New mode (risk.daily_budget_reset=True) where cash_available and sizing
equity reset to initial_equity at the start of each day, regardless of
how many open positions or realized P&L exist. Unlike fixed_capital_sizing
(단리, sizing only), this also treats buying power as if no positions are
held — useful for evaluating signal quality independent of capital constraints.
- domain.py: daily_budget_reset field on RiskConfig
- run.py: _daily_budget_reset flag; _sizing_equity / _sleeve_equity_est /
_build_portfolio_state all honor the new flag
- backtest_sim.py: daily_budget_reset param threaded through
- direct_runner.py: --daily-budget-reset CLI flag
- routers/backtest.py: BacktestRequest field + cmd arg
- client.ts: BacktestParams / BacktestTask types updated
- Backtest.tsx: checkbox in form + DBR badge in task list
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Add Copy button per run row in Run History table; opens pre-filled RunConfigPopup
with original run's period/universe/compound_returns settings
- Make RunConfigPopup larger (500px wide) and more spacious with proper header/X button
- Prevent dialog from closing on backdrop click; only Cancel or X button closes it
- Range date inputs laid out side-by-side in 2-column grid
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Add run_pre_screen() at 9:20 ET: fetch daily bars + enrichment + quality filter
before market open, narrowing universe for faster orb_detect intraday fetch
- run_orb_detection() uses cached pre-screen data when available; falls back to
full pipeline if pre_screen missed (late start, failure)
- Add _last_trading_day() helper to skip weekends/holidays for bars_end,
preventing Alpaca 502 on Mondays (today-1 = Sunday was causing failures)
- Fix Oracle client chunk_size 300→75: Alpaca rejects 100+ ticker URL requests
- Add pre_screen event to build_schedule() at 9:20 ET and dispatch in _run_trading()
- run_session_now() runs pre_screen before orb_detect for efficiency
- Add ORB daemon, engine, models, state, screener, and intraday strategy configs
- Add intraday library (libs/intraday/) and web routes for ORB/intraday trading
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Previously run_session_now() only ran orb_detect and injected future
scheduled events, but scheduled breakout windows were already past so
no breakout check ever fired.
Now: after orb_detect, immediately run one breakout check with current
snapshot prices (the core of '지금 시작'). All scheduled breakout events
are marked completed. Only stop_check and eod_exit events are injected
into the live schedule going forward.
Also improve alert message to clarify background execution (~1-2 min).
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- POST /orb/auto/clear-log: clears in-memory log lines and deletes
the orb_scheduler.log file on disk
- ORBAutoScheduler.clear_log(): implements the wipe
- Log panel header now has an Eraser icon button on the right;
disabled when log is empty
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- GET /orb/sessions now returns ran_today boolean (true if daily_state.phase
is set, meaning engine ran ORB detection for today)
- POST /orb/sessions/{id}/run_today: fires ORB detection in background and
injects remaining today-events (breakout, stop, EOD) into the live schedule
- ORBAutoScheduler.run_session_now(): coroutine that runs detection then
splices session's future events into self._today_schedule
- Session card shows a cyan "지금 시작 (현재 가격 기준)" button when
ran_today === false; hides it once detection has run
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Delete v7.360-v7.363 experiment configs (rotation/momentum tests)
- Remove _schedule_momentum_breakout_candidates() from backtester run.py
- Remove MomentumBreakoutConfig from domain.py
- Delete momentum_calendar.py, momentum_screener.py, build_momentum_calendar.py
- Delete data/momentum_calendar/ parquet data
Valid period performance was -31.36% vs +152.4% baseline — sleeve is not viable
without walk-forward validation. Abandoning for now.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Backtester (run.py):
- cash_available = (self._cash + parking_value) * multiplier caused trades to be
approved even when self._cash ≈ 0 (all money in SGOV/QQQ). Trades executed
by deducting from self._cash → negative cash (phantom money).
- Fix: after simulate_entry, if self._cash < actual trade cost and parking exists,
call _liquidate_parking_for_cash(shortfall) before deducting from cash.
- Verified: 2022-2026 backtest with qqqm_low_dd shows 0 cash_negative events.
Live engine (engine.py):
- Add _parking_liquidate_for_event(): frees parking cash to fund event entries.
SGOV (virtual) reduces entry_value in DB; QQQM/QQQ sells real shares via broker.
- Both entry loops (engines mode + flat/reaction_close mode) now attempt parking
liquidation when plan.skip_reason == "insufficient_cash" before giving up.
Also includes prior session work (accumulated since last commit):
- 6 novel parking gate signals: VRP, Market Temperature, Hurst exponent, Rolling
Kurtosis, Return Autocorrelation, SPY-QQQ Correlation (composite risk score v2)
- QQQM parking symbol support (lower expense ratio vs QQQ)
- Snapshot auto-refresh + bar extension cache (pickle) to avoid 10-min re-fetches
- Bar extension clamps to last market-closed date (ET 4PM check)
- fithia2 refresh command; --no-refresh flag for paper backtest
- Paper backtest macro extension beyond last event date (parking-only periods)
- parking_state DB schema: 7 new columns (peak_price, gate_in_sgov,
committed_target, pending_target, pending_days, sgov_entry_value, sold_today)
- Live engine: target confirmation (2-day), top-up drawdown gate, trailing stop,
SGOV interest accrual, full 6-signal gate evaluation
- New PARKING_PRESETS: qqqm_low_dd, composite_v2, vv_24_vrp8, vt_24_t13, etc.
- Web GUI / CLI result parity fix (Oracle URL via get_settings().stock_oracle_url)
- Force-close uses last_exec_date (has bar data); parking liquidates at last_date
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Fix log endpoint to serve .direct.log for direct mode tasks
- Fix _parse_dates: 4-digit start with no end now defaults to today
- Fix frontend year mode to send start=YYYY-01-01 instead of year param
- Replace DirectModePanel with DirectModeTaskView: live terminal log while
running, inline results (metric cards + equity chart + trade blotter) on
completion, collapsible log
- Add trade table sort/filter: symbol, engine, exit reason filters, Win/Loss
toggle, sortable columns (No., PnL, entry/exit price), stats bar
- Add No. column showing original trade order for sort restoration
- Add BacktestDirectResultsPage at /backtest/direct-results/:taskId
- Add Results button in task list for has_direct_result tasks
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Full paper trading page (sessions sidebar, 5-tab detail view)
- Auto daemon panel: status, schedule, start/stop, live log
- Auto daemon detection for terminal-started processes via psutil scan
- Log source detection: process stdout file → web GUI log file → TTY hint
- ANSI color rendering for paper task logs and auto daemon log
- Dark terminal theme (matching backtest log style) with macOS traffic lights
- Extracted ansiToHtml to shared lib/utils.ts (deduped from Backtest.tsx)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
I Luk Kim