Gahow Wang
dd7dbf8a18
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>
27 lines
1.2 KiB
TOML
27 lines
1.2 KiB
TOML
[ib]
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host = "127.0.0.1"
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port = 4002 # IB Gateway: paper 4002 / live 4001; TWS: paper 7497 / live 7496
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client_id = 17
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health_client_id = 18 # `ibkr-quant gateway` probe; differs so it never collides with a running job
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account = "" # empty = the single account managed by this login
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market_data_type = 3 # 1 = live (needs subscription), 3 = delayed (free, for testing)
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allow_live = false # refuse to connect to non-paper accounts unless true
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[data]
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universe = "data/universe.csv"
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bars = "data/bars/daily.csv"
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bars_duration = "2 Y" # the strategy needs > 252 sessions
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# UpCap+MomGap (daily), ported from quant-trading fc_up_cap_mom_gap_daily:
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# signal on opens through today's open, equal-weight top_n, filled at today's close.
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[strategy]
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top_n = 10
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[execution]
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order_type = "MOC" # MOC (submit 09:30-15:45 ET) | LMT
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limit_offset_bps = 20 # LMT only: price = snapshot * (1 ± offset)
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cash_buffer = 0.02 # fraction of NAV kept in cash
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resize_band = 0.10 # leave a held name alone while within 10% of its target value
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min_trade_value = 50.0 # skip trades below max(min_trade_value, min_trade_fraction * NAV);
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min_trade_fraction = 0.001 # full exits always trade
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