Files
momentum devandClaude Opus 5 97a3a1b29d perf: stop the watcher scoring names that can never trade
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
2026-09-13 14:27:06 -05:00
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