jgrusewski 3f321bb4bf fix: broker-data sanity-check + drop incomplete intraday bar (two live-only bugs) ...

(1) IBKR paper reports summary fields (cash/GrossPositionValue) inconsistent with actual positions
(found: $141k/13% gap, fills+positions are ground truth). Bot now cross-checks NLV vs cash+position-
market-value, WARNs on >2% gap, sizes on the CONSERVATIVE NLV (never inflates), and a gate refuses to
trade if the gap exceeds MULTISTRAT_DATA_TOL (default 25%).
(2) build() included today's INCOMPLETE intraday bar when run mid-session -> spiked vol estimate ->
halved the leverage (1.0->0.5) -> would have sold half the book as churn at the 14:35 cron. Now drops
today's partial bar; uses completed closes only (matches the daily-close backtest). Verified live:
leverage back to 1.0, book recognized on-target (in_band), no spurious orders.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-08 16:01:04 +02:00

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