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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>
This commit is contained in:
jgrusewski
2026-06-14 00:09:40 +02:00
parent 54e3d50db8
commit f9b62d108c
2 changed files with 24 additions and 1 deletions
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scripts/surfer/fxhnt_forward_cron.sh Executable file
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#!/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"