Commit Graph

2 Commits

Author SHA1 Message Date
jgrusewski
cfa28368d5 fix(surfer): futures fetch weekly (Sunday only) in forward-track cron — cost control
Daily 16y all-expiry Databento refetch was ~$6/day (~$190/mo) for the 17% hedge sleeve. Now: crypto_pit
fetched daily (free, the 83% alpha), futures fetched only on Sundays (~$25/mo, within free credits), and
forward-track runs daily (books the combined book's new days). The alpha is validated daily-accurate; the
slow trend hedge weekly.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-14 00:11:00 +02:00
jgrusewski
f9b62d108c feat(surfer): fxhnt combined-book forward-track cron + dynamic fetch END
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>
2026-06-14 00:09:40 +02:00