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>

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:
 

trader.py

@@ -8,6 +8,7 @@ Subcommands:
     monitor   — Long-running daemon that auto-runs daily after market close (for tmux)
     status    — Print current portfolio, P&L, and recent trades
     simulate  — Replay a date range day-by-day (for forward testing)
+    log       — View daily log: each day's holdings, cash, and operations
 
 Usage:
     uv run python trader.py morning  --market us --strategy recovery_mom_top10
@@ -95,6 +96,7 @@ def init_state(market: str, strategy_name: str, capital: float) -> dict:
         "pending_trades": None,  # set by morning, consumed by evening
         "trade_log": [],         # list of trade dicts
         "daily_equity": {},      # date_str -> portfolio value
+        "daily_log": [],         # list of per-day snapshots (holdings, cash, trades)
         "last_morning": None,
         "last_evening": None,
     }
@@ -150,14 +152,19 @@ def generate_target_weights(strategy, open_data: pd.DataFrame, target_date) -> d
 
 
 def compute_trades(holdings: dict, cash: float, target_weights: dict,
-                   prices: dict, min_trade_value: float = 50.0) -> list[dict]:
+                   prices: dict, min_trade_value: float = 50.0,
+                   integer_shares: bool = False) -> list[dict]:
     """
     Compute trades needed to move from current holdings to target weights.
 
+    If integer_shares=True, share deltas are rounded to whole numbers and
+    buys are capped so they don't exceed available cash (accounting for
+    commissions).  Sells are processed first to free up cash.
+
     Returns list of {ticker, shares_delta, direction, est_value}.
     """
     total = portfolio_value(holdings, prices, cash)
-    trades = []
+    raw = []
 
     all_tickers = set(list(target_weights.keys()) + list(holdings.keys()))
     for ticker in sorted(all_tickers):
@@ -171,31 +178,49 @@ def compute_trades(holdings: dict, cash: float, target_weights: dict,
         current_shares = holdings.get(ticker, 0.0)
         delta = target_shares - current_shares
 
+        if integer_shares:
+            # Round toward zero for buys (floor), away from zero for sells (floor of abs)
+            if delta > 0:
+                delta = int(delta)          # floor: don't overshoot cash
+            else:
+                delta = -int(abs(delta))    # floor of magnitude: don't over-sell
+
         trade_value = abs(delta * price)
         if trade_value < min_trade_value:
             continue
+        if integer_shares and abs(delta) < 1:
+            continue
 
-        trades.append({
+        raw.append({
             "ticker": ticker,
-            "shares_delta": round(delta, 4),
+            "shares_delta": int(delta) if integer_shares else round(delta, 4),
             "direction": "BUY" if delta > 0 else "SELL",
             "est_value": round(trade_value, 2),
             "price": round(price, 2),
-            "target_shares": round(target_shares, 4),
+            "target_shares": int(round(target_shares)) if integer_shares else round(target_shares, 4),
-            "current_shares": round(current_shares, 4),
+            "current_shares": int(current_shares) if integer_shares else round(current_shares, 4),
         })
 
-    return trades
+    return raw
 
 
 def execute_trades(state: dict, trades: list[dict], prices: dict,
                    tx_cost: float = 0.001, fixed_fee: float = 0.0,
-                   trade_date: str = "") -> None:
+                   trade_date: str = "", integer_shares: bool = False) -> None:
-    """Execute trades: update holdings and cash in state, append to trade_log."""
+    """Execute trades: update holdings and cash in state, append to trade_log.
+
+    When integer_shares=True, sells are executed first to free up cash,
+    then buys are executed only if sufficient cash is available.
+    """
     holdings = state["holdings"]
     cash = state["cash"]
 
