Commit Graph

2 Commits

Author SHA1 Message Date
dd7dbf8a18 Restart IB Gateway before each job when it has lost IBKR's servers
On 2026-09-29 Gateway lost its connection, failed the reconnect's SSL
handshake and sat on an error dialog for 9 hours with its API port open:
clients connected, every startup request timed out, and systemd never
restarted it because java kept running.

- Broker connects with raiseSyncErrors, so a failed startup sync exits
  instead of continuing with an empty portfolio(), which rebalance would
  read as holding nothing.
- `ibkr-quant gateway` probes the Gateway under its own health_client_id.
- deploy/ensure-gateway.sh (`make gateway`) probes, waits a minute for a
  self-reconnect, then restarts ibgateway.service and waits for it.
- The trade and fills units run `make gateway` as ExecStartPre; fills
  now retries on failure like trade does.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
2026-09-29 16:52:23 +08:00
dc94f63839 Daily UpCap+MomGap trading on an IBKR paper account
Connects to IB Gateway through ib_async and trades the S&P 500 with the
UpCap+MomGap factor combo ported from quant-trading's
fc_up_cap_mom_gap_daily: signal on opens through today's open, equal
weight top 10, MOC orders filled at today's close, 10% resize band.

- make universe/bars/check/plan/submit/fills for the daily loop; refuses
  non-paper accounts unless allow_live, open orders, stale bars, and
  orders outside 09:31-15:45 ET
- make backtest replays the live loop day by day with plan_orders and
  IBKR Fixed commissions; selection uses each day's index members
- make bars fails fast when the Gateway's historical farm is down

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-09-28 21:53:31 +08:00