14 Commits (84e80fca75e7979ad8e82c011c1c02265499ae05)

Author SHA1 Message Date
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 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 1d97595607 Fix ran_today: compare phase to 'idle' default instead of bool()
ORBDailyStateRow.phase defaults to 'idle' even when no DB row exists,
so bool(daily.phase) was True for brand-new sessions, hiding the
'지금 시작' button. Fix: ran_today = phase not in ('idle', '', None).

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 b3ba914a8d Optimize v7 strategy: v7.356 achieves CW 2159% + SQS 90.7 (Pareto improvement over v7.314)
Key changes from v7.314 baseline (CW 2012%, SQS 90.0):
- max_position_value_pct 15→25, non_a_tier_target_1_fraction 0.2→0
- max_daily_new_risk_pct 30→50 (via v7.330, CW champion 2148%)
- bullish_raised_recovery per_trade_risk_pct 0.71→0.55 (DD improvement)
- bullish_raised_recovery max_holding_days 12→10 (sweet spot, +98pp CW)

Result: v7.356 CW 2159% (+147pp), SQS 90.7 (+0.7), risk 66.2 (+2.9), robustness 94.3 (+0.5)
All metrics improved simultaneously — return increase AND DD reduction achieved.

Also includes: web UI updates, pipeline scripts, v16/v17/v18/v19 experiment pruning,
Form4 preset additions, snapshot registry updates, domain.py enhancements.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
I Luk Kim 5496059b6c Add v7.120 composed GLD experiment updates 4 months ago
I Luk Kim f21caf23cb Prune Form4 experimental presets 4 months ago
I Luk Kim 4b1d9afde7 Prune unused sleeve presets and trim web preset lists 4 months ago
I Luk Kim 5cb2b9fcb8 Add non-core allocator v2 and Form4 freshness presets 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
I Luk Kim 72681e69e5 Add Form4 residual-cash sleeve and UI support 4 months ago
I Luk Kim f2113b7e06 Fix cash parking phantom-money bug + live engine parking liquidation for events
Backtester (run.py):
- cash_available = (self._cash + parking_value) * multiplier caused trades to be
  approved even when self._cash ≈ 0 (all money in SGOV/QQQ).  Trades executed
  by deducting from self._cash → negative cash (phantom money).
- Fix: after simulate_entry, if self._cash < actual trade cost and parking exists,
  call _liquidate_parking_for_cash(shortfall) before deducting from cash.
- Verified: 2022-2026 backtest with qqqm_low_dd shows 0 cash_negative events.

Live engine (engine.py):
- Add _parking_liquidate_for_event(): frees parking cash to fund event entries.
  SGOV (virtual) reduces entry_value in DB; QQQM/QQQ sells real shares via broker.
- Both entry loops (engines mode + flat/reaction_close mode) now attempt parking
  liquidation when plan.skip_reason == "insufficient_cash" before giving up.

Also includes prior session work (accumulated since last commit):
- 6 novel parking gate signals: VRP, Market Temperature, Hurst exponent, Rolling
  Kurtosis, Return Autocorrelation, SPY-QQQ Correlation (composite risk score v2)
- QQQM parking symbol support (lower expense ratio vs QQQ)
- Snapshot auto-refresh + bar extension cache (pickle) to avoid 10-min re-fetches
- Bar extension clamps to last market-closed date (ET 4PM check)
- fithia2 refresh command; --no-refresh flag for paper backtest
- Paper backtest macro extension beyond last event date (parking-only periods)
- parking_state DB schema: 7 new columns (peak_price, gate_in_sgov,
  committed_target, pending_target, pending_days, sgov_entry_value, sold_today)
- Live engine: target confirmation (2-day), top-up drawdown gate, trailing stop,
  SGOV interest accrual, full 6-signal gate evaluation
- New PARKING_PRESETS: qqqm_low_dd, composite_v2, vv_24_vrp8, vt_24_t13, etc.
- Web GUI / CLI result parity fix (Oracle URL via get_settings().stock_oracle_url)
- Force-close uses last_exec_date (has bar data); parking liquidates at last_date

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
5 months ago
I Luk Kim 0928eb2428 Fix direct backtest mode UX: live log, inline results, trade table sort/filter
- Fix log endpoint to serve .direct.log for direct mode tasks
- Fix _parse_dates: 4-digit start with no end now defaults to today
- Fix frontend year mode to send start=YYYY-01-01 instead of year param
- Replace DirectModePanel with DirectModeTaskView: live terminal log while
  running, inline results (metric cards + equity chart + trade blotter) on
  completion, collapsible log
- Add trade table sort/filter: symbol, engine, exit reason filters, Win/Loss
  toggle, sortable columns (No., PnL, entry/exit price), stats bar
- Add No. column showing original trade order for sort restoration
- Add BacktestDirectResultsPage at /backtest/direct-results/:taskId
- Add Results button in task list for has_direct_result tasks

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
5 months ago
I Luk Kim c5dea9a9a8 Add Paper Trading web GUI with ANSI terminal log rendering
- Full paper trading page (sessions sidebar, 5-tab detail view)
- Auto daemon panel: status, schedule, start/stop, live log
- Auto daemon detection for terminal-started processes via psutil scan
- Log source detection: process stdout file → web GUI log file → TTY hint
- ANSI color rendering for paper task logs and auto daemon log
- Dark terminal theme (matching backtest log style) with macOS traffic lights
- Extracted ansiToHtml to shared lib/utils.ts (deduped from Backtest.tsx)

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