-    for trade in trades:
+    # When using integer shares, execute sells first to free cash for buys
+    sells = [t for t in trades if t["shares_delta"] < 0]
+    buys = [t for t in trades if t["shares_delta"] > 0]
+    ordered = sells + buys if integer_shares else trades
+
+    for trade in ordered:
         ticker = trade["ticker"]
         delta = trade["shares_delta"]
         price = prices.get(ticker, trade["price"])
@@ -203,7 +228,15 @@ def execute_trades(state: dict, trades: list[dict], prices: dict,
         commission = cost * tx_cost + fixed_fee
 
         if delta > 0:
-            # BUY
+            # BUY — skip if insufficient cash in integer mode
+            if integer_shares and (cost + commission) > cash:
+                # Try buying fewer shares that we can afford
+                affordable = int((cash - fixed_fee) / (price * (1 + tx_cost)))
+                if affordable < 1:
+                    continue
+                delta = affordable
+                cost = abs(delta * price)
+                commission = cost * tx_cost + fixed_fee
             cash -= (cost + commission)
             holdings[ticker] = holdings.get(ticker, 0.0) + delta
         else:
@@ -212,21 +245,74 @@ def execute_trades(state: dict, trades: list[dict], prices: dict,
             holdings[ticker] = holdings.get(ticker, 0.0) + delta  # delta is negative
 
         # Remove zero holdings
-        if ticker in holdings and abs(holdings[ticker]) < 0.001:
+        if ticker in holdings and abs(holdings[ticker]) < (0.5 if integer_shares else 0.001):
             del holdings[ticker]
 
         state["trade_log"].append({
             "date": trade_date,
-            "action": trade["direction"],
+            "action": "BUY" if delta > 0 else "SELL",
             "ticker": ticker,
-            "shares": round(abs(delta), 4),
+            "shares": abs(delta) if integer_shares else round(abs(delta), 4),
             "price": round(price, 2),
             "value": round(cost, 2),
             "commission": round(commission, 2),
         })
 
     state["cash"] = round(cash, 2)
-    state["holdings"] = {k: round(v, 4) for k, v in holdings.items() if abs(v) >= 0.001}
+    if integer_shares:
+        state["holdings"] = {k: int(round(v)) for k, v in holdings.items() if abs(v) >= 0.5}
+    else:
+        state["holdings"] = {k: round(v, 4) for k, v in holdings.items() if abs(v) >= 0.001}
+
+
+def record_daily_snapshot(state: dict, date_str: str, prices: dict,
+                          trades: list[dict], prev_equity: float) -> None:
+    """Append a daily snapshot to state['daily_log'].
+
+    Each entry captures the full picture: date, holdings with prices/values,
+    cash, total equity, daily return, and today's operations.
+    """
+    holdings = state["holdings"]
+    cash = state["cash"]
+    total = portfolio_value(holdings, prices, cash)
+    daily_ret = (total / prev_equity - 1) * 100 if prev_equity > 0 else 0.0
+
+    # Holdings detail: ticker -> {shares, price, value}
+    positions = {}
+    for ticker, shares in sorted(holdings.items()):
+        p = prices.get(ticker, 0.0)
+        positions[ticker] = {
+            "shares": shares,
+            "price": round(p, 2),
+            "value": round(shares * p, 2),
+        }
+
+    # Operations: list of {action, ticker, shares, price, value, commission}
+    operations = []
+    for t in trades:
+        p = prices.get(t["ticker"], t["price"])
+        operations.append({
+            "action": t["direction"],
+            "ticker": t["ticker"],
+            "shares": abs(t["shares_delta"]),
+            "price": round(p, 2),
+            "value": round(abs(t["shares_delta"]) * p, 2),
+        })
+
+    entry = {
+        "date": date_str,
+        "equity": round(total, 2),
+        "cash": round(cash, 2),
+        "daily_return_pct": round(daily_ret, 2),
+        "n_positions": len(holdings),
+        "n_trades": len(trades),
+        "holdings": positions,
+        "operations": operations,
+    }
+
+    if "daily_log" not in state:
+        state["daily_log"] = []
+    state["daily_log"].append(entry)
 
 
 def get_prices_for_date(tickers: list[str], date_idx, price_df: pd.DataFrame) -> dict:
@@ -288,7 +374,8 @@ def cmd_morning(args):
 
     total = portfolio_value(state["holdings"], open_prices, state["cash"])
     trades = compute_trades(state["holdings"], state["cash"], target_weights,
-                           open_prices, min_trade_value=max(50, total * 0.001))
+                           open_prices, min_trade_value=max(50, total * 0.001),
+                           integer_shares=args.integer_shares)
 
