3 Commits (5ea8850ac236ccd59287c83e3cecfd815b7817eb)

Author SHA1 Message Date
I Luk Kim 5ea8850ac2 Fix paper trader startup: run missed run_open if market still open; improve poll_error logging
- AutoScheduler._run_catchup: if server starts after 9:35 AM ET but before
  market close (16:00 ET), and run_open hasn't already run today
  (checked via processed_phases), run it immediately instead of silently
  skipping it — prevents AVGO/event entries being missed on late starts

- filing_poller: log exc_type alongside error so empty-string exceptions
  (e.g. HTTPError()) are still identifiable by their type

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
I Luk Kim e415743444 Use SnapshotStore for paper trader next_open candidate selection
PaperTradingEngine now accepts an optional SnapshotStore and uses it
for run_next_open candidate fetching, ensuring live candidate selection
matches the backtester's pre-computed scores exactly. run_reaction_close
keeps EventDetector for real-time intraday event detection. Adds
load_snapshot_store_for_session() helper with auto-refresh logic.

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