jgrusewski 7662d82232 fix(bot): whole-share orders (IBKR API rejects fractional, err 10243) + state only on accepted ...

Eyes-on EXECUTE=true validation caught two bugs: (1) fractional qty -> all 6 orders cancelled (10243);
round to whole shares (skip if 0). (2) last_rebalance was set even when all orders were rejected,
which would block retry; now only marked when >=1 order is accepted.

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

2026-06-08 00:34:01 +02:00

..

cross_exchange_funding.py

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cross_venue_funding.py

feat(crypto): cross-venue harness -> hysteresis (deployable) + deep full-year history

2026-06-07 18:58:24 +02:00

crypto_funding_harvest.py

feat(crypto): delta-neutral funding harvest — the one edge that breaks 0.7

2026-06-07 01:16:46 +02:00

crypto_funding_liveness.py

feat(crypto): funding carry liveness — ALIVE (regime not decay), regime filter rescues 2025-26

2026-06-07 01:20:04 +02:00

crypto_funding_oos.py

spec(crypto): funding harvest — clean OOS validated + deployable spec

2026-06-07 01:25:23 +02:00

crypto_funding_paper.py

fix(crypto): MANDATORY hedgeability filter — funding edge was partly phantom

2026-06-07 11:03:41 +02:00

crypto_sweep.py

…

energy_battery_gate.py

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energy_capture_gate2.py

result(crypto): cross-venue funding arb PASSES clean OOS (the breakthrough)

2026-06-07 19:08:08 +02:00

energy_capture_gate.py

result(crypto): cross-venue funding arb PASSES clean OOS (the breakthrough)

2026-06-07 19:08:08 +02:00

energy_intraday_gate.py

feat(harvest): premium-harvesting tested — simple 60/40 beats the sophisticated system

2026-06-07 00:42:32 +02:00

equity_cohort_challenge.py

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equity_factor_gate.py

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equity_lowvol_detail.py

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equity_lowvol_gauntlet.py

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equity_vrp2.py

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equity_vrp3.py

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equity_vrp.py

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fetch_caiso.py

feat(harvest): premium-harvesting tested — simple 60/40 beats the sophisticated system

2026-06-07 00:42:32 +02:00

fetch_crypto_pit.py

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fetch_crypto.py

result(crypto): cross-venue funding arb PASSES clean OOS (the breakthrough)

2026-06-07 19:08:08 +02:00

fetch_daily.py

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fetch_earnings.py

research: AI4Finance debunked + PEAD dies OOS (efficient-market wall confirmed again)

2026-06-07 17:15:22 +02:00

fetch_equities.py

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fetch_es_1m.py

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fetch_more_futures.py

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fetch_xsp.py

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fetch_xvenue_hist2.py

feat(crypto): cross-venue harness -> hysteresis (deployable) + deep full-year history

2026-06-07 18:58:24 +02:00

fetch_xvenue_hist.py

research(crypto): cross-venue funding arb survives net-of-cost with hysteresis

2026-06-07 18:33:28 +02:00

floor_experiment.py

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fng_gate.py

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ibkr_paper_book.py

feat(ibkr-bot): mini test mode — validate paper env + order routing with 1 share

2026-06-07 22:59:27 +02:00

mft_quality_test.py

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micro_gate.py

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momentum_robustness.py

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multiasset_futures.py

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multisignal_combine.py

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multisignal_walkforward.py

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multistrat_book_v2.py

result: hedge-fund reframe -> moat is cheap leverage, not the strategy

2026-06-07 19:48:46 +02:00

multistrat_book_v3.py

result: hedge-fund reframe -> moat is cheap leverage, not the strategy

2026-06-07 19:48:46 +02:00

multistrat_book.py

result: hedge-fund reframe -> moat is cheap leverage, not the strategy

2026-06-07 19:48:46 +02:00

multistrat_bot.py

fix(bot): whole-share orders (IBKR API rejects fractional, err 10243) + state only on accepted

2026-06-08 00:34:01 +02:00

multistrat_etf_backtest.py

backtest: deployable ETF book Sharpe +1.20, maxDD -5.4%, every year positive (beats 60/40)

2026-06-07 20:28:37 +02:00

multistrat_etf_expanded.py

test: diversification maxed in base-6; more streams dilute (they're beta-repackaging)

2026-06-07 20:50:27 +02:00

multistrat_longhist.py

test: multi-strat 20yr robust (survived 2008/2020/2022) + bootstrap CI (p5 +0.62)

2026-06-07 21:47:32 +02:00

multistrat_paper.py

fix: NaN-safe correlation de-risk in book_series (zero-variance windows)

2026-06-08 00:29:36 +02:00

multistrat_vol_test.py

test: ML vol-nowcaster (Mamba2/CfC/TLOB proxy) doesn't help risk layer

2026-06-07 20:14:25 +02:00

multistrat.py

result: hedge-fund reframe -> moat is cheap leverage, not the strategy

2026-06-07 19:48:46 +02:00

news_sentiment_test.py

test: FinBERT news-sentiment (real LLM, real FNSPID data) -> dead for retail

2026-06-07 21:13:54 +02:00

pead_gate.py

research: AI4Finance debunked + PEAD dies OOS (efficient-market wall confirmed again)

2026-06-07 17:15:22 +02:00

pead_real.py

research: AI4Finance debunked + PEAD dies OOS (efficient-market wall confirmed again)

2026-06-07 17:15:22 +02:00

phase1_signals.py

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pit_realism.py

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pit_sweep.py

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portfolio_harvest2.py

feat(harvest): premium-harvesting tested — simple 60/40 beats the sophisticated system

2026-06-07 00:42:32 +02:00

portfolio_harvest3.py

feat(harvest): Sharpe-ceiling question answered — triangulated ~0.7-0.9 for retail

2026-06-07 01:00:27 +02:00

portfolio_harvest.py

feat(harvest): premium-harvesting tested — simple 60/40 beats the sophisticated system

2026-06-07 00:42:32 +02:00

reflexivity_test.py

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research_ab.py

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research_book.py

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research_capacity.py

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research_diversifier.py

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signal_sweep.py

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sixtyforty_paper.py

feat: 60/40 paper-forward harness (the ~0.7-Sharpe non-crypto baseline)

2026-06-07 15:55:44 +02:00

surfer_poc.py

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vrp_diversifier.py

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vrp_tail.py

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xcorr_leadlag.py

test: cross-market connectedness = diversification, not alpha

2026-06-07 20:46:38 +02:00

xvenue_sim2.py

research(crypto): cross-venue funding arb survives net-of-cost with hysteresis

2026-06-07 18:33:28 +02:00

xvenue_sim3.py

research(crypto): cross-venue funding arb survives net-of-cost with hysteresis

2026-06-07 18:33:28 +02:00

xvenue_sim_oos2.py

correction(crypto): cross-venue arb is MARGINAL not breakthrough (honest fixed-pair OOS)

2026-06-07 19:10:13 +02:00

xvenue_sim_oos.py

test(crypto): clean OOS for cross-venue arb (IS-pick config -> OOS-blind apply)

2026-06-07 19:03:30 +02:00

xvenue_sim.py

research(crypto): cross-venue funding arb survives net-of-cost with hysteresis

2026-06-07 18:33:28 +02:00