momentum devandClaude Fable 5
f6999c7f6a
premarket_eval's shadow enrichment call site queried session_date = current_date (wrong on UTC-server Postgres at night, so it never matched any symbols) and shared one try-block for float_cache + dilution filings (a float_cache failure silently skipped the dilution refresh too). Fix: compute the ET session date in Python, split into two independent try-blocks, lift into a testable _refresh_shadow_enrichment(con, session_date). float_cache now applies its own DDL unconditionally on use instead of only when an API key is present. Adds iv_dilution_gate (additive, mirrors iv_regime_gate's keep-or-zero shape keyed on symbol instead of session_date, fail-open on unfetched symbols) plus its once-per-run preload, and registers the pre-registered dilution_veto_v1 experiment via the existing experiments/*.json self-registering cohort. Live veto stays OFF; this only wires the shadow measurement. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
9 lines
505 B
JSON
9 lines
505 B
JSON
{
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"id": "dilution_veto_v1",
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"hypothesis": "Zeroing ORB fires on names with an S-1/S-3/424B filing in the trailing 90 days raises whole-population expR — the dilution-trap gaps fade as new shares hit.",
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"population": {"min_entry_gap_pct": 0.10, "min_day_volume": 300000, "price_min": 2.0, "price_max": 20.0},
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"intervention": {"kind": "dilution_gate", "lookback_days": 90},
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"bars": {"expR_delta_min": 0.05, "min_n": 300},
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"fidelity": {"atr_frac": 0.25, "spread_mult": 3, "adverse_ticks": 1}
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}
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