Three fixes from the first live session:
1) Naked-stop bug (critical): the entry-timeout guard cancelled an entry it
thought was unfilled AFTER it had really filled (our order_filled events lag
the 60s sync). Cancelling a bracket parent cancels its stop/TP legs, so the
position went NAKED and bled 22% with no floor. Guard now checks the broker's
LIVE positions (get_positions) before cancelling and never cancels a filled
name. Regression test added.
2) Speed: ingest re-fetched a 240-min window for ~80 symbols every minute (~46s
measured), and the single-threaded loop froze the 4s trigger that whole time
-> breakouts caught once a minute, not in real time. Ingest is now
incremental (heavy first pass covers the session so the opening range is
present; then ~20-min refreshes, closed bars never change). Loop passes
dropped from ~70s to ~2-5s.
3) Threaded trigger: the fast breakout detector/fire loop now runs on its own
thread, fully decoupled from the slow scheduler. EventStore, the execution
service, and the trigger book are made thread-safe (locks) so the thread and
main loop can't race the shared psycopg2 connection or in-memory state.
Verified live: fired EZGO/NEOV, all positions retain active stops.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The "always late / miss the move" problem was structural: entries waited for a
1-min bar to CLOSE above the breakout then walked the ingest->watch->execute
cadence (~2 min), and rested a limit AT the trigger that a runner never fills.
Add a top-6 armed-trigger book (runtime/triggers.py): keep the most-promising
gappers ready with a pre-computed opening-range trigger/stop and FIRE the
instant LIVE price crosses, via TradingExecutionService.submit_breakout_now —
a marketable order (capped above the trigger) that actually fills — reusing the
same risk gates (daily-loss breaker, max-concurrent, 1%-risk sizing, dedup).
- structure.py: opening_range() helper (shared with the ORB detector)
- run_live_paper.py: step_arm (rank + arm, 20s) + step_trigger (price-cross
fire + snapshot, 4s)
- momentum_cli.py: rewrite the watch board — market clock + countdown, loop
heartbeat, the 6 armed triggers with live price / gap / rvol / trigger /
distance / stop, and a plain-English "what it's hunting" line
- tests: opening range, trigger book state machine, submit_breakout_now gates
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
HIGH:
- Circuit breaker fails CLOSED: a repeated unreadable equity (API 401/429/5xx or
missing field) now halts new entries after 3 consecutive failures instead of
silently reporting 'no breach' and continuing to trade through a drawdown.
- execute(): map order statuses. Terminal-fail (rejected/expired/...) -> ok=False
(never armed as a resting entry); record ANY fill (partial too), not only an
exact 'filled'; require a real broker order id. approve_order only arms
genuinely OPEN statuses.
- sync: account/positions/orders failures now emit a BrokerHealthChangedEvent
(degraded) and step_sync surfaces 'DEGRADED', instead of a success-shaped None
that left risk gates reading stale snapshots as current.
MEDIUM:
- _flatten_all records a position closed only on a CONFIRMED close; the breaker
event reports 'halted_flatten_incomplete' + the unclosed symbols when a close
fails, instead of claiming the book is flat.
- submit_exit_order prefers close_position (handles short sign + fractional qty;
a plain sell of abs(qty) would double a short).
LOW:
- get_orders(nested=true) so bracket child legs aren't dropped from the snapshot.
+ tests/unit/test_execution_safety.py (4 regressions). 75/75 green.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
- discover_active_symbols logs the screener error instead of swallowing silently.
- run_discovery records an explicit error when the universe is empty (surfaces in
the discovery event + Grafana).
- momentum doctor now FAILs when the latest discovery universe is 0 (the morning's
dead screener would have shown red within a minute).
- tests/unit/research/test_discovery.py: pins get_most_actives top<=100 and the
ETF/price-band filtering.
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>
