chore: track precompute and ops scripts; move monitor proxy into .env

The monitor start script used to embed the proxy URL with credentials,
which kept scripts/ out of git. It now reads QUANT_MARKET_PROXY from the
untracked repo-root .env.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

scripts/run_daily.py

@@ -0,0 +1,116 @@
+"""Daily live-trading update for all registered strategies.
+
+Iterates STRATEGY_REGISTRY and calls trader.cmd_auto for each, sharing
+fetched price panels across strategies (we still call cmd_auto so the
+state-file format stays consistent with manual runs).
+
+Usage:
+    uv run python scripts/run_daily.py [--market us|cn|all] [--capital 10000]
+                                       [--only NAME ...] [--skip NAME ...]
+
+Designed for cron:
+    # 5pm ET weekdays, after US close
+    0 17 * * 1-5  cd /path/to/quant && uv run python scripts/run_daily.py --market us
+    # 4pm CST weekdays, after CN close
+    0 16 * * 1-5  cd /path/to/quant && uv run python scripts/run_daily.py --market cn
+"""
+from __future__ import annotations
+
+import argparse
+import os
+import sys
+import time
+import types
+from datetime import datetime
+
+# Make the project root importable when invoked as `python scripts/run_daily.py`
+PROJECT_ROOT = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
+if PROJECT_ROOT not in sys.path:
+    sys.path.insert(0, PROJECT_ROOT)
+
+# We change into the project root so trader's relative `data/` paths resolve.
+os.chdir(PROJECT_ROOT)
+
+from trader import (  # noqa: E402
+    ETF_STRATEGY_UNIVERSES,
+    STRATEGY_REGISTRY,
+    cmd_auto,
+)
+from bridge import STRATEGY_META  # noqa: E402
+
+
+def _strategy_markets(name: str) -> list[str]:
+    """Return the markets a strategy targets (per its META declaration)."""
+    meta = STRATEGY_META.get(name, {"markets": ["us"]})
+    return list(meta.get("markets") or ["us"])
+
+
+def _make_args(market: str, name: str, capital: float) -> argparse.Namespace:
+    """Build the argparse namespace cmd_auto expects."""
+    return argparse.Namespace(
+        market=market,
+        strategy=name,
+        capital=capital,
+        tx_cost=0.001,
+        fixed_fee=0.0,         # cmd_auto falls back to MARKET_FEES + tier
+        integer_shares=True,   # match the existing live state convention
+    )
+
+
+def main() -> int:
+    parser = argparse.ArgumentParser(description="Daily live-trading update")
+    parser.add_argument("--market", default="all",
+                        help="Which market(s): 'us', 'cn', 'all' (default: all)")
+    parser.add_argument("--capital", type=float, default=10_000,
+                        help="Initial capital for any newly-initialized strategy (default: 10000)")
+    parser.add_argument("--only", nargs="+", default=None,
+                        help="If set, only run these strategy names")
+    parser.add_argument("--skip", nargs="+", default=None,
+                        help="Strategy names to skip (e.g. broken ones)")
+    parser.add_argument("--dry-run", action="store_true",
+                        help="Print what would be run without executing")
+    args = parser.parse_args()
+
+    markets = ["us", "cn"] if args.market == "all" else [args.market]
+    only = set(args.only) if args.only else None
+    skip = set(args.skip) if args.skip else set()
+
+    plan: list[tuple[str, str]] = []
+    for name in STRATEGY_REGISTRY:
+        if only and name not in only:
+            continue
+        if name in skip:
+            continue
+        for mk in _strategy_markets(name):
+            if mk in markets:
+                plan.append((mk, name))
+
+    print(f"[run_daily] {datetime.now().isoformat(timespec='seconds')} "
+          f"will process {len(plan)} (market, strategy) pairs")
+
+    if args.dry_run:
+        for mk, name in plan:
+            print(f"  [DRY] {mk:<3} {name}")
+        return 0
+
+    failures = []
+    t0 = time.time()
+    for mk, name in plan:
+        ns = _make_args(mk, name, args.capital)
+        try:
+            cmd_auto(ns)
+        except SystemExit:
+            raise
+        except Exception as e:  # noqa: BLE001
+            failures.append((mk, name, repr(e)))
+            print(f"[run_daily] FAILED {mk} {name}: {e}", file=sys.stderr)
+
+    elapsed = time.time() - t0
+    print(f"[run_daily] done in {elapsed:.1f}s — {len(plan) - len(failures)} ok, {len(failures)} failed")
+    for mk, name, err in failures:
+        print(f"  fail {mk} {name}: {err}", file=sys.stderr)
+    return 0 if not failures else 1
+
+
+if __name__ == "__main__":
+    sys.exit(main())

scripts/run_daily.sh

@@ -0,0 +1,21 @@
+#!/usr/bin/env bash
+# Daily live-trading update entrypoint for cron.
+#
+# Examples:
+#   0 17 * * 1-5  /path/to/quant/scripts/run_daily.sh us  >> /var/log/quant_us.log 2>&1
+#   0 16 * * 1-5  /path/to/quant/scripts/run_daily.sh cn  >> /var/log/quant_cn.log 2>&1
+#
+# The script changes into the quant project root and calls run_daily.py via uv.
+# Defaults to "all" markets when no argument is passed.
+
+set -euo pipefail
+
+SCRIPT_DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
+PROJECT_ROOT="$( cd "$SCRIPT_DIR/.." && pwd )"
+
+cd "$PROJECT_ROOT"
+
+MARKET="${1:-all}"
+shift || true
+
+exec uv run python scripts/run_daily.py --market "$MARKET" "$@"

scripts/start-monitor.sh

@@ -0,0 +1,23 @@
+#!/usr/bin/env bash
+# Long-running live-trader monitor (US + CN, all strategies).
+# Started by the quant-monitor.service systemd --user unit; replaces the
+# old "tmux new -s quant; uv run python trader.py monitor" workflow.
+set -euo pipefail
+
+SCRIPT_DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
+PROJECT_ROOT="$( cd "$SCRIPT_DIR/.." && pwd )"
+cd "$PROJECT_ROOT"
+
+# uv lives in ~/.local/bin, which is not on systemd's default PATH.
+export PATH="/home/gahow/.local/bin:$PATH"
+
+# Market data is fetched through the lab proxy (same as interactive `proxyOn`).
+# QUANT_MARKET_PROXY lives in the untracked repo-root .env.
+if [[ -f .env ]]; then
+  set -a; source .env; set +a
+fi
+if [[ -n "${QUANT_MARKET_PROXY:-}" ]]; then
+  export http_proxy="$QUANT_MARKET_PROXY" https_proxy="$QUANT_MARKET_PROXY" all_proxy="$QUANT_MARKET_PROXY"
+fi
+
+exec uv run python trader.py monitor