2 Commits (2edf0457106c24fa0705bae73266bc8d038aec6b)

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	564bcba27c	Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs ... - 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>	4 months ago