5 Commits (2b6cea57b27a9fc148f5354a1651b9bde5495192)

Author SHA1 Message Date
I Luk Kim 2b6cea57b2 Paper trader Phase 1 fixes: multi-session isolation, pipeline halt, snapshot refresh unblock
- v7.356 config: swap dataset_snapshot_id from manual_only ftb_fix_v2 to
  auto_full_rebuild base canonical so paper trader can refresh snapshot
  (root cause of processed_events=0 for 30 days)
- Multi-session order isolation (1.A.2/1.A.3): tag client_order_id with
  pt-{session_id[:8]}-{uuid} prefix on all entry orders; _cancel_stale_orders
  filters by own session prefix so one session no longer ghost-cancels another's
  orders on shared Alpaca account
- Pipeline halt on failure (1.B.1): _run_pipeline returns bool and stops on
  first subprocess failure instead of silently progressing with stale data
- Daemon restart window skip (2.2): run_open/run_close only marked completed
  if processed_phases DB confirms prior execution — no more trading-less days
  after mid-day restart
- event_parser: periodic batch commits every 500 docs (hypothesis fix for
  3h hangs; unverified — may just be slow serial Oracle calls)
- Tests updated for _verify_order_fill tuple return + new cross-session
  isolation test; all 23 paper_trader unit tests green

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
I Luk Kim 5496059b6c Add v7.120 composed GLD experiment updates 4 months ago
I Luk Kim 57d38ecfe0 Add earnings surprise feature pipeline and snapshot export improvements
Adds earnings surprise extraction to parser/features/labeler pipeline,
improves filing fetcher robustness, and extends snapshot export with
new field support.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
5 months ago
I Luk Kim 2395a0c0c3 feat: PEAD mid-cap strategy + pipeline hardening + README cleanup
- Implement PEAD 7% Long+Short strategy with mid-cap universe expansion
- Add Stock Oracle screener/company clients, text sentiment features
- Enhance backtest engine: short-side execution, walk-forward CV, MFE/MAE analysis
- Harden pipeline: sequential Oracle API calls, scoring recalibration (event_quality 65%)
- Add experiment configs for 60+ strategy variants and journal tracking
- Add review/analysis CLI tools
- Remove obsolete dev/phase0-4 design documents and analysis scripts
- Clean README to reflect only implemented features (remove unbuilt adapters/engines)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
5 months ago
I Luk Kim 0471018dd8 feat: implement ACE-F v1 Phase 1 -- Stock Oracle 기반 이벤트 파이프라인
Stock Oracle (localhost:18001)을 단일 데이터 소스로 사용하는 미국 주식
이벤트 스윙 트레이딩 시스템의 Phase 1 구현체.

주요 구성:
- libs/oracle_client/: Stock Oracle REST 클라이언트 (filings, price, financial, fred, finra)
- libs/common/: config, logging, time_utils, ids, retries, file_store
- libs/db/: SQLAlchemy 2.0 모델 12개 + Alembic 마이그레이션 0001
- libs/parser/: 규칙 기반 파서 (텍스트 정규화, JSON Schema 검증, LLM 스텁)
- libs/features/: 시장/이벤트 피처 계산기
- apps/pipeline/: filing_poller → filing_fetcher → event_parser → feature_builder
- apps/sync/: macro_sync (FRED), short_volume_sync (FINRA), issuer_sync
- tests/: 단위 81개 + 리플레이 5개 전체 통과, lint clean

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