3 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 e38c314a09 Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
New features:
- Ownership 13D/13G residual-cash sleeve with PIT calendar and quality filters
- Risk-off alpha sleeve (GLD/DBC rotation on crisis regime signals)
- Crisis relay target in parking: evaluates before defensive relay
- Bearish symbol allocation split (bearish_alloc_pct + sgov remainder)
- Alternative defensive ETF candidate (cash_parking_defensive_alt_symbol)
- Composite eval and engine ablation tools
- experiment and overfit CLI apps

New experiments:
- v17.x series (v17.1 champion SQS 78.4; v17.5–v17.129 exhausted)
- v18.x and v19.x families from v12.8 OOT defense branch
- v7.119 composed variants (idle alpha + ownership + risk-off sleeves)
- parking_only configs: bufb, jepq, merix, regime_tiered
- empty_strategy baseline config

Web app:
- Restructured into routers/services modules (experiments, leaderboard, runs, sqs, docs)
- Ownership sleeve and risk-off sleeve controls in backtest UI
- Frontend: ComposeStrategy page, tradeSleeves lib, idle decomposition display

Research tools:
- Ownership 13D/13G probe and PIT cache builder
- Dividend capture probe and cache builder
- Insider Form4 idle alpha probe
- Alternative ETF parking probe, put-spread overlay probe
- Wikimedia low-attention and peer-relative idle alpha probes

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
I Luk Kim 98923e8620 Add Phase 6 reconciliation: position integrity, kill switch, order fill verification
- ReconciliationReport dataclass tracking orphaned/ghost positions and stale orders
- _cancel_stale_orders(): cancel leftover open orders at daily run start
- _reconcile_positions(): detect Alpaca vs local state mismatches; auto-close ghost positions with RECONCILED exit reason
- _verify_order_fill(): poll broker up to 2s to confirm market order fill before saving state
- _check_kill_switch(): activate and persist kill switch at 25% drawdown; blocks new entries
- run_daily() and _process_entries() wired with all safety checks
- 18 unit tests covering all reconciliation scenarios

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
5 months ago