momentum devandClaude Fable 5
40e51c8dd5
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>
80 lines
3.2 KiB
Python
80 lines
3.2 KiB
Python
"""Morning pick journal — the human/LLM forecast experiment (2026-08-19).
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Tests whether a PROSPECTIVE forecaster (the owner, an LLM, anyone) carries
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signal the machine levers never found. Picks land here premarket; the scorer
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(research/pick_scoring.py) judges them against the same bars and cost model
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as everything else. Zero trading impact — this table is never read by the
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live loop.
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Validity rule: a pick only counts if picked_at is BEFORE 09:30 ET on its
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session date. Late picks are stored (audit) but flagged invalid and excluded
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from scoring — no retroactive genius.
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"""
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from __future__ import annotations
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import uuid
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from datetime import datetime, time as dtime
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from zoneinfo import ZoneInfo
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ET = ZoneInfo("America/New_York")
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OPEN_ET = dtime(9, 30)
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DIRECTIONS = ("long", "short")
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DDL = """
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CREATE TABLE IF NOT EXISTS human_picks (
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id VARCHAR PRIMARY KEY,
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session_date DATE NOT NULL,
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picked_at TIMESTAMPTZ NOT NULL,
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forecaster VARCHAR NOT NULL,
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symbol VARCHAR NOT NULL,
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direction VARCHAR NOT NULL DEFAULT 'long',
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conviction INTEGER NOT NULL DEFAULT 2,
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note VARCHAR,
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valid BOOLEAN NOT NULL
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);
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CREATE INDEX IF NOT EXISTS idx_human_picks_session
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ON human_picks(session_date, forecaster);
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"""
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def ensure_schema(con) -> None:
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con.execute(DDL)
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def add_pick(con, symbol: str, *, forecaster: str = "phil",
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direction: str = "long", conviction: int = 2,
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note: str | None = None, now: datetime | None = None) -> dict:
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"""Insert one pick, stamping validity from the wall clock. Returns the row."""
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symbol = (symbol or "").strip().upper()
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if not symbol or len(symbol) > 6 or not symbol.replace(".", "").isalnum():
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raise ValueError(f"bad symbol {symbol!r}")
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if direction not in DIRECTIONS:
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raise ValueError(f"direction must be one of {DIRECTIONS}")
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conviction = max(1, min(3, int(conviction)))
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now_et = (now or datetime.now(tz=ET)).astimezone(ET)
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valid = now_et.timetz().replace(tzinfo=None) < OPEN_ET
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row = dict(id=str(uuid.uuid4()), session_date=now_et.date(),
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picked_at=now_et, forecaster=forecaster[:64], symbol=symbol,
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direction=direction, conviction=conviction,
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note=(note or "")[:280] or None, valid=valid)
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ensure_schema(con)
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con.execute(
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"INSERT INTO human_picks (id, session_date, picked_at, forecaster, symbol, "
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"direction, conviction, note, valid) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)",
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[row["id"], row["session_date"], row["picked_at"], row["forecaster"],
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row["symbol"], row["direction"], row["conviction"], row["note"], row["valid"]])
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return row
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def list_picks(con, session_date=None) -> list[dict]:
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ensure_schema(con)
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if session_date is None:
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session_date = datetime.now(tz=ET).date()
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rows = con.execute(
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"SELECT id, session_date, picked_at, forecaster, symbol, direction, "
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"conviction, note, valid FROM human_picks WHERE session_date = ? "
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"ORDER BY picked_at", [session_date]).fetchall()
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cols = ["id", "session_date", "picked_at", "forecaster", "symbol",
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"direction", "conviction", "note", "valid"]
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return [dict(zip(cols, r)) for r in rows]
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