3 Commits (main)

Author	SHA1	Message	Date
I Luk Kim	126445ae0e	Promote v9.5.36 PEAD champion + prune experiments to 3-tier set; ORB soft-day parity; TGTC infra ... - v9.5.36 promoted: megacap reaction_min 0.02→0.03 on v9.5.20 cap=0.70 base; Full 13,244%/MDD 11.67%/Sharpe 3.579/OOT 304%; clean Pareto win - Pruned 130 experiment configs → keep 3 (v9.4.5 max-return, v9.5.36 balanced/champion, v9.5.18 cap=0.55 conservative); rebuilt index - PEAD engine probes: low_vol anomaly + breakout_52w (retained as falsification probes; not promoted) - Risk analysis: 11.67% MDD confirmed structurally HYMC (6-day giveback, not controllable); per-name cap sweep on next_open_long/reaction_close falsified (0 MDD impact) - ORB: port soft-day primary-trigger filter to live engine (6-gate parity with simulator) - TGTC trader infrastructure + advisor service (new) - ORB v46/v49 sweep configs, intraday scripts, docs Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	3 months ago
I Luk Kim	ba491b2a0d	Fix EOD DB sweep bug and add regression test ... Bug: pending candidate DB records were only swept inside the "has open positions" branch of run_eod_exit, so a server restart mid-day (ORB detection ran, no breakouts, no positions) left candidates as "pending" forever. Fix: move the in-memory and DB pending sweep to run unconditionally before the positions check. Test: TestEodDbSweep verifies both code paths (no-position + in-memory). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	a0732a9589	Add unit tests for run_orb_detection and run_breakout_check guards ... Tests the three structural guards that were previously untested: - Rolling loss filter: skip logic, boundary, window slicing, date exclusion - Circuit breaker: 25% drawdown halts session - max_simultaneous_entries: blocks new entries when at cap Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago