ibkr_trader.py computes the strategy's target for the close the way trader.py's
morning phase does, sizes whole-share orders on min(NAV, $10.5k) less a 1%
cash buffer against the account's real positions, and sends MOC orders,
sells before buys. Guards: the login must manage IBKR_ACCOUNT; a live account
needs --live and data/ibkr_live/ARMED; the account may hold only the
strategy's universe; MOC whole-share orders only; one submission per session.
After the close it records executions and commissions, scores each order
against the primary exchange's closing cross (SIP condition 6) and compares
NAV with the simulated account, with a preregistered verdict on the first
20 orders.
A what-if run on the paper Gateway (no orders) accepted GLD/SHY MOC orders
at $1.00 commission and rejected TQQQ/UPRO: the account lacks the Complex or
Leveraged ETP permission. The live service is defined but not enabled.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
A $10k book in whole shares holds SNDK at 17.8% for a 10% target, so the
live record mixes the strategy with rounding and fee noise (2026-09-25..10-12:
overnight_recovery_top10 -9.0% live vs -7.65% at its own weights). Each
daily_log entry now stores the target held from that close and ideal_return,
the previous target's return to this close with fractional shares, no fees,
no resize band and no idle cash. compare prints Ideal and Gap (live minus
ideal) over the recorded days. The recorded returns compound to the
frictionless ledger (new contract test); an in-memory rerun of 10-09/10-12 on
live states reproduces the recorded equity to the cent.
systemd: SuccessExitStatus=143 on the monitor and overnight-paper units, so a
stop or restart no longer logs 'Failed' and the journal shows only crashes.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
svr_combo (preregistered): blending low_svr21 into overnight_recovery_top10
lifts Sharpe 0.81 -> 0.87 at w=1/3 but deepens MaxDD by 6pp (G1, G3
fail); as a fourth sleeve it dilutes the overnight book (1.49 -> 1.42).
fetch_options collects S&P 500 option chains after each close from
Alpaca's free indicative feed (quotes, day volume, OCC open interest),
solves IVs, and writes per-name iv_atm30 / skew / call-put spread /
option-stock volume summaries to data/options/us/. Forward-only history
for options-implied factors. Run by the quant-trading-options timer at
16:25 New York, Mon-Fri; it skips once the next session has opened.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- orb_stocks_in_play: 5-min bounds -70%/yr (conservative) vs +71%/yr
(optimistic); the optimistic bound breaks even at 3.6 bp slippage a side.
- overnight_only: the momentum sleeve's names earn their return overnight
(Sharpe 1.57) and nothing intraday; held close->open only, net Sharpe
1.29-1.42 at 1 bp a side, below the 1.5 gate.
- overnight_paper.py + systemd unit: MOC buy / MOO sell of the top 10 on the
Alpaca paper account from 2026-10-12, with a fills-vs-prints report.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The three services become quant-trading-monitor, quant-trading-api and
quant-trading-vite, run from /home/gahow/projects/quant-trading. Their
units were previously untracked files in ~/.config/systemd/user.
Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
