Files
quant-trading/tests
Gahow Wang 31a684fe70 live: record each session's target and its frictionless return; compare shows Ideal and Gap
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>
2026-10-12 18:49:28 -07:00
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