summaryrefslogtreecommitdiff
AgeCommit message (Collapse)Author
13 hoursfeat: implement news-collector main scheduler with all collectorsTheSiahxyz
13 hoursfeat: implement SentimentAggregator with freshness decay and composite scoringTheSiahxyz
13 hoursfeat: implement Truth Social and Federal Reserve collectorsTheSiahxyz
13 hoursfeat: implement Reddit social sentiment collectorTheSiahxyz
13 hoursfeat: implement SEC EDGAR 8-K filing collectorTheSiahxyz
13 hoursfeat: implement CNN Fear & Greed Index collectorTheSiahxyz
13 hoursfeat: implement RSS news collector (Yahoo, Google News, MarketWatch)TheSiahxyz
13 hoursfeat: implement Finnhub news collector with VADER sentimentTheSiahxyz
13 hoursfeat: scaffold news-collector service with BaseCollectorTheSiahxyz
13 hoursfeat: add news collector and stock selector config settingsTheSiahxyz
13 hoursfeat: add NewsEvent, DB methods for news/sentiment/selectionsTheSiahxyz
- Add NEWS to EventType enum and NewsEvent class to events.py - Add insert_news_item, get_recent_news, upsert_symbol_score, get_top_symbol_scores, upsert_market_sentiment, get_latest_market_sentiment, insert_stock_selection, get_stock_selections methods to Database class in db.py - Add test_news_events.py and test_db_news.py with full coverage
13 hoursfeat: add Alembic migration for news and sentiment tablesTheSiahxyz
13 hoursfeat: add SQLAlchemy ORM models for news, scores, selectionsTheSiahxyz
13 hoursfeat: add NewsItem, sentiment scoring, and stock selection modelsTheSiahxyz
Add NewsCategory enum and NewsItem model to shared/models.py. Create sentiment_models.py with SymbolScore, MarketSentiment, SelectedStock, Candidate.
13 hoursdocs: add news-driven stock selector implementation planTheSiahxyz
19 tasks across 5 phases: shared models, news collector service (7 collectors), sentiment aggregation pipeline, stock selector engine, and integration.
13 hoursdocs: add news-driven stock selector design specTheSiahxyz
Design for upgrading MOC strategy from fixed symbols to dynamic, news-driven stock selection with sentiment analysis pipeline.
16 hoursdocs: rewrite TODO for US stock platform (remove all crypto references)TheSiahxyz
16 hoursrefactor: purge all remaining crypto/Binance referencesTheSiahxyz
- Replace BTCUSDT/SOLUSDT/ETHUSDT with AAPL/MSFT in all test files - Update backtester default symbol to AAPL - Update strategy-engine default symbols to US stocks - Update project description and CLI help text - Remove empty superpowers docs directory - Zero crypto references remaining in codebase
16 hoursrefactor: remove all crypto/Binance code, update to US stock symbolsTheSiahxyz
16 hoursfeat: add parameter optimization script for Asian Session RSITheSiahxyz
16 hoursrefactor: complete US stock migrationTheSiahxyz
- Data collector: Alpaca REST polling (replaces Binance WebSocket) - Order executor: Alpaca submit_order (replaces ccxt) - Claude stock screener: daily MOC candidate analysis - Remove ccxt/websockets dependencies - Default universe: AAPL, MSFT, GOOGL, AMZN, TSLA + 28 more - 399 tests passing, lint clean
16 hoursrefactor: update data-collector and order-executor for Alpaca APITheSiahxyz
16 hoursfeat: add Claude-powered daily stock screener for MOC strategyTheSiahxyz
17 hoursrefactor: migrate to US stocks with Alpaca APITheSiahxyz
- Replace Binance/ccxt with Alpaca REST client (paper + live) - Add MOC (Market on Close) strategy for overnight gap trading - Wire sentiment into strategy engine main loop - Add EMA + bullish candle entry filters to Asian RSI - Remove crypto-specific exchange factory - Update config: Alpaca keys replace Binance keys - 399 tests passing, lint clean
17 hoursfeat(strategy): add Market on Close (MOC) strategy for US stocksTheSiahxyz
17 hoursrefactor: replace Binance/ccxt with Alpaca API client for US stocksTheSiahxyz
17 hoursfeat: wire sentiment into engine + add EMA/bullish candle entry filtersTheSiahxyz
17 hoursrefactor: dead code cleanupTheSiahxyz
- Remove placeholder 'backtest report' command (no stored results) - Connect walk-forward analysis to CLI: 'trading backtest walk-forward' - Update test for renamed command
17 hoursfeat: add market sentiment filters (Fear & Greed, CryptoPanic, CryptoQuant)TheSiahxyz
