jgrusewski 38b8ff26d2 feat(exec): multistrat self-cleans its OWN superseded lines (fixes lingering IDTM) ...

The IEF->CBU0 UCITS remap (515117d, 2026-07-16 12:28) left the paper account
holding IDTM (the old thin Dist line, bought on the 07-15/16 09:00 runs under the
prior IEF->IDTM config). The rebalancer only ever traded its TARGET symbols
(_plan iterates targets.items()), so it never sold the orphaned IDTM — it lingered
in the account NLV and (correctly) tripped the stray-holdings warning.

Fix — scoped, safe self-cleaning:
- superseded_holdings(): the symbols multistrat ITSELF previously traded (per its
  own exec_fills) that are still held but no longer a target — priced at the last
  fill. Scoped to multistrat's own fills, so a position ANOTHER strategy holds on
  the SHARED IBKR account is never touched.
- plan_and_record: adds them at target weight 0 (+ LSEETF/USD spec so a UCITS line
  resolves by symbol to SELL) before the rebalance. Best-effort: a scan failure
  never blocks a real rebalance.
- _plan: a full EXIT (weight 0 on a held line) ALWAYS trades — hysteresis damps
  churn, it must not strand a position we're deliberately closing.

Next UCITS rebalance (09:00) closes IDTM and buys CBU0; the warning clears. Also
prevents future mapping-change legacy from silently accreting in the NLV.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

2026-07-18 11:30:00 +02:00

..

data

perf(sim): O(1)/day overlay loop + expensive/cheap split — simulate_book full run <1s (bit-identical)

2026-06-23 15:13:27 +02:00

test_adapters_ohlc.py

feat(dbn_local): ratio-adjusted synthetic high/low via pure _front_to_series helper

2026-06-14 23:35:59 +02:00

test_adaptive_target_vol.py

feat(paper): adaptive_target_vol (trailing-Sharpe vol budget, bounded [25,35])

2026-06-22 11:16:06 +02:00

test_allocation_engine_helpers.py

test(alloc): split E702 semicolon line (Task 3 Minor)

2026-07-11 20:22:54 +02:00

test_allocation_engine.py

fix(alloc): killswitch on forward record (not backtest), ISO-normalize honest keys, unviable-capacity=0 sentinel

2026-07-16 00:07:48 +02:00

test_allocation_honest_inputs.py

refactor(alloc): load-once/reprice honest inputs (panels loaded once, repriced per AUM)

2026-07-16 09:55:37 +02:00

test_allocation_policy.py

feat(alloc): max_venue_weight per-venue gross cap (default 1.0 = no-op)

2026-07-16 09:03:59 +02:00

test_allocator_sleeve_weights.py

test(paper-snap): allocator sleeve weights — use non-binding cap so inverse-vol ordering holds

2026-06-21 20:18:38 +02:00

test_backtest_invariant.py

fix(backtest): whole-branch review — delete orphaned TimescaleDuckDbEngine, single-source bybit-report per-sid kwargs, invariant now guards model-ref aliases, drop heavy assets import

2026-07-13 13:24:20 +02:00

test_backtest_ref_alias.py

fix(exec): skip recording on blocked rebalance; alias exec track's reconciliation ref to modeled multistrat (C1)

2026-07-10 00:12:17 +02:00

test_backtest_refs_report.py

fix(backtest): whole-branch review — delete orphaned TimescaleDuckDbEngine, single-source bybit-report per-sid kwargs, invariant now guards model-ref aliases, drop heavy assets import

2026-07-13 13:24:20 +02:00

test_backtest_refs.py

fix(backtest): model-ref handler returns None (no mislabeled ref) + vrp_exec ref alias

2026-07-13 11:41:51 +02:00

test_bar_record.py

feat(warehouse): BarRecord canonical daily-bar value object

2026-06-15 00:20:48 +02:00

test_black_scholes.py

feat(vrp): defined-risk VRP (straddle + protective wings, BS-priced from DVOL) — caps the naked-short-vol tail

2026-06-24 20:21:06 +02:00

test_bybit_concurrency.py

perf(bybit): bounded-concurrency ingest (ThreadPool) + rate-limit backoff (~5-10x faster, memory-bounded, resumable)

2026-06-23 22:45:14 +02:00

test_bybit_cost_basis_consistent.py

fix