11f4dd95dd59a026e0c4f0abbdedf2d3470b3cd7
- 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>
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