momentum devandClaude Opus 4.8
020eec7f96
- 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>
96 lines
4.3 KiB
Markdown
96 lines
4.3 KiB
Markdown
# Go Live — market-open runbook
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The system is verified end-to-end on real data (Postgres backend, sub-$20
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discovery, live signals in the morning window). This is how to run and monitor
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it at the open.
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## 0. Preconditions (already done)
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- Postgres reachable at `127.0.0.1:5432` (your LAN instance via the port proxy).
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- `.env` has `DATABASE_URL=postgresql://admin:password@127.0.0.1:5432/momentum`
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and valid `ALPACA_API_KEY` / `ALPACA_SECRET_KEY`.
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- Linux venv at `/home/philip/.venvs/momentum`.
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## 1. Start it (LIVE PAPER TRADING — enabled)
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```bash
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cd /mnt/c/code/momentum
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PYTHONPATH=. /home/philip/.venvs/momentum/bin/python run_live_paper.py --no-dashboard
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```
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Each loop: **discover** sub-$20 most-actives, ETF-filtered (every 5 min) →
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**ingest** 1-min bars (every 60s) → **watch**/evaluate (every 30s) → on a ready
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signal, **auto-arm a bracket order** to your Alpaca paper account → **sync**
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account/positions → **guard** unfilled entries. Stop with **Ctrl-C** (graceful).
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Guardrails (`.env`): 1% risk/trade, max 3 concurrent, 2R targets, and a
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**-3% daily-loss circuit breaker** that halts new entries. Trading window
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**9:30–10:35 ET**.
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> Start it a few minutes before 9:30 ET so the premarket screen + daily backfill
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> are warm at the open.
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## 2. The trading window
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Signals fire **9:30–10:35 ET**. The entry cutoff is **10:30 ET** (+5 min grace,
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Ross-Cameron style) — after that, qualifying setups are marked **late**, not
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ready. So watch the first hour.
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## 3. Monitor (any terminal, or remotely)
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```bash
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M="PYTHONPATH=. /home/philip/.venvs/momentum/bin/python momentum_cli.py"
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$M watch # LIVE auto-refreshing board — the real-time view
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$M doctor # PASS/WARN/FAIL across every stage
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$M inspect signals # ready board + per-symbol gap/rvol/status
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$M inspect bars # per-symbol bar counts + freshness (are bars flowing?)
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$M inspect criteria RGNT # full per-criterion reasons for one symbol
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$M inspect discovery # current sub-$20 universe + ranked gappers
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$M inspect events --limit 30
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```
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Or point **pgAdmin** at the `momentum` DB (`events`, `daily_bars`,
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`minute_bars`, `scanner_snapshots` are all live). For a polished **remote
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dashboard**: `cd grafana && docker compose up -d` → http://localhost:3000
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(see `grafana/README.md`).
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## 4. Trading is ENABLED — how to dial it back
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`.env` already has live paper trading on, with guardrails:
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```
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TRADING_EXECUTION_ENABLED=1
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ALPACA_PAPER_SYNC_ENABLED=1
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TRADING_AUTO_APPROVE=1 # auto-arm bracket orders (hands-off)
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TRADING_MAX_DAILY_LOSS_PCT=0.03 # -3% daily-loss circuit breaker (implemented + verified)
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TRADING_RISK_PER_TRADE_PCT=0.01 # 1% of equity per trade
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TRADING_MAX_CONCURRENT_POSITIONS=3
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```
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- **Manual approval instead of auto:** `TRADING_AUTO_APPROVE=0`, drop
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`--no-dashboard`, approve each signal at `http://127.0.0.1:8765`.
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- **Observe only (no orders):** `TRADING_EXECUTION_ENABLED=0`.
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- The breaker at -3% halts **new** entries **and flattens the book** — cancels
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unfilled entries + market-closes open positions. Set
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`TRADING_FLATTEN_ON_BREACH=0` for halt-only (leave positions open).
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## 5. Tuning (env vars)
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| var | default | meaning |
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|-----|---------|---------|
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| `WATCHER_PRICE_MIN` / `MAX` | 1 / 20 | discovery + watcher price band |
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| `DISCOVER_TOP` | 20 | screener universe size |
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| `DISCOVER_INTERVAL_SECONDS` | 300 | how often to re-screen |
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| `WATCHER_INTERVAL_SECONDS` | 30 | evaluation cadence |
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| `LIVE_BARS_INTERVAL_SECONDS` | 60 | minute-bar ingest cadence |
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| `WATCHER_MIN_BARS` | 10 | min bars before evaluating |
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## 6. Reset to a clean slate (optional)
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```bash
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# clears event stream + scans; KEEPS the daily-bar gap baseline
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/home/philip/.venvs/momentum/bin/python - <<'PY'
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import psycopg2
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c=psycopg2.connect("postgresql://admin:password@127.0.0.1:5432/momentum"); c.autocommit=True
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c.cursor().execute("TRUNCATE events, scanner_snapshots")
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PY
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```
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## Known limitations (honest)
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- `quality_score` is a constant 1.0, `float_rotation` is 0.0, `spread_pct` is
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null — these fields are not real metrics yet.
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- News-catalyst discovery (RSS) exists but isn't wired into the watchlist.
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- Free Alpaca **IEX** data is thinner than SIP, especially premarket — some
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sub-$20 names show few/no bars until volume builds.
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- The screener can briefly rate-limit; discovery retries and falls back to a
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liquid sub-$20 list, so the watchlist stays tradeable.
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