9 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 1d24893326 Add centralized event logging + Logs/Health UI with PEAD/ORB tabs
- New EventsStore (SQLite WAL) captures all structlog + stdlib events
- ORB engine: 13 _emit() calls for orders, errors, kill-switch, circuit breaker
- ORB daemon: configures structlog sink so engine emits reach events.db
- ORB scheduler: phase lifecycle events (phase_started/completed) with job_run_id
- PEAD scheduler: same lifecycle pattern, pipeline stdout capture improved
- New /api/events + /api/health endpoints
- Logs/Health page: All / PEAD / ORB tabs, health cards, event table, detail panel

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
3 months ago
I Luk Kim ee2f1f6f84 Fix zombie daemon blocking ORB restart in ORBDaemonController
os.kill(pid, 0) returns success for zombie (defunct) processes.
Added ps stat check — if process is in Z state, treat as dead and
clean up PID file so subsequent start() calls work correctly.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 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
I Luk Kim 84e80fca75 Fix run_session_now: log all exceptions, never silently drop errors
- First log call moved to very top of run_session_now() so user always
  sees the task started, even if subsequent DB/engine calls fail
- Entire function body wrapped in try/except: errors go to scheduler log
  instead of vanishing in asyncio's unhandled-exception machinery
- Endpoint wraps create_task() in a logging shim (_task()) for the same reason
- 'already ran' path now logs a visible warning instead of silent return

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
I Luk Kim 407238e5d5 Fix '지금 시작': immediately run breakout check after ORB detection
Previously run_session_now() only ran orb_detect and injected future
scheduled events, but scheduled breakout windows were already past so
no breakout check ever fired.

Now: after orb_detect, immediately run one breakout check with current
snapshot prices (the core of '지금 시작'). All scheduled breakout events
are marked completed. Only stop_check and eod_exit events are injected
into the live schedule going forward.

Also improve alert message to clarify background execution (~1-2 min).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
I Luk Kim 55a9618b20 Add scheduler log clear button
- POST /orb/auto/clear-log: clears in-memory log lines and deletes
  the orb_scheduler.log file on disk
- ORBAutoScheduler.clear_log(): implements the wipe
- Log panel header now has an Eraser icon button on the right;
  disabled when log is empty

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
I Luk Kim 76a5d70004 Add "지금 시작" button for late-added ORB sessions
- GET /orb/sessions now returns ran_today boolean (true if daily_state.phase
  is set, meaning engine ran ORB detection for today)
- POST /orb/sessions/{id}/run_today: fires ORB detection in background and
  injects remaining today-events (breakout, stop, EOD) into the live schedule
- ORBAutoScheduler.run_session_now(): coroutine that runs detection then
  splices session's future events into self._today_schedule
- Session card shows a cyan "지금 시작 (현재 가격 기준)" button when
  ran_today === false; hides it once detection has run

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
I Luk Kim 5bc648f4c7 Fix three ORB paper trading correctness bugs
- Breakout check interval: change from every-1-min to every sim_bar_minutes,
  matching the backtest bar aggregation frequency; align timeout base to
  market open (consistent with orb_simulator.py)
- Rejected/cancelled orders: add order_rejected flag so cancelled orders no
  longer fall through to position creation (phantom positions)
- Stop/EOD exit fill price: poll broker fill price after close_position()
  instead of recording at current_stop, capturing gap-through losses
- Stop/EOD close_position: pass qty=int(pos.shares) so multi-session
  same-ticker scenarios only close the current session's share count

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