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fithia2/apps/intraday_bt
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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
..
scripts Close V25 FINRA short-volume axis: backfill CDN data + Phase 1 diagnostic 4 months ago
__init__.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
composite.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
evaluate.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
lab.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
momentum_quarterly.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
momentum_research.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
momentum_wfv.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
oracle.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
orb_research.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
overfit_check.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
portfolio_report.py Investigate compound mode: V23 is absolute champion in all modes 4 months ago
run.py Promote ORB Gainers V46: PEAD prior-event signal (D-7 lookback, w=0.12) 4 months ago
scenario_test.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago
sweep.py Add paper trader improvements, web GUI updates, and experiment registry cleanup 4 months ago