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research: clean up closed Tier-1 scaffolding from branch

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Drop intermediate history-depth reports, sector-residual runners/map/code hooks
(evidence stays in final reports + docs), and slim MacBook helper to ssl/earnings/
prod-book-matrix only. SSL bootstrap and archived research conclusions retained.
This commit is contained in:
dennisthiessen
2026-07-19 14:41:52 +02:00
parent 1c38a94dd0
commit bb8aa655a1
22 changed files with 88 additions and 5450 deletions
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docs/research/history-depth-extension.md
+6 -3
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@@ -172,9 +172,12 @@ report does not change that without a separate A/B. Flag for human awareness onl
| file | role |
|---|---|
| `reports/history-depth-20260719-103315.json` | **authoritative** |
| `reports/history-depth-20260719-103315.md` | companion dump |
| `reports/history-depth-20260719-093853` … `095156` | **ignore** (partial) |
| `reports/history-depth-20260719-103315.json` | Superseded unmasked/two-tier IC dump (do not cite for sector residual) |
| `reports/sector-resid-deep-20260719-113319.json` | Authoritative sector-resid deep grade |
| `reports/prod-book-universe-horizon-20260719-140737.json` | 505 vs liquid × horizon book matrix |
Intermediate history-depth partials (093853–095156) and SANITY-FAIL noise were
removed in branch cleanup.
---
docs/research/sector-residual-momentum.md
+8 -11
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@@ -219,20 +219,17 @@ to reopen promotion.
---
## Implementation notes (research machinery)
## Implementation notes
| piece | role |
|---|---|
| `app/services/sector_map.py` | GICS→ETF map, symbol normalise, JSON load/save |
| `app/services/backtest_service.py` | multi-factor residual; `mom_12_1_sector_resid` in `_signal_values`; demean inject |
| `scripts/build_ticker_sector_map.py` | SP500 CSV + FMP gap fill |
| `scripts/fetch_sector_etfs_to_snapshot.py` | Alpaca → snapshot `benchmark_prices` |
| `scripts/run_sector_residual_research.py` | race guard, IC, optional A/B, reports |
| `data/research/ticker_sector_map.json` | persisted labels (research only) |
Research runners and sector-residual harness hooks were **removed after close**
(2026-07-19 cleanup). Evidence remains in the report artifacts below. Do not
re-add without a new pre-registered protocol.
---
## Artifacts
- JSON: `reports/sector-residual-20260719-083356.json`
- MD copy: `reports/sector-residual-20260719-083356.md`
| file | role |
|---|---|
| `reports/sector-resid-deep-20260719-113319.json` | **Authoritative deep FAIL** |
| `reports/sector-residual-20260719-083356.json` | Short-window IC/A/B (superseded for promotion) |