     # Store pending
     state["pending_trades"] = {
@@ -386,12 +473,13 @@ def cmd_evening(args):
     target_weights = pending.get("target_weights", {})
     exec_trades = compute_trades(
         state["holdings"], state["cash"], target_weights,
-        close_prices, min_trade_value=max(50, pre_value * 0.001)
+        close_prices, min_trade_value=max(50, pre_value * 0.001),
+        integer_shares=args.integer_shares
     )
 
     execute_trades(state, exec_trades, close_prices,
                   tx_cost=args.tx_cost, fixed_fee=args.fixed_fee,
-                  trade_date=trade_date)
+                  trade_date=trade_date, integer_shares=args.integer_shares)
 
     post_value = portfolio_value(state["holdings"], close_prices, state["cash"])
     state["daily_equity"][trade_date] = round(post_value, 2)
@@ -505,6 +593,92 @@ def cmd_status(args):
     print()
 
 
+def cmd_log(args):
+    """Print the daily log: each day's holdings, cash, operations."""
+    market = args.market
+    strategy_name = args.strategy
+
+    state = load_state(market, strategy_name)
+    if not state:
+        print("No state found. Run 'simulate' or 'auto' first.")
+        return
+
+    daily_log = state.get("daily_log", [])
+    if not daily_log:
+        print("No daily log entries. Re-run simulate with the latest code to generate logs.")
+        return
+
+    # Optional date filter
+    start = args.start if hasattr(args, "start") and args.start else None
+    end = args.end if hasattr(args, "end") and args.end else None
+
+    filtered = daily_log
+    if start:
+        filtered = [d for d in filtered if d["date"] >= start]
+    if end:
+        filtered = [d for d in filtered if d["date"] <= end]
+
+    if not filtered:
+        print(f"No log entries in range {start or '...'} to {end or '...'}.")
+        return
+
+    print(f"\n{'='*80}")
+    print(f"  DAILY LOG — {strategy_name} | {market.upper()}")
+    print(f"  {filtered[0]['date']} to {filtered[-1]['date']} ({len(filtered)} days)")
+    print(f"{'='*80}")
+
+    for entry in filtered:
+        d = entry["date"]
+        eq = entry["equity"]
+        cash = entry["cash"]
+        ret = entry["daily_return_pct"]
+        ops = entry.get("operations", [])
+        holds = entry.get("holdings", {})
+
+        print(f"\n┌─ {d}  equity: ${eq:>10,.2f}  daily: {ret:>+.2f}%  "
+              f"cash: ${cash:>10,.2f}  positions: {entry['n_positions']}")
+
+        # Holdings
+        if holds:
+            print(f"│  {'Ticker':<8} {'Shares':>8} {'Price':>10} {'Value':>12} {'Weight':>8}")
+            print(f"│  {'─'*50}")
+            for ticker in sorted(holds, key=lambda t: -holds[t]["value"]):
+                h = holds[ticker]
+                w = h["value"] / eq * 100 if eq > 0 else 0
+                print(f"│  {ticker:<8} {h['shares']:>8} {h['price']:>10.2f} "
+                      f"${h['value']:>10,.2f} {w:>7.1f}%")
+            cash_w = cash / eq * 100 if eq > 0 else 0
+            print(f"│  {'Cash':<8} {'':>8} {'':>10} ${cash:>10,.2f} {cash_w:>7.1f}%")
+
+        # Operations
+        if ops:
+            print(f"│")
+            print(f"│  Operations:")
+            print(f"│  {'Action':<6} {'Ticker':<8} {'Shares':>8} {'Price':>10} {'Value':>12}")
+            print(f"│  {'─'*46}")
+            for op in ops:
+                sign = "+" if op["action"] == "BUY" else "-"
+                print(f"│  {op['action']:<6} {op['ticker']:<8} {sign}{op['shares']:>7} "
+                      f"{op['price']:>10.2f} ${op['value']:>10,.2f}")
+        else:
+            print(f"│  (no trades)")
+
+        print(f"└{'─'*79}")
+
+    # Summary
+    first = filtered[0]
+    last = filtered[-1]
+    total_ops = sum(e["n_trades"] for e in filtered)
+    trade_days = sum(1 for e in filtered if e["n_trades"] > 0)
+    print(f"\n  Period: {first['date']} → {last['date']}")
+    print(f"  Start equity: ${first['equity']:>12,.2f}")
+    print(f"  End equity:   ${last['equity']:>12,.2f}")
+    print(f"  Return:       {(last['equity']/first['equity']-1)*100:>+11.2f}%")
+    print(f"  Total trades: {total_ops:>11}")
+    print(f"  Trade days:   {trade_days:>11} / {len(filtered)}")
+    print()
+
+
 def cmd_simulate(args):
     """Simulate day-by-day over a date range."""
     market = args.market
@@ -579,16 +753,21 @@ def cmd_simulate(args):
         # Compute and execute trades at close prices
         trades = compute_trades(
             state["holdings"], state["cash"], target_weights,
-            close_prices, min_trade_value=max(50, pre_value * 0.001)
+            close_prices, min_trade_value=max(50, pre_value * 0.001),
+            integer_shares=args.integer_shares
         )
 