- SentimentProvider: fetches Fear & Greed Index (free, no key), CryptoPanic news sentiment (free key), CryptoQuant exchange netflow (free key) - SentimentData: aggregated should_buy/should_block logic - Fear < 30 = buy opportunity, Greed > 80 = block buying - Negative news < -0.5 = block buying - Exchange outflow = bullish, inflow = bearish - Integrated into Asian Session RSI strategy as entry filter - All providers optional — disabled when API key missing - 14 sentiment tests + 386 total tests passing
17 hoursfeat(strategy): add Asian Session RSI strategy for SOL/USDT scalpingTheSiahxyz
Simple time-based + RSI strategy for small capital day trading: - Trading window: KST 9:00-11:00 (UTC 0:00-2:00) - Entry: RSI(14) < 25 + volume above average - Exit: +1.5% TP, -0.7% SL, or session end time exit - Risk: max 3 trades/day, pause after 2 consecutive losses - Config: ~$75 per trade (10% of 100만원 capital)
17 hoursfeat(strategy): Phase 3 complete — individual strategy upgradesTheSiahxyz
- RSI: bullish/bearish divergence detection (conviction 0.9) - MACD: signal-line crossover + zero-line distance conviction - Grid: trend break exit + out-of-range guard - Bollinger: squeeze detection + breakout signals + %B conviction - EMA Crossover: pullback entry mode (wait for EMA retest) - VWAP: daily reset + 1σ/2σ deviation bands + band-based conviction - Volume Profile: HVN/LVN node detection for stronger signals - Combined: adaptive weighting based on sub-strategy win rates - 363 tests passing
17 hoursfeat(strategy): add RSI divergence detection and MACD signal-line crossoverTheSiahxyz
17 hoursfeat(strategy): add EMA pullback entry and VWAP daily reset with deviation bandsTheSiahxyz
17 hoursfeat(strategy): add Volume Profile HVN/LVN and Combined adaptive weightingTheSiahxyz
17 hoursfeat(strategy): add Grid trend guard and Bollinger squeeze detectionTheSiahxyz
18 hoursfeat(risk): add drawdown-based position reduction and consecutive loss pauseTheSiahxyz
18 hoursfeat(risk): add portfolio exposure, correlation risk, and VaR checksTheSiahxyz
32 hoursfeat(strategy): Phase 2 complete — strategy infrastructure upgradeTheSiahxyz
- Technical indicators library (ATR, ADX, RSI, MACD, Bollinger, Stochastic, OBV) - Signal model: conviction score, stop_loss, take_profit fields - BaseStrategy: ADX regime filter, volume confirmation, ATR-based stops - All 8 strategies upgraded with filters, conviction scoring, ATR stops - Combined strategy uses conviction-weighted scoring - 334 tests passing
32 hoursfeat(strategy): apply filters, conviction scoring, and ATR stops to all ↵TheSiahxyz
strategies
32 hoursfeat(strategy): add ADX regime filter, volume confirmation, and ATR stops to ↵TheSiahxyz
BaseStrategy
32 hoursfeat(strategy): add technical indicators library (ATR, ADX, RSI, MACD, ↵TheSiahxyz
Bollinger, Stochastic, OBV)
32 hoursfeat(shared): add conviction, stop_loss, take_profit to Signal modelTheSiahxyz
32 hoursfeat(backtester): Phase 1 complete — realistic backtesting engineTheSiahxyz
- Slippage modeling (configurable per-trade, buy higher/sell lower) - Trading fee deduction (maker/taker configurable) - Stop-loss and take-profit auto-execution per position - Short selling support (allow_short flag) - Walk-forward analysis engine (in-sample/out-of-sample, efficiency ratio) - Daily equity curve Sharpe/Sortino with risk-free rate adjustment - Recovery factor, consecutive win/loss streaks, fee-aware PnL - 312 tests passing
32 hoursfeat(backtester): add slippage, fees, stop-loss/take-profit, and short sellingTheSiahxyz
32 hoursfeat(backtester): add walk-forward analysis engineTheSiahxyz
32 hoursfeat(backtester): improve metrics with daily Sharpe, recovery factor, ↵TheSiahxyz
consecutive stats
32 hoursdocs: trading strategy upgrade plan (4 phases)TheSiahxyz
Phase 1: Backtester realism (slippage, fees, stops, shorts, walk-forward) Phase 2: Strategy infrastructure (ATR stops, ADX regime filter, volume confirmation, conviction scoring, indicator library) Phase 3: Individual strategy upgrades (divergence, filters, adaptive params) Phase 4: Advanced risk management (portfolio VaR, dynamic sizing, scenarios)
32 hoursdocs: final TODO — all issues resolved, only future enhancements remainTheSiahxyz
33 hoursfix: resolve final 3 issues for production readinessTheSiahxyz
- Fix API strategies endpoint path resolution (use STRATEGIES_DIR env var) - Add DATABASE_URL env var override in alembic env.py - Move risk config fields to shared Settings base class - Remove duplicate fields from ExecutorConfig
33 hoursdocs: update TODO — 3 remaining issues identified from deep analysisTheSiahxyz
generated by cgit v1.2.3 (git 2.39.1) at 2026-04-02 17:40:43 +0000