7 Commits

Include renames

Author	SHA1	Message	Date
dennisthiessen	f714782fa4	fix: use categorical regime fundamentals	2026-07-15 10:13:22 +02:00
dennisthiessen	ced066dc01	fix: recalculate regime after LLM refresh	2026-07-15 09:44:48 +02:00
dennisthiessen	81c6f5fe2f	fix: refresh latest regime trading session	2026-07-15 09:13:42 +02:00
dennisthiessen	1d5b1489be	feat: replace regime monitor with v2 methodology	2026-07-15 09:02:56 +02:00
dennisthiessenandClaude Opus 4.8	02b8df58f0	fix: populate early-warning/combined on the latest snapshot + recent history ... The early-warning score showed n/a because it required an exact date match between the live benchmark (Alpaca, may have today's bar) and the stored universe breadth (DB, often a day behind), which blanked the newest snapshot — the one the UI displays. - Look up the divergence as-of the snapshot date (newest value within a 7-day lag) instead of requiring an exact match. - Backfill early_warning + combined onto recent existing snapshots (the index history predates this signal) so the 7/30-day trends populate on the first run rather than only filling in over the coming weeks. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-26 15:31:02 +02:00
dennisthiessenandClaude Opus 4.8	613fc756ec	feat: separate live early-warning + combined score on the regime tab ... The event study showed the breadth-divergence signal genuinely leads (warned before 7/11 drawdowns, ~6 weeks median, where the coincident baseline almost never did). Surface it live to observe before deciding how to embed it — kept separate from the index, not folded into its weights. - regime_monitor daily job now computes breadth-divergence live and attaches a separate early_warning score plus a combined blend (weighted mean, default 0.6/0.4, configurable via combined_weights) to each snapshot, including the backfill so the 7/30-day trends populate immediately. Stored in breakdown_json — no schema change. Best-effort: a breadth failure can't break the index. - get_regime_monitor returns the index, early_warning, and combined scores each with 7/30-day deltas. - Regime tab shows three gauges (generalized ScoreGauge): coincident index, early warning, and a compact combined blend. Stale snapshots render "—". Note: the daily regime job now also does a universe-wide breadth scan. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-26 15:23:37 +02:00
dennisthiessenandClaude Opus 4.8	ebff19940b	feat: add standalone AI/Tech regime-change monitor tab ... A new /regime tab scoring how far the AI/Tech bull regime has deteriorated toward a re-rating as a single 0-100 index with per-signal breakdown and a 7/30-day trend. Intentionally decoupled: nothing reads its output to gate or score trades — the daily-pipeline membership is scheduling only. - regime_monitor_service: price sub-scores (P1-P6 via Alpaca, like market_regime), VIX + HY credit spreads via a small FRED helper, weighted aggregation over available signals (missing source -> n/a, dropped from the denominator), one snapshot row/day, and a ~90-day history backfill by replaying the already-fetched series as-of each past day. - F1/F3 fundamentals proposed by the configured grounded LLM (reuses sentiment_provider_service config resolution), with a manual override + lock. - regime_snapshots table (migration 011); endpoints on the existing market router; admin-editable weights/threshold; standalone /regime page. Data needs: prices via Alpaca, VIX/credit via FRED (optional key — signals show n/a without it). No LLM needed for history. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-26 11:51:45 +02:00