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docs: mark near-close decision baseline as shipped
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dennisthiessen
2026-07-18 19:22:10 +02:00
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docs/research/execution-recovery.md
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@@ -88,10 +88,15 @@ tail-trimming until shown otherwise.
## Decisions locked ## Decisions locked
1. **Biggest lever is execution scheduling**, not a strategy rewrite. 1. **Biggest lever is execution scheduling**, not a strategy rewrite.
2. **Until near-close execution is live:** grade strategy promotion under 2. ~~**Until near-close execution is live:** grade strategy promotion under
`fill_mode=next_open`; keep close-fill as historical control. `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**Superseded 2026-07-18** — near-close shipped to prod (commits 736451e,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 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. 4. **No more sim arms** on fill timing for this snapshot.
5. **Gap-cap:** do not ship. 5. **Gap-cap:** do not ship.
6. **Strategy work** (nasdaq_all, fip_id, sector) waits until the execution path 6. **Strategy work** (nasdaq_all, fip_id, sector) waits until the execution path