- screener: switch from non-existent single-ticker endpoint to multi-ticker
/alpaca/intraday batch calls (grouped by date, chunk ≤ 75); fixes 0-trades
- cache: bump version 2→3 to invalidate stale IEX Parquet files
- oracle_client: add get_multi_intraday_bars_today() for IEX real-time feed
- paper_trader: use /alpaca/intraday/today for live sessions, /alpaca/intraday
for historical (SIP)
- intraday.py: define _BUILTIN_STRATEGIES={} to fix /api/orb/strategies import
- delete orb_p1–p10_winner + variant configs; add strategies/orb_default.yaml
(Phase 10 params) as the single registered web strategy
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- 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>
- libs/oracle_client/alpaca.py: Added get_multi_daily_bars() and
get_multi_intraday_bars() helpers that call Oracle's /api/v1/price/data
and /api/v1/alpaca/intraday endpoints respectively. Oracle handles
symbol normalization (e.g. BF-B → BF.B) internally, so symbols like
BF-B no longer crash the screening chunk.
- apps/paper_trader/alpaca_broker.py: get_bars() and get_intraday_bars()
now use the new Oracle client helpers instead of the Alpaca SDK
StockBarsRequest, eliminating direct Alpaca bar API calls from broker.
- apps/orb_trader/engine.py: Removed per-symbol BF-B workaround (now
unnecessary since Oracle normalizes the symbol server-side); kept outer
try/except for chunk-level resilience.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
I Luk Kim