You cannot select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
I Luk Kim 564bcba27c Add ORB pre-market screening and fix Oracle/Alpaca reliability bugs
- 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>
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 5 months ago
enrich_tier2_features.py Speed up snapshot refresh: batch prefetch, unbuffered output, incremental-first 4 months ago
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 4 months ago
recompute_reset_common_window_batch.py Add ownership/risk-off sleeves, v17-v19 experiments, and web app restructure 4 months ago
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