- watcher CriteriaEvaluatedEvent now carries gap_pct, relative_volume, status,
reason, and the per-criterion detail (was only passed/failed names).
- CLI: 'inspect criteria SYMBOL' shows status + gap/rvol + each criterion reason;
new 'inspect signals' = ready board + per-symbol gap/rvol/status.
Verified on real 2026-06-15 bars: RGNT shows 9/9 with reasons (rvol 26.2x),
'late' explained by the 10:30 ET cutoff. 67/67 tests green.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
- research/ingestion/discovery.py: screen sub-$20 most-actives, backfill daily,
rank gappers, persist scanner snapshot, and EMIT a discovery event.
- run_live_paper: watchlist defaults to the screener universe (was a hardcoded
mega-cap list); add a periodic 'discover' task; emit bars-collected
(per-symbol counts) and discovery events every pass.
- IngestionResult.per_symbol: per-symbol row counts (incl 0) so 'are bars
collected?' is answerable per symbol, distinguishing market-closed from broken.
Verified live vs Postgres: watches SOXS/RGNT/GRAB/SOFI/ACHR/... (sub-$20),
820 daily bars backfilled, discovery+ingestion events land in the event store.
67/67 tests green.
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>
- storage/db_pg.py: thin psycopg2 connection shim (?->%s translation,
autocommit, .df(), and per-test isolated schema for ':memory:').
- storage/db.py: delegate get_connection/get_memory_connection to db_pg.
- storage/pg_schema.sql: Postgres schema, applied on connect.
- research/query.py runs UNMODIFIED on Postgres via the shim.
- ingestion upserts: INSERT OR REPLACE -> INSERT ... ON CONFLICT DO UPDATE.
- event_store: drop invalid btree-on-JSON-text index.
Full logic suite: 67/67 green against Postgres (was DuckDB).
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>