         execute_trades(state, trades, close_prices,
                       tx_cost=args.tx_cost, fixed_fee=args.fixed_fee,
-                      trade_date=day_str)
+                      trade_date=day_str, integer_shares=args.integer_shares)
 
         post_value = portfolio_value(state["holdings"], close_prices, state["cash"])
         state["daily_equity"][day_str] = round(post_value, 2)
 
+        # Record daily snapshot (holdings + operations)
+        prev_eq_val = args.capital if i == 0 else list(state["daily_equity"].values())[-2] if len(state["daily_equity"]) >= 2 else args.capital
+        record_daily_snapshot(state, day_str, close_prices, trades, prev_eq_val)
+
         day_trades = len(trades)
         day_commission = sum(
             t.get("commission", 0) for t in state["trade_log"][-day_trades:]
@@ -661,8 +840,11 @@ def cmd_monitor(args):
     """
     Long-running monitor — runs in a tmux session, automatically executes daily.
 
-    Sleeps until market close + buffer, runs auto logic, then sleeps until
+    Two-phase daily schedule:
-    the next trading day. Handles weekends and holidays gracefully.
+      1. MORNING (~9:45 AM): Download open prices, run strategy, print orders
+      2. EVENING (~4:35 PM): Download close prices, execute trades, record
+
+    Sleeps between phases and between trading days.  Skips weekends.
 
     Usage:
         tmux new -s quant
@@ -674,20 +856,18 @@ def cmd_monitor(args):
 
     market = args.market
 
-    # Market schedule configuration
+    # Market schedule configuration — two phases per day
     MARKET_CONFIG = {
         "us": {
             "tz": zoneinfo.ZoneInfo("America/New_York"),
-            "close_hour": 16,   # 4:00 PM ET
+            "open_hour": 9,  "open_min": 30,  "open_buffer": 15,   # run at 9:45 AM ET
-            "close_min": 0,
+            "close_hour": 16, "close_min": 0,  "close_buffer": 35,  # run at 4:35 PM ET
-            "buffer_min": 35,   # Wait 35 min after close for data settlement
             "label": "US (NYSE/NASDAQ)",
         },
         "cn": {
             "tz": zoneinfo.ZoneInfo("Asia/Shanghai"),
-            "close_hour": 15,   # 3:00 PM CST
+            "open_hour": 9,  "open_min": 30,  "open_buffer": 15,   # run at 9:45 AM CST
-            "close_min": 0,
+            "close_hour": 15, "close_min": 0,  "close_buffer": 35,  # run at 3:35 PM CST
-            "buffer_min": 35,
             "label": "CN (SSE/SZSE)",
         },
     }
@@ -698,80 +878,117 @@ def cmd_monitor(args):
         return
 
     tz = config["tz"]
-    run_hour = config["close_hour"]
+
-    run_min = config["close_min"] + config["buffer_min"]
+    # Compute actual run times (hour, minute)
-    # Handle minute overflow
+    morn_h = config["open_hour"]
-    if run_min >= 60:
+    morn_m = config["open_min"] + config["open_buffer"]
-        run_hour += run_min // 60
+    if morn_m >= 60:
-        run_min = run_min % 60
+        morn_h += morn_m // 60
+        morn_m = morn_m % 60
+
+    eve_h = config["close_hour"]
+    eve_m = config["close_min"] + config["close_buffer"]
+    if eve_m >= 60:
+        eve_h += eve_m // 60
+        eve_m = eve_m % 60
 
     print(f"\n{'='*60}")
     print(f"  MONITOR MODE — {config['label']}")
     print(f"  Strategy: {args.strategy} | Market: {market.upper()}")
-    print(f"  Daily run at: {run_hour:02d}:{run_min:02d} {tz}")
+    print(f"  Morning (open → signals): {morn_h:02d}:{morn_m:02d} {tz}")
+    print(f"  Evening (close → execute): {eve_h:02d}:{eve_m:02d} {tz}")
     print(f"  Capital: ${args.capital:,.0f}")
     print(f"{'='*60}")
     print(f"[monitor] Started at {datetime.now(tz).strftime('%Y-%m-%d %H:%M:%S %Z')}")
     print(f"[monitor] Press Ctrl+C to stop\n")
 
