From d9c4cd35eb83d972267a676a58aeb9209ea91d9c Mon Sep 17 00:00:00 2001 From: Dennis Thiessen Date: Sat, 18 Jul 2026 19:22:10 +0200 Subject: [PATCH] docs: mark near-close decision baseline as shipped --- docs/research/execution-recovery.md | 11 ++++++++--- 1 file changed, 8 insertions(+), 3 deletions(-) diff --git a/docs/research/execution-recovery.md b/docs/research/execution-recovery.md index 23be6f3..344bcef 100644 --- a/docs/research/execution-recovery.md +++ b/docs/research/execution-recovery.md @@ -88,10 +88,15 @@ tail-trimming until shown otherwise. ## Decisions locked 1. **Biggest lever is execution scheduling**, not a strategy rewrite. -2. **Until near-close execution is live:** grade strategy promotion under - `fill_mode=next_open`; keep close-fill as historical control. +2. ~~**Until near-close execution is live:** grade strategy promotion under + `fill_mode=next_open`; keep close-fill as historical control.~~ + **Superseded 2026-07-18** — near-close shipped to prod (commits 736451e, + a71dd4a; migration 023). Decision baseline is now **`fill_mode=close`** + (≈ the live near-close path). Live fill quality is monitored via + `fill_mode=near_close` paper trades: entry price vs the day's final close + (available after the after-close fetch overwrites the partial bar). 3. **After near-close ships:** grade under a close-like / near-close fill mode - (actual live path). + (actual live path). **← Active.** 4. **No more sim arms** on fill timing for this snapshot. 5. **Gap-cap:** do not ship. 6. **Strategy work** (nasdaq_all, fip_id, sector) waits until the execution path