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3 Commits (7df99447ee4519eb4524fe9b32f881655d29fed1)

Author SHA1 Message Date
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>
 7 months ago
I Luk Kim 07bcfbe51d Complete engine unification Phase 5-6: residual reserve + macro data 
Phase 5 — Engine selection (both entry paths):
  - Added residual_reserve_selected tracking between engines
  - Added prelimit amplification (5x) for attention-requiring engines
  - Added truncate_to parameter to select_candidates calls
  Matches BacktestRunner._select_candidates_for_date() behavior.

Phase 6 — Macro data:
  - Added FRED series fetch (VIXCLS, BAMLH0A0HYM2) to _fetch_macro()
  - Matches SnapshotStore._fetch_macro() which loads from MacroObservation DB
  - Enables VIX/HY regime sizing in live paper trading

All 6 phases of BacktestRunner ↔ PaperTradingEngine unification complete.
450 unit tests pass. Multi-strategy paper backtest verified.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
 7 months ago
I Luk Kim 26ca89c058 Integrate shared trade logic into PaperTradingEngine (Phase 3-4 complete) 
PaperTradingEngine now uses:
1. AttentionFilterService after select_candidates (2 entry paths)
   - run_reaction_close: attention filtering added
   - run_next_open: attention filtering added
2. build_effective_execution_config via _resolve_execution_config delegation
   - Replaces 60-line inline implementation with shared function
   - Adds adaptive exit support (was missing)
   - Adds event_type_profile max_holding_days (was missing)
3. check_next_open_gap_cap before order submission
   - Rejects excessive gap-up entries (was missing)

This eliminates divergences #2 (attention), #3 (execution config),
and #4 (gap cap) from the unification plan. All 450 tests pass.

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