Commit Graph
370 Commits
Author SHA1 Message Date
dennisthiessen 2311999e57 research: park Phase B fip breadth; race guard and compact evidence
Log the 21:14 orphan as a snapshot-build race, rewrite the context table to
authoritative ICs only, and soften the vol-tilt warning. Add extender completion
manifest + breadth refuse guard; strip intermediate/orphaned reports; park the
thread (no book sim, no deploy).
2026-07-19 00:32:20 +02:00
dennisthiessen 7d60e54f5a research: single-source liquid mask; orphan +0.06 fip IC
Harness and diagnostics share _filter_liquid_breadth_week_rich. Recompute
shows unconditional liquid fip IC -0.017 (mask binds 97%); mom-conditional
-0.088/t-4.58 stands. Document +0.0575 as orphaned.
2026-07-19 00:06:04 +02:00
dennisthiessen ceaaadc49f research: fip breadth diagnostics + compositional read
Add lagged/tier/prod-subset/mom-conditional checks on research.sqlite.
Log: unconditional sign is a winner/bleeder tug-of-war; mom-conditional
fip stays negative and reliable; warn on high-vol tilt if universe broadens.
2026-07-18 21:40:05 +02:00
Dennis Thiessen d34c7a21b7 done 2026-07-18 21:26:13 +02:00
dennisthiessen 30286111a8 fix: per-symbol SQLite transactions in research snapshot extender
Avoid inactive-transaction crashes from mixing connection.commit with ORM
Session. Write path is raw SQL, one begin() block per symbol.
2026-07-18 20:34:38 +02:00
dennisthiessen b6892d13fd fix: resolve research universe without system_settings DB
Public/FMP/seed symbol lists no longer touch SystemSetting cache, so the
extender works offline on an empty in-memory session.
2026-07-18 20:32:57 +02:00
dennisthiessen c2c7244d1a Revert "feat: Phase B fip_id liquid-breadth research tooling"
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This reverts commit 9704e0d85a.
2026-07-18 20:24:17 +02:00
dennisthiessen 9704e0d85a feat: Phase B fip_id liquid-breadth research tooling
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Add research-only snapshot extender, PIT dollar-volume mask for signal IC,
rank-only harness path, fingerprint+breadth runner, and docs. Fingerprint
reproduced IC -0.045 / t -2.91 on prod.sqlite. No production gate/schedule changes.
2026-07-18 20:22:11 +02:00
dennisthiessen c2d29184dd test: fix FIP label threshold unit test
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2026-07-18 19:27:58 +02:00
dennisthiessen dc08a805a8 fix: recalibrate FIP path labels to live equity scale
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Replace inert ±0.25 bands with ~p25/p75 cutoffs from the prod snapshot
(−0.08 / 0.00). Document zero-return dilution and left-skewed distribution.
2026-07-18 19:27:45 +02:00
dennisthiessen d9c4cd35eb docs: mark near-close decision baseline as shipped
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2026-07-18 19:22:10 +02:00
dennisthiessen 19d674ed62 feat: show FIP path-smoothness in ticker technicals
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Display-only Da/Gurun/Warachka information discreteness on the ticker
indicator panel. Shared compute with the backtest harness; not wired into
gate or rank.
2026-07-18 19:22:02 +02:00
dennisthiessen a71dd4adb7 fix: chain morning alerts for regime Telegram delivery
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Regime is computed at 02:00 ET; without a morning alert pass, quadrant
changes waited until 15:30. Dispatcher is change-driven so quiet days stay
quiet. Drop unused alerts_frequency config.
2026-07-18 18:00:00 +02:00
dennisthiessen 736451e26f feat: near-close scan schedule and distinct-day gate reset
Move the only qualifying R:R scan to 15:30 ET with chained Telegram alerts,
put outcome eval after a final-bar OHLCV fetch, enforce NY trading-day
requalify semantics, stamp paper trades fill_mode=near_close, and migrate
stored schedule_* keys to America/New_York.
2026-07-18 17:55:39 +02:00
dennisthiessen 5a61b164f6 docs: lock execution-recovery decisions and ops constraints
Record monotone fill-timing gradient, live [1.57,1.77] bracket, recover-flag
interpretation, gap-cap as third tail-trim, and pre-scheduler ops checklist.
2026-07-18 17:07:22 +02:00
Dennis Thiessen 99860dbd13 Tests done 2026-07-18 16:57:19 +02:00
dennisthiessen 3eb6192a1e feat: log Phase A decisions and add execution-recovery matrix
Document Phase A (max-hold/vol/corr closed; next-open as decision baseline).
Add stale_close and next_open gap-cap fill modes plus a small matrix to test
whether near-close scheduling recovers overnight momentum drift.
2026-07-18 16:27:10 +02:00
Dennis Thiessen 723d47338e Tests done 2026-07-18 15:29:10 +02:00
dennisthiessen 529343ce82 feat: add Phase A research matrix (vol target, fill, corr, SE/DSR)
Ship shared Sharpe SE/PSR diagnostics, next-open fill and equity-curve vol targeting in the portfolio simulator, re-derived fip_id, and a checkpointed offline matrix runner for Mac-side validation sweeps.
