fithia2

Commit Graph

Author	SHA1	Message	Date
I Luk Kim	9095b376d9	Clean up superseded configs and commit accumulated R&D infrastructure Key changes: - Delete superseded strategy configs: orb_gainers safe_v2-v9, orb_pullback, vwap_reclaim, hypergap, leader_safe - Add V46 prior_event_types param to domain.py + run.py event type wiring - Major simulator.py enhancements: sector thrust sleeve, sector proxy mapping, helper functions - Improve screener.py with better scoring/filtering - Add new test coverage: test_simulator.py (776 lines) + test_screener.py (313 lines) - Add V24.1 research candidate configs (w002/w003/w004/entrycap/losscap010 variants) - Add leader momentum research configs and sweep files - Update configs/snapshots/registry.json with new strategy registrations - Add docs/leader_intraday_momentum_workflow.md Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	9e622c6614	Investigate compound mode: V23 is absolute champion in all modes - V23 pure compound (live-equivalent): 200d +148.13% DD-14.23%, 400d +209.41% DD-17.35% - Hybrid V2 compound tested: 200d +175.41% looks promising but 400d +181.71% DD-23.72% loses to V23 by -27.7pp return AND -6.4pp worse DD → rejected - Safe v9 compound 400d: +128.49% DD-14.43% — better DD but -81pp return vs V23 → rejected - V23 tight governor compound 400d: +192.54% DD-17.32% — marginal gain, not worth config - Live paper trader uses compound mode (engine.py:1816 session_equity = initial_equity + P&L) - All improvement axes exhausted; V23 daily_reset declared TERMINAL Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago
I Luk Kim	b98442b28a	Add paper trader improvements, web GUI updates, and experiment registry cleanup - Paper trader: Alpaca broker fixes, catchup-thread state improvements - Web GUI: intraday backtest duplicate run button, paper trading fixes - Experiment registry: cleanup old v15/v16 experiments, update index - Tests: Oracle client test additions Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	4 months ago

Author

SHA1

Message

Date

I Luk Kim

9095b376d9

Clean up superseded configs and commit accumulated R&D infrastructure

Key changes:
- Delete superseded strategy configs: orb_gainers safe_v2-v9, orb_pullback, vwap_reclaim, hypergap, leader_safe
- Add V46 prior_event_types param to domain.py + run.py event type wiring
- Major simulator.py enhancements: sector thrust sleeve, sector proxy mapping, helper functions
- Improve screener.py with better scoring/filtering
- Add new test coverage: test_simulator.py (776 lines) + test_screener.py (313 lines)
- Add V24.1 research candidate configs (w002/w003/w004/entrycap/losscap010 variants)
- Add leader momentum research configs and sweep files
- Update configs/snapshots/registry.json with new strategy registrations
- Add docs/leader_intraday_momentum_workflow.md

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

I Luk Kim

9e622c6614

Investigate compound mode: V23 is absolute champion in all modes

- V23 pure compound (live-equivalent): 200d +148.13% DD-14.23%, 400d +209.41% DD-17.35%
- Hybrid V2 compound tested: 200d +175.41% looks promising but 400d +181.71% DD-23.72%
  loses to V23 by -27.7pp return AND -6.4pp worse DD → rejected
- Safe v9 compound 400d: +128.49% DD-14.43% — better DD but -81pp return vs V23 → rejected
- V23 tight governor compound 400d: +192.54% DD-17.32% — marginal gain, not worth config
- Live paper trader uses compound mode (engine.py:1816 session_equity = initial_equity + P&L)
- All improvement axes exhausted; V23 daily_reset declared TERMINAL

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

I Luk Kim

b98442b28a

Add paper trader improvements, web GUI updates, and experiment registry cleanup

- Paper trader: Alpaca broker fixes, catchup-thread state improvements
- Web GUI: intraday backtest duplicate run button, paper trading fixes
- Experiment registry: cleanup old v15/v16 experiments, update index
- Tests: Oracle client test additions

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

3 Commits (190e395d66d57542ceeced02eabe243b30996504)