Two-phase monitor, integer shares, and daily log
- Monitor now runs morning (9:45 → signals) and evening (4:35 → execute) instead of single daily run; falls back to auto if morning missed - Add --integer-shares flag for whole-share-only trading (no fractional) - Add daily_log to state: each day records holdings, cash, and operations - Add 'log' subcommand to view daily snapshots with date range filter - record_daily_snapshot() called from both simulate and auto commands Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
19
CLAUDE.md
19
CLAUDE.md
@@ -23,8 +23,11 @@ uv run python main.py --execution open-close # Signal on open, execute at close
|
||||
uv run python trader.py auto --market us --strategy recovery_mom_top10 # Single daily run (for cron)
|
||||
uv run python trader.py morning --market us --strategy recovery_mom_top10 # Morning: generate orders
|
||||
uv run python trader.py evening --market us --strategy recovery_mom_top10 # Evening: record execution
|
||||
uv run python trader.py monitor --market us --strategy recovery_mom_top10 # Long-running daemon (for tmux)
|
||||
uv run python trader.py status --market us --strategy recovery_mom_top10 # Portfolio status
|
||||
uv run python trader.py simulate --market us --strategy recovery_mom_top10 --start 2026-01-01 --end 2026-04-01 # Historical replay
|
||||
uv run python trader.py log --market us --strategy sim_recovery_mom_top10 --start 2026-03-01 # View daily log
|
||||
uv run python trader.py simulate --integer-shares --fixed-fee 2.0 ... # Integer shares mode
|
||||
|
||||
# Setup
|
||||
uv sync # Install/sync dependencies
|
||||
@@ -66,7 +69,21 @@ No test suite or linter is configured.
|
||||
- Python 3.12+, managed with `uv`.
|
||||
- Do not show matplotlib figures when running backtests; use `--no-plot`.
|
||||
|
||||
## Server Deployment (Cron)
|
||||
## Server Deployment
|
||||
|
||||
### Option 1: tmux monitor (recommended)
|
||||
|
||||
Two-phase daily schedule — morning (open prices → generate signals) and evening (close prices → execute trades):
|
||||
|
||||
```bash
|
||||
tmux new -s quant
|
||||
uv run python trader.py monitor --market us --strategy recovery_mom_top10
|
||||
# Ctrl-B D to detach; tmux attach -t quant to reconnect
|
||||
```
|
||||
|
||||
If monitor starts mid-day (after open, before close), it automatically falls back to `auto` mode for the evening phase.
|
||||
|
||||
### Option 2: Cron
|
||||
|
||||
Run daily after market close. The `auto` command is idempotent — safe to re-run:
|
||||
|
||||
|
||||
Reference in New Issue
Block a user