Files
momentum-system/runtime
momentum devandClaude Opus 5 11b0fcd7b7 fix: read the session open from the first regular-hours bar, not bars[0]
_population_reject computed the static open gap from bars["open"].iloc[0].
Premarket that is a PREMARKET bar, so the gap is fabricated. Live on
2026-09-14: FTFT opened 3.30 against a 2.88 previous close (+14.6%, well
inside the tradeable 10-35% band) but its premarket bars started near 2.52,
so the filter read -12.5% and benched it at 09:12 -- before the session had
even opened.

It never self-corrected. The frame keeps its premarket bars all session, so
every later pass recomputed the same wrong number, and _transition only emits
on change, so the symbol stayed out_of_population for the day. Several of the
day's rejections show negative gaps (-12.5%, -17.4%, -1.9%) that look like the
same artifact.

Trading was unaffected -- the trigger path does not consult watcher state, and
FTFT was still evaluated and rejected on its own merits (over_extended_day, it
was already +59% off the open). The damage is diagnostic: valid candidates lose
their criteria trail, which is the blank-reasoning-panel problem a previous
commit set out to fix.

Read the open off the first is_regular_hours bar; return None (fail open) when
the session has not opened, since the static gap is not yet knowable. A frame
with no session flag is treated as already regular-hours-only, which is what
tests and replay hand it.

Also drop the pm-range=N counter from step_arm's return string. The arm step
never emits a module_tick -- verified against both 2026-09-11 and 2026-09-14,
where only discovery, ingestion, enrichment and triggers do -- so it reached
container stdout and nothing else. Adding a tick purely to carry it would put
~4k events/day back after the population filter had just removed 88% of them.
pm_range_pct is already on the armed candidate rows for the board; persist it
on the approval payload if it needs to be measurable per trade.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01A2LepdJfPCfK5Q8uznjFBM
2026-09-14 15:27:01 -05:00
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