2 Commits (aaa960c5568e311eef00e4a7cccbfa3884920991)

Author SHA1 Message Date
I Luk Kim aaa960c556 Handle invalid symbols (e.g. BF-B) gracefully in ORB detection
Daily bars chunk loop: on failure, retry symbol-by-symbol to isolate
and skip the bad ticker rather than crashing the entire detection.
Intraday bars chunk loop: catch and log failures, continue with rest.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
I Luk Kim 5bc648f4c7 Fix three ORB paper trading correctness bugs
- Breakout check interval: change from every-1-min to every sim_bar_minutes,
  matching the backtest bar aggregation frequency; align timeout base to
  market open (consistent with orb_simulator.py)
- Rejected/cancelled orders: add order_rejected flag so cancelled orders no
  longer fall through to position creation (phantom positions)
- Stop/EOD exit fill price: poll broker fill price after close_position()
  instead of recording at current_stop, capturing gap-through losses
- Stop/EOD close_position: pass qty=int(pos.shares) so multi-session
  same-ticker scenarios only close the current session's share count

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