6 Commits

Include renames

Author	SHA1	Message	Date
dennisthiessenandClaude Fable 5	c7c60a64f2	research: Task 2 closed — SUE dead, earnings gap informational ... Earnings backfill sourced from the public DoltHub earnings repo at a pinned commit rather than the FMP API: reproducible for anyone re-running the study, and it burns no request quota. 12,414 events, 98.6% of symbols with >=8 announcements, 99.2% paired actual/estimate, no keyed duplicates. 2a earnings-gap diagnostic: INFORMATIONAL, no filter shipped. The pre-earnings cohort's right tail was better, so the registered avoid-earnings condition failed. Note the raw 23/266 vs 115/574 incidence gap is largely a duration confound -- severe losses stop out fast and have less time to span an announcement -- so it is not evidence that holding through earnings is safe. 2b SUE: FAIL against the pre-registered +0.03 bar (unconditional IC +0.0151 over 56 reliable windows, momentum-conditional +0.0213). Signs stable across eras, so this is a clean null rather than an ambiguous one, consistent with post-earnings drift having decayed in large caps. Closes the Tier-1 arc: Task 1 dead on deep evidence, Task 2 dead here, Task 3 complete as diagnostic. No in-sample research thread remains open. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>	2026-07-20 21:10:46 +02:00
dennisthiessen	06cf054f60	fix: bootstrap SSL/CA for research CLI on corporate MacBooks ... Extract app/ssl_bootstrap.py (shared with FastAPI main), wire it into research scripts, and teach run_tier1_macbook.sh to locate combined-ca-bundle.pem, certifi, optional USE_CORP_PROXY, plus --ssl-check diagnostics.	2026-07-19 09:46:07 +02:00
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	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	9704e0d85a	feat: Phase B fip_id liquid-breadth research tooling ... 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