Files
momentum-system/research
momentum devandClaude Opus 4.8 a0276958ca Trading enablement: circuit breaker, ETF filter, robust discovery
- trading_execution: implement the daily-loss circuit breaker (account equity vs
  prior close; latches once tripped; fail-open on a data hiccup) — was
  advertised in the docstring/settings but never implemented.
- discovery: filter leveraged ETFs (SOXS/TZA/TSLL/NVD/BITO/...) out of the
  universe; retry the screener on a transient empty (rate-limit) result.
- run_live_paper: fallback watchlist is now liquid sub-$20 names, not mega-caps
  (mega-caps just get filtered by the watcher band -> nothing to trade).

Verified live: forced ready signal -> auto-approve -> real Alpaca bracket order
(pending_new, then cancelled); breaker trips at -3% (simulated). 67/67 tests green.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-16 08:02:46 -04:00
..