2026-07-18 15:04:44 +02:00
dennisthiessen cad4b49e7c fix: harden Structural S/R after OHLCV writes and surface cleanup failures
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Honor custom S/R tolerance as a transient detect, refresh levels after OHLCV
mutations without failing committed price writes, report per-ticker S/R
rebuild failures from admin cleanup, and warn in the admin UI when refresh is partial.
2026-07-18 13:44:34 +02:00
dennisthiessen b0e33e1606 fix: align production defaults and close review parity gaps
Ship greenfield min_rr=2.0 and conf=0, read-only Structural S/R, indicator
cache invalidation, and UI/gate language that treats GTL as screening not exit.
Align strategy_rank missing-vol fallback live vs backtest, single-source
PRIMARY_TARGET_MIN_RR, expand prod parity tests, and drop dead FE clients.
2026-07-18 13:03:22 +02:00
dennisthiessen e07da0f8f0 feat: add Signal favicon (ember pulse with cyan rim)
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Wire the chosen brand mark as an SVG favicon and set theme-color to the void background.
2026-07-18 11:51:44 +02:00
dennisthiessen 72f10917a8 chore: remove one-shot Finnhub market cap SQL backfill
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Already applied in production; no longer needed in the repo.
2026-07-18 10:28:49 +02:00
dennisthiessen 5a531fd603 fix: convert Finnhub market cap from millions to absolute USD
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Finnhub profile2 reports marketCapitalization in millions; storing it
as dollars made mega-caps like SPCX show as micro (e.g. 1.8M). Normalize
on ingest, add unit tests, and include a one-shot SQL backfill script.
2026-07-18 10:28:16 +02:00
dennisthiessen c9c6967c9c chore: consolidate post-stop research artifacts
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2026-07-17 20:46:21 +02:00
dennisthiessen d13c54e3c7 fix: grandfather pre-cutover stop episodes 2026-07-17 20:28:42 +02:00
dennisthiessen d858475ddb docs: document post-stop gate reset results 2026-07-17 19:58:40 +02:00
dennisthiessen 5155d00d9e feat: require gate reset before post-stop reentry 2026-07-17 19:30:40 +02:00
Dennis Thiessen 1a6f82bf6d done 2026-07-17 17:42:13 +02:00
dennisthiessen 5385f46064 feat: test shorter post-stop reentry guards 2026-07-17 17:37:03 +02:00
Dennis Thiessen cf294a7d2b done 2026-07-17 17:23:27 +02:00
dennisthiessen bbc7383d3a feat: compare legacy and live ranking universes 2026-07-17 17:07:35 +02:00
dennisthiessen 9800114fc4 fix: align daily matrix ranking universe 2026-07-17 16:39:43 +02:00
Dennis Thiessen 27bc8a6631 done 2026-07-17 16:30:13 +02:00
dennisthiessen 0cd9ee7689 feat: add daily reentry policy matrix 2026-07-17 16:11:18 +02:00
Dennis Thiessen 13f57b2525 done 2026-07-17 15:22:58 +02:00
dennisthiessen 65a462271c feat: add selectable daily backtest cadence 2026-07-17 14:41:24 +02:00
dennisthiessen bc50ba9136 fix: harden post-stop reentry lockdown 2026-07-17 14:17:57 +02:00
dennisthiessen 1e9f2dc4fb feat: add five-session post-stop reentry lockdown 2026-07-17 13:21:06 +02:00
dennisthiessen f714782fa4 fix: use categorical regime fundamentals
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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
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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
dennisthiessen fd21067a40 Fix S&P 500 universe parse so renames like BNY are discovered.
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Wikipedia no longer uses plain symbol table cells; parse exchange links and NyseSymbol templates, surface the list source in bootstrap results, and keep legacy cell parsing as a fallback.
2026-07-14 14:14:58 +02:00
dennisthiessen 644e81d1a3 Fix TypeScript type for system-events acknowledge mutation.
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2026-07-14 13:40:27 +02:00
dennisthiessen f59c0c3484 Add system alerts log with nav badge and Admin Alerts tab.
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Persist job and ingestion warnings/errors for 7 days, surface a dismissible top-nav badge, treat stale OHLCV as a warning (e.g. ticker renames), and show market bar age on the ticker freshness chip.
2026-07-14 13:38:04 +02:00
dennisthiessen ed82d0a665 Improve open-position mini chart readability.
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Center young-trade entry, draw full-width stop/now/gate, color the path vs entry, and show the trail only after it ratchets.
2026-07-14 13:14:52 +02:00
dennisthiessen 751d103f4e Draw moving trailing stops on open-position charts.
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Reconstruct the ATR/% trail bar-by-bar so the mini chart shows a ratchet path instead of a flat current level, and de-emphasize screening targets under trailing exit modes.
2026-07-14 13:02:23 +02:00
dennisthiessen ac0bcf9012 Explain fundamentals score with good/bad status labels.
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Add overall and per-metric reads for P/E, growth, and surprise using the same scoring rules as the backend, plus a short how-it-works note.
2026-07-14 12:02:33 +02:00
dennisthiessen cad1be96da Add human status labels to all indicators and small UI tweaks.
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Interpret RSI, ADX, EMA, ATR, volume profile, and pivots like EMA cross; tighten exit timeline spacing; risk presets are 1/2/3/5%.
2026-07-14 11:24:08 +02:00