-    def _next_run_time(now):
+    def _next_event(now):
-        """Compute the next execution datetime (skip weekends)."""
+        """Return (target_datetime, phase) for the next event to run.
-        # Today's run time
-        target = now.replace(hour=run_hour, minute=run_min, second=0, microsecond=0)
 
-        if now >= target:
+        phase is 'morning' or 'evening'.
-            # Already past today's run time, schedule for tomorrow
+        """
-            target += timedelta(days=1)
+        today_morning = now.replace(hour=morn_h, minute=morn_m, second=0, microsecond=0)
+        today_evening = now.replace(hour=eve_h, minute=eve_m, second=0, microsecond=0)
 
-        # Skip weekends: Saturday=5, Sunday=6
+        candidates = []
+        # Today's morning (if not past)
+        if now < today_morning:
+            candidates.append((today_morning, "morning"))
+        # Today's evening (if not past)
+        if now < today_evening:
+            candidates.append((today_evening, "evening"))
+
+        # If nothing left today, schedule tomorrow's morning
+        if not candidates:
+            tomorrow = now + timedelta(days=1)
+            tom_morning = tomorrow.replace(hour=morn_h, minute=morn_m, second=0, microsecond=0)
+            candidates.append((tom_morning, "morning"))
+
+        # Pick the earliest
+        target, phase = min(candidates, key=lambda x: x[0])
+
+        # Skip weekends
         while target.weekday() >= 5:
             target += timedelta(days=1)
 
-        return target
+        return target, phase
 
-    while True:
+    def _sleep_until(target):
-        now = datetime.now(tz)
+        """Sleep in chunks until target time. Print hourly heartbeats."""
-        next_run = _next_run_time(now)
-        wait_seconds = (next_run - now).total_seconds()
-
-        print(f"[monitor] {now.strftime('%Y-%m-%d %H:%M:%S')} — "
-              f"Next run: {next_run.strftime('%Y-%m-%d %H:%M:%S %Z')} "
-              f"(in {wait_seconds/3600:.1f}h)")
-
-        # Sleep in chunks so Ctrl+C is responsive and we print heartbeats
         while True:
             now = datetime.now(tz)
-            remaining = (next_run - now).total_seconds()
+            remaining = (target - now).total_seconds()
             if remaining <= 0:
                 break
-            # Sleep in 15-minute chunks, print heartbeat every hour
+            chunk = min(remaining, 900)  # 15-min chunks
-            chunk = min(remaining, 900)  # 15 min
             _time.sleep(chunk)
 
             now = datetime.now(tz)
-            remaining = (next_run - now).total_seconds()
+            remaining = (target - now).total_seconds()
             if remaining > 60:
                 hours_left = remaining / 3600
-                if int(remaining) % 3600 < 900:  # ~on the hour
+                if int(remaining) % 3600 < 900:
                     print(f"[monitor] {now.strftime('%H:%M:%S')} — "
-                          f"waiting... ({hours_left:.1f}h until run)")
+                          f"waiting... ({hours_left:.1f}h until next)")
+
+    while True:
+        now = datetime.now(tz)
+        target, phase = _next_event(now)
+        wait_seconds = (target - now).total_seconds()
+
+        print(f"[monitor] {now.strftime('%Y-%m-%d %H:%M:%S')} — "
+              f"Next: {phase.upper()} at {target.strftime('%Y-%m-%d %H:%M:%S %Z')} "
+              f"(in {wait_seconds/3600:.1f}h)")
+
+        _sleep_until(target)
 
         # Time to run!
         now = datetime.now(tz)
         print(f"\n[monitor] {'='*55}")
-        print(f"[monitor] Executing daily run at {now.strftime('%Y-%m-%d %H:%M:%S %Z')}")
+        print(f"[monitor] {phase.upper()} phase at "
+              f"{now.strftime('%Y-%m-%d %H:%M:%S %Z')}")
         print(f"[monitor] {'='*55}")
 
         try:
-            cmd_auto(args)
+            if phase == "morning":
-            print(f"[monitor] Daily run completed successfully.")
+                cmd_morning(args)
+            else:
+                # Check if morning was run today; if not, use auto (combined)
+                state = load_state(market, args.strategy)
+                today_str = now.strftime("%Y-%m-%d")
+                if state and state.get("last_morning") == today_str and state.get("pending_trades"):
+                    cmd_evening(args)
+                else:
+                    print(f"[monitor] Morning was not run today — using auto (combined) mode")
+                    cmd_auto(args)
+            print(f"[monitor] {phase.upper()} completed successfully.")
         except KeyboardInterrupt:
             raise
         except Exception as e:
-            print(f"[monitor] ERROR during daily run: {e}")
+            print(f"[monitor] ERROR during {phase}: {e}")
             import traceback
             traceback.print_exc()
-            print(f"[monitor] Will retry on next scheduled run.")
+            print(f"[monitor] Will continue to next scheduled event.")
 
         print()
 
@@ -837,15 +1054,22 @@ def cmd_auto(args):
     # --- EVENING PHASE: Execute trades at close prices ---
     trades = compute_trades(
         state["holdings"], state["cash"], target_weights,
-        close_prices, min_trade_value=max(50, pre_value * 0.001)
+        close_prices, min_trade_value=max(50, pre_value * 0.001),
+        integer_shares=args.integer_shares
     )
 
     execute_trades(state, trades, close_prices,
                   tx_cost=args.tx_cost, fixed_fee=args.fixed_fee,
-                  trade_date=today_str)
+                  trade_date=today_str, integer_shares=args.integer_shares)
 
     post_value = portfolio_value(state["holdings"], close_prices, state["cash"])
     state["daily_equity"][today_str] = round(post_value, 2)
+
+    # Record daily snapshot
+    eq_vals = list(state["daily_equity"].values())
+    prev_eq = eq_vals[-2] if len(eq_vals) >= 2 else state["initial_capital"]
+    record_daily_snapshot(state, today_str, close_prices, trades, prev_eq)
+
     state["last_morning"] = today_str
     state["last_evening"] = today_str
     state["pending_trades"] = None
@@ -897,6 +1121,8 @@ def main():
                        help="Proportional transaction cost (default: 0.001 = 10bps)")
         p.add_argument("--fixed-fee", type=float, default=0.0,
                        help="Fixed dollar fee per trade")
+        p.add_argument("--integer-shares", action="store_true", default=False,
+                       help="Only trade whole shares (no fractional)")
 
     # Morning
     p_morning = sub.add_parser("morning", help="Generate trade orders from open prices")
@@ -924,6 +1150,7 @@ def main():
     p_status.add_argument("--capital", type=float, default=100_000)
     p_status.add_argument("--tx-cost", type=float, default=0.001)
     p_status.add_argument("--fixed-fee", type=float, default=0.0)
+    p_status.add_argument("--integer-shares", action="store_true", default=False)
 
     # Simulate
     p_sim = sub.add_parser("simulate", help="Simulate over a date range")
@@ -931,6 +1158,14 @@ def main():
     p_sim.add_argument("--start", required=True, help="Start date (YYYY-MM-DD)")
     p_sim.add_argument("--end", required=True, help="End date (YYYY-MM-DD)")
 
+    # Log viewer
+    p_log = sub.add_parser("log", help="View daily log (holdings + operations per day)")
+    p_log.add_argument("--market", choices=UNIVERSES.keys(), default="us")
+    p_log.add_argument("--strategy", default="sim_recovery_mom_top10",
+                       help="Strategy name (e.g. sim_recovery_mom_top10)")
+    p_log.add_argument("--start", default=None, help="Start date filter (YYYY-MM-DD)")
+    p_log.add_argument("--end", default=None, help="End date filter (YYYY-MM-DD)")
+
     args = parser.parse_args()
 
     if args.command == "morning":
@@ -945,6 +1180,8 @@ def main():
         cmd_status(args)
     elif args.command == "simulate":
         cmd_simulate(args)
+    elif args.command == "log":
+        cmd_log(args)
 
 
 if __name__ == "__main__":