Gahow Wang 11f4dd95dd fix(trader): make live sessions complete, final-close based and executable
- Process every completed session since the last recorded one, so monitor
  downtime and late data are caught up; today's bar only counts after the
  exchange closes. The monitor's evening phase always goes through auto and
  catches up at startup.
- Tickers without a real closing print are valued at the last price but not
  traded; held tickers missing from the panel keep their last recorded price
  instead of being valued at zero.
- Use registry parameters (live momentum strategies ran top_n=len//10=49
  instead of the backtested 20).
- A-share orders use 100-share board lots; per-market default capital
  (US $10k, CN ¥70k); HK tickers are converted to USD (HKD=X, peg fallback)
  and exempt from the US per-share fee.
- ETF strategies only run in the US book; buy_and_hold is excluded from live
  because its ~$20 slices never reach the minimum order size.
- CN benchmark switches to 510300.SS (Yahoo's 000300.SS is truncated).
- New 'replay' command rebuilds live state files from each start date.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
2026-09-25 01:16:14 +08:00
2026-04-05 00:50:26 +08:00

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