momentum devandClaude Opus 4.8
c7bfb3512a
(a) learn_params.per_setup_report: permanent per-setup P&L/earliness breakdown
in the harness (forces all-setups so the ORB-vs-rest comparison is visible).
(b) nightly_tune.py + nightly_tune.sh: backfill latest bars, sweep ORB params
over accumulated gapper sessions, write the best PROFITABLE config to
data/learned_params.json. run_live_paper reads it on boot and applies the
tuned ready_score / min_bars (explicit env still wins); won't overwrite with
a losing or thin-sample config. Cron-scheduled after the close.
Verified: 75/75 tests; boot logs the learned params and applies them.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
15 lines
716 B
Bash
15 lines
716 B
Bash
#!/usr/bin/env bash
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# Nightly self-tuning: backfill latest bars, sweep ORB params, write
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# data/learned_params.json (which run_live_paper.py reads on boot).
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#
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# Schedule it after the close. Examples:
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# crontab -e -> 30 17 * * 1-5 /mnt/c/code/momentum/nightly_tune.sh
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# (WSL: cron may need `sudo service cron start`, or use Windows Task Scheduler
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# to run: wsl bash /mnt/c/code/momentum/nightly_tune.sh )
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ROOT="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
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VENV_PY="/home/philip/.venvs/momentum/bin/python"
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cd "$ROOT" || exit 1
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mkdir -p "$ROOT/data"
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echo "=== nightly_tune $(date) ===" >> "$ROOT/data/nightly_tune.log"
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PYTHONPATH="$ROOT" "$VENV_PY" nightly_tune.py >> "$ROOT/data/nightly_tune.log" 2>&1
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