momentum devandClaude Fable 5 6c6d0cd799 feat: weekly execution tallies — midday-entry net + market_exit post-run ...

Read-only nightly-scheduler job (Friday-gated): buckets realized P&L by entry
time (open/late-morning/midday) and, for each market_exit close, computes the
post-exit run-up capturable under a breakeven stop (0 if price undercuts entry
first; intrabar ties count as stopped). Emits a weekly_tally event + Telegram
summary. Evidence accumulator for the dead no_new_entries_after cutoff and the
weakness-exit winner-clipping question — no live trading path touched.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

2026-07-24 22:25:14 -05:00

..

alpaca_paper

fix(events): add optional side field to OrderFilledEvent

2026-07-17 20:47:17 -05:00

api

test: clamp test pins BACKTEST_MAX_SESSIONS env (default moved to 300)

2026-07-22 09:30:14 -05:00

conversion

conversion(009): committed go/no-go signal probe (Step 5 instrument)

2026-07-14 20:32:18 -04:00

experiments

experiments: depth_overhang_v1 — L2 order-book overhang gate (first signal to clear the bar+null)

2026-07-18 11:32:06 -05:00

research

feat: weekly execution tallies — midday-entry net + market_exit post-run

2026-07-24 22:25:14 -05:00

runtime

test(019): de-flake watchlist concurrency test — assert single-snapshot consistency

2026-07-19 10:46:43 -05:00

storage

dashboard: stale-session alarm banner + rvol_tod in armed triggers

2026-07-21 20:09:56 -05:00

strategy

population test: clear env for the bare-shell from_env case

2026-07-13 22:48:17 -04:00

__init__.py

Baseline before Postgres migration (WS0)

2026-06-15 23:39:29 -04:00

test_admin_effective_config.py

fix(admin_api): stop leaking the real .env on import

2026-07-17 20:53:33 -05:00

test_alpaca_client.py

money-path: reconcile a lost order-submit by client_order_id before journaling cancel

2026-07-13 22:24:14 -04:00

test_backtest_engine.py

Baseline before Postgres migration (WS0)

2026-06-15 23:39:29 -04:00

test_entry_gate_parity.py

entry-gate: decision receipts per evaluation (plan 005 step 3)

2026-07-13 23:20:10 -04:00

test_env_overrides_db.py

feat: image version identity + DB-config parity for nightly scripts

2026-07-22 23:28:06 -05:00

test_eod_reconcile.py

money-path: nightly cage-count reconcile (broker vs event store) + schedule it

2026-07-13 22:29:00 -04:00

test_eod_replay_population.py

population: learn_params + eod_replay consume the shared gate (kills look-ahead)

2026-07-13 22:43:12 -04:00

test_eod_restart.py

money-path: daily self-restart + SIGTERM + positive-evidence exit gate

2026-07-13 22:20:37 -04:00

test_execution_safety.py

EOD flatten: cancel bracket legs before close (was naked overnight)

2026-06-18 16:08:33 -04:00

test_exit_manager_sanity.py

money-path: daily self-restart + SIGTERM + positive-evidence exit gate

2026-07-13 22:20:37 -04:00

test_exit_manager.py

money-path: daily self-restart + SIGTERM + positive-evidence exit gate

2026-07-13 22:20:37 -04:00

test_exits.py

fix: marketable entries price from live last + time-of-day rvol arms fast path

2026-07-20 15:40:15 -05:00

test_ignition.py

delete: schwab/ (23 files, dormant) + dead strategy modules

2026-07-13 21:02:46 -04:00

test_journal_pnl.py

Board/journal: broker-authoritative realized in the P&L header

2026-06-18 14:42:35 -04:00

test_liquid_breakout.py

Liquid intraday-RVOL breakout detector (prototype, shadow-only)

2026-07-01 13:34:56 -04:00

test_nightly_tune_atomic.py

flywheel: atomic learned_params write + boot-time staleness warning

2026-07-13 22:45:04 -04:00

test_operator_commands.py

operator-plane: guarded command bus (flatten / pause kill switch)

2026-07-14 00:15:00 -04:00

test_population_gate.py

population: characterization tests pinning live _population_reject (pre-extraction)

2026-07-13 22:32:03 -04:00

test_position_sizing.py

Concentrate-by-rank sizing mechanism (goal #1) — built, gated OFF

2026-06-22 17:55:20 -04:00

test_premarket_setup.py

Premarket setup detector + pm1 shadow track — the one unexplored lane

2026-07-01 18:03:53 -04:00

test_qabot_deadman.py

test nit: unused var in deadman ping test

2026-07-13 16:44:54 -04:00

test_regime_gate_live.py

Regime gate: make the live gate actually decide (it shipped inert) + fix breadth_rvol units

2026-07-16 14:00:07 -05:00

test_runner_detector.py

Runner-aware GRADE + leading-gainer runner DETECTOR, shadow-only

2026-07-01 00:10:19 -04:00

test_runner_propensity.py

Runner-propensity selection lever: cheap-price + premarket-gap, shadow-measured

2026-06-29 18:08:56 -04:00

test_runner_quality.py

Runner-aware GRADE + leading-gainer runner DETECTOR, shadow-only

2026-07-01 00:10:19 -04:00

test_setup_evaluator.py

Add local-LLM (Ollama) news/catalyst scoring

2026-06-19 17:29:24 +00:00

test_telegram.py

Telegram Q&A bot: real retrieval + direction (was answering blind)

2026-06-24 00:04:51 -04:00

test_trading_execution.py

feat: live-money prep — equity-floor kill switch + boot order reconciliation

2026-07-22 16:13:26 -05:00

test_triggers.py

fix: trigger fires require a fresh cross — stale breaks after a blind window are chases

2026-07-21 08:50:41 -05:00

test_volume_ratio.py

test: de-flake volume-ratio test (real-clock dead zone, not plan 007)

2026-07-14 00:36:00 -04:00

test_vwap_pullback_entry.py

No-chase entry shadow-validation: VWAP-pullback halves the ORB loss but FAILS the locked bar

2026-06-29 18:08:56 -04:00

test_vwap_reclaim.py

VWAP-reclaim P3: placeability gate + pre-registered promotion validator (which FAILS in-sample)

2026-06-29 15:48:35 -04:00

test_youtube_extraction.py

YouTube extraction: normalize NULL/spaced tickers + asset-specific filter

2026-07-01 22:16:05 -04:00

test_youtube_playlists.py

youtube: YT_PLAYLIST_URLS — comma-separated playlists via env, synced at boot

2026-07-17 09:14:22 -05:00