From f9b62d108c47460f0dd0fca5c6ee209efb980f00 Mon Sep 17 00:00:00 2001
From: jgrusewski <jeroen@grusewski.nl>
Date: Sun, 14 Jun 2026 00:09:40 +0200
Subject: [PATCH] feat(surfer): fxhnt combined-book forward-track cron +
 dynamic fetch END
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fetch_daily.py: END now clamps to the GLBX dataset range-end (was hardcoded 2026-06-05; clamp handles the
~1-3d exchange lag — END=today failed get_cost). scripts/surfer/fxhnt_forward_cron.sh: daily wrapper —
fetch crypto_pit (free) + futures (Databento, cost-capped) + 'fxhnt forward-track' to book the new paper-
NAV day of the validated combined book (crypto X-sec momentum alpha + futures trend hedge). Crontab: daily
23:30 UTC -> data/surfer/fxhnt_forward.log. Sources DATABENTO key from ~/.secrets (never printed).

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
---
 scripts/surfer/fetch_daily.py        | 12 +++++++++++-
 scripts/surfer/fxhnt_forward_cron.sh | 13 +++++++++++++
 2 files changed, 24 insertions(+), 1 deletion(-)
 create mode 100755 scripts/surfer/fxhnt_forward_cron.sh

diff --git a/scripts/surfer/fetch_daily.py b/scripts/surfer/fetch_daily.py
index cee8287da..b08cef544 100644
--- a/scripts/surfer/fetch_daily.py
+++ b/scripts/surfer/fetch_daily.py
@@ -4,6 +4,7 @@
 Re-confirms get_cost (free, no download) and ABORTS if over the cap before spending.
 Saves raw DBN to data/surfer/ (gitignored). Reads DATABENTO_API_KEY from env (never printed).
 """
+import datetime
 import os
 import sys
 
@@ -14,7 +15,7 @@ PER_ROOT_CAP = 10.00     # per-root sanity cap
 DS = "GLBX.MDP3"
 SCHEMA = "ohlcv-1d"
 START = "2010-06-06"
-END = "2026-06-05"
+END = datetime.date.today().isoformat()   # fetch through today (dynamic) — was hardcoded; needed for daily forward-track
 ROOTS = ["ES", "NQ", "YM", "RTY", "ZN", "ZB", "ZF", "ZT", "6E", "6J", "6B", "6A",
          "6C", "GC", "SI", "HG", "CL", "NG", "RB", "ZC", "ZS", "ZW"]
 # parent symbology = all outright expiries per root (fast; continuous chain resolution 504s).
@@ -29,6 +30,15 @@ def main():
         print("DATABENTO_API_KEY not set"); return 2
     client = db.Historical(key)
 
+    global END
+    try:                                                # clamp END to the dataset's available end (GLBX lags ~1-3d)
+        rng = client.metadata.get_dataset_range(dataset=DS)
+        avail = (rng.get("end") or "")[:10]
+        if avail:
+            END = min(END, avail)
+    except Exception:
+        pass
+
     os.makedirs(OUT_DIR, exist_ok=True)
     print(f"fetching {SCHEMA} per-root ({len(ROOTS)} roots, {STYPE}) {START}..{END}; "
           f"per-root get_cost gate (≤${PER_ROOT_CAP}), cumulative cap ${CAP_USD}")
diff --git a/scripts/surfer/fxhnt_forward_cron.sh b/scripts/surfer/fxhnt_forward_cron.sh
new file mode 100755
index 000000000..a1bcf5c53
--- /dev/null
+++ b/scripts/surfer/fxhnt_forward_cron.sh
@@ -0,0 +1,13 @@
+#!/usr/bin/env bash
+# fxhnt combined-book daily forward-validation.
+# Refresh the data, then book the new day's paper-NAV into the frozen forward track.
+#   - crypto X-sec momentum sleeve (alpha): free Binance fetch, advances daily
+#   - futures trend sleeve (hedge): Databento ohlcv, cost-capped in fetch_daily.py
+#   - fxhnt forward-track: books only days AFTER inception (genuine out-of-sample-in-time)
+set -u
+cd /home/jgrusewski/Work/foxhunt || exit 1
+[ -f "$HOME/.secrets" ] && . "$HOME/.secrets"          # DATABENTO_API_KEY (gitignored, never printed)
+echo "===== $(date -u '+%Y-%m-%d %H:%M UTC') ====="
+python3 scripts/surfer/fetch_crypto_pit.py 2>&1 | tail -1
+python3 scripts/surfer/fetch_daily.py      2>&1 | tail -2
+/home/jgrusewski/.local/bin/fxhnt forward-track 2>&1 | grep -vE "BentoWarning|Warning|RuntimeWarning|divide|invalid value|stddev"