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momentum-system/research
momentum devandClaude Fable 5 5b885a719f ingest(009): nightly SPY/QQQ ingest + catalyst enrichment ON as feature source
Step 3 of plan 009 (config + code; no live-path change):

- research/ingestion/market_context.py: pulls SPY/QQQ full-session minute bars
  (SIP, post-close embargo-safe) + daily bars via the existing upsert helpers, so
  the labeler's market-context features have a FORWARD source (index ETFs never
  enter the gapper universe the live loop ingests). Mirrors sip_backfill's shape.
- both compose scheduler blocks: run it after premarket_eval, guarded || echo.
- NEWS_ENRICH_ENABLED on: added to docker-compose x-app-env anchor (loop +
  scheduler inherit it); truenas-compose + .env.example already had it. Catalyst
  is a FEATURE source only, never a live gate; enabled-but-down never blocks
  trading. Enrichment OUTPUT is verified by the orchestrator (needs live Ollama).

Compose statically validated (yaml.safe_load). Ingest self-checked via a
fake-client :memory: round-trip through _preload_spy.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-14 20:27:49 -04:00
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