Commit Graph

3 Commits

Author SHA1 Message Date
1697bc1641 fix(report): correct periodic returns, injection metrics and live view
- Monthly/yearly returns chain from the previous period's close (the first
  trading day of every period was dropped; up to ~9pp/yr error).
- With cash injections, metrics/drawdowns/periodic returns are time-weighted
  on the no-injection curve; capitalFlows reports invested/profit separately.
- Benchmarks cover exactly the strategies' dates.
- CAGR uses calendar time, so gaps in live records do not inflate it.
- Backtests skip the per-trade fee for rebalances below the live minimum
  order and keep a ruined portfolio at zero.
- live: exact strategy match, ineligible strategies hidden, currency,
  startDate, same-window benchmark, stale-price fallback, equity anchored at
  the initial capital.
- PIT membership falls back to the cached history when the Wikipedia change
  log cannot be parsed (the table is no longer on the page).

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
2026-09-25 01:16:33 +08:00
b8bac26b8f feat: register V7+VT36 as SOTA and add monitor hot-reload
- Register trend_rider_v7_vt36 (target_vol=0.36, min_lev=0.75) in
  strategy registry, ETF universe map, and bridge metadata.
  10y backtest: Ann 60.5%, Sharpe 1.87, MaxDD -29.2%.

- Add hot-reload to monitor: each phase re-imports trader module to
  pick up newly registered strategies without restart. New strategies
  are logged on detection.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-05-21 20:57:16 +08:00
e147890066 feat: include ETF strategies in monitor and register V7 in bridge
- DEFAULT_MONITOR_STRATEGIES now includes ALL strategies (stock + ETF)
  instead of excluding ETF strategies. The cmd_morning/evening/auto
  already route ETF strategies to the correct data pipeline via
  strategy_universe() and strategy_data_market().

- Register trend_rider_v7, v7_vt24, v7_vt32 in bridge.py STRATEGY_META
  so they appear in the stock-agent frontend via /api/strategies.

- Monitor now runs as a background daemon with logs written to
  logs/monitor.log (PYTHONUNBUFFERED=1, no tmux dependency).
  PID saved to logs/monitor.pid.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-05-21 00:46:48 +08:00