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fithia2/apps/intraday_bt/scripts
History
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
..
__init__.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_afternoon_momentum.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_fixed_pct_exit.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_gapdown_catalyst_short.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_gapdown_short.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_gapdown_short_v2.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_orb_52w_high.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_bb_pctb.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_breadth.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_momentum_features.py Diagnose RSI-14/BB%B axis for V27: ABORT — redundant with OBV-slope 4 months ago
diag_orb_obv_acceleration.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_premarket_accel.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_qqq_quality.py V32 exit sweep FAILED; V33 QQQ ORB quality FAILED — V24 absolute terminal 4 months ago
diag_orb_quality_features.py Promote V24 ORB Gainers: add OBV-slope(20d) accumulation quality weight 4 months ago
diag_orb_remaining.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_rsi14.py Add V34-V44 ORB diagnostic scripts; wire obv_slope_5 + min_obv_slope_20d infra 4 months ago
diag_orb_sector_etf.py Add V45 sector ETF diagnostic script; document exhausted signal axes 4 months ago
diag_orb_short_volume.py Diagnose FINRA short-volume axis for V25: NULL result, V24 remains champion 4 months ago
diag_orb_short_volume_v46.py Close V25 FINRA short-volume axis: backfill CDN data + Phase 1 diagnostic 4 months ago
diag_orb_softday_quality_gates.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
diag_orb_structural_features.py Add V28/V29 ORB diagnostic scripts; V27/V28 axis verdicts documented 4 months ago
diag_orb_tape_ignition.py Diagnose ORB tape ignition (V26): NULL result, V24 remains champion 4 months ago
diag_orb_trending_features.py Fix gap_vs_market computation in diag_orb_trending_features.py 4 months ago
diag_orb_volatility_features.py Add V28/V29 ORB diagnostic scripts; V27/V28 axis verdicts documented 4 months ago
run_slippage_ladder.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago