I Luk Kim
|
65afc95c7e
|
Clean up: reduce Oracle timeout, fix company endpoint, archive old v7/v15/v16 experiments
- libs/oracle_client/alpaca.py: reduce bar-fetch timeout 90s→15s (fail fast on Oracle outage)
- libs/oracle_client/client.py: add health_check_fast() for cheap liveness probe; fix health path
- libs/oracle_client/company.py + financial.py: use /api/v1/company/{symbol} (newer endpoint)
- libs/oracle_client/__init__.py: re-export AlpacaSnapshot/get_snapshot/get_snapshots at package level
- configs/experiments: delete archived v15.x, v16.x, v7.119–v7.358 experiment configs (superseded)
- README.md: fix absolute path → relative path for ORB docs link
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
|
4 months ago |
|
I Luk Kim
|
2395a0c0c3
|
feat: PEAD mid-cap strategy + pipeline hardening + README cleanup
- Implement PEAD 7% Long+Short strategy with mid-cap universe expansion
- Add Stock Oracle screener/company clients, text sentiment features
- Enhance backtest engine: short-side execution, walk-forward CV, MFE/MAE analysis
- Harden pipeline: sequential Oracle API calls, scoring recalibration (event_quality 65%)
- Add experiment configs for 60+ strategy variants and journal tracking
- Add review/analysis CLI tools
- Remove obsolete dev/phase0-4 design documents and analysis scripts
- Clean README to reflect only implemented features (remove unbuilt adapters/engines)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
|
5 months ago |