fithia2

Commit Graph

Author	SHA1	Message	Date
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
I Luk Kim	76581ead04	Remove overlay backtesting and scoring	5 months ago
I Luk Kim	479eb76308	Update tests for pipeline, backtest engine, paper trader, and new modules Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	5 months ago

4 Commits (5cb2b9fcb8849860f537b009716efaa1c5dea2bc)