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>
