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I Luk Kim
92840b857a
Close V25 FINRA short-volume axis: backfill CDN data + Phase 1 diagnostic
...
- scripts/backfill_finra_short_volume_cdn.py: bulk backfill FINRA short
sale CDN files (400d) into short_sale_daily table (382K rows inserted)
- apps/intraday_bt/scripts/diag_orb_short_volume_v46.py: Phase 1 diagnostic
on V46 400d trade set (180 trades, 99% coverage)
- scripts/audit_short_volume_coverage.py: fix asyncpg date param types
Result: all three short-ratio features fail G2 (max +0.168R vs gate 0.30R).
Direction is INVERTED from Boehmer (short squeeze dominates over informed-bear
signal in gap-up ORB). V25 axis permanently closed. V46 terminal.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
4 months ago
..
v28_probe
Add V28 Stage A wiki signal probe script
4 months ago
v29
Investigate compound mode: V23 is absolute champion in all modes
4 months ago
audit_short_volume_coverage.py
Close V25 FINRA short-volume axis: backfill CDN data + Phase 1 diagnostic
4 months ago
backfill_finra_short_volume_cdn.py
Close V25 FINRA short-volume axis: backfill CDN data + Phase 1 diagnostic
4 months ago
build_pit_earnings_calendar.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
enrich_catalyst_persistence_features.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
enrich_earnings_history_features.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
enrich_macro_features.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
enrich_midwide_pipeline.sh
Fix cash parking phantom-money bug + live engine parking liquidation for events
5 months ago
enrich_peer_surprise_features.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
enrich_prior_drift.py
Fix cash parking phantom-money bug + live engine parking liquidation for events
5 months ago
enrich_technical_features.py
Fix cash parking phantom-money bug + live engine parking liquidation for events
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enrich_tier2_features.py
Speed up snapshot refresh: batch prefetch, unbuffered output, incremental-first
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enrich_tier3_features.py
Fix cash parking phantom-money bug + live engine parking liquidation for events
5 months ago
ensemble_overlay_backtest.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
4 months ago
llm_parser_test.py
Fix cash parking phantom-money bug + live engine parking liquidation for events
5 months ago
ml_predictor_feasibility.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
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morning_momentum_backtest.py
Investigate compound mode: V23 is absolute champion in all modes
4 months ago
recompute_reset_common_window_batch.py
Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure
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test_orb_paper.py
Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs
4 months ago
test_orb_schedule.py
Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs
4 months ago
v11_experiments.py
Investigate compound mode: V23 is absolute champion in all modes
4 months ago
v12_experiments.py
Investigate compound mode: V23 is absolute champion in all modes
4 months ago
v13_experiments.py
Investigate compound mode: V23 is absolute champion in all modes
4 months ago
v14_experiments.py
Investigate compound mode: V23 is absolute champion in all modes
4 months ago