fithia2

Commit Graph

Author	SHA1	Message	Date
I Luk Kim	969dedc635	Speed up snapshot refresh: batch prefetch, unbuffered output, incremental-first - enrich_tier2: prefetch price bars (parallel ThreadPool) and short ratio (single batch DB query) instead of per-row HTTP/DB calls (~20min → ~2min) - canonical_snapshots: add PYTHONUNBUFFERED=1 to enrichment subprocesses so progress output is visible in real time - backtest_sim: use incremental_update_canonical_snapshot when existing snapshot is present, falling back to full rebuild only when needed Co-Authored-By: Claude Opus 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

Author

SHA1

Message

Date

I Luk Kim

969dedc635

Speed up snapshot refresh: batch prefetch, unbuffered output, incremental-first

- enrich_tier2: prefetch price bars (parallel ThreadPool) and short ratio
  (single batch DB query) instead of per-row HTTP/DB calls (~20min → ~2min)
- canonical_snapshots: add PYTHONUNBUFFERED=1 to enrichment subprocesses
  so progress output is visible in real time
- backtest_sim: use incremental_update_canonical_snapshot when existing
  snapshot is present, falling back to full rebuild only when needed

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

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>

2 Commits (969dedc635156fb3152befc317b2e773ddb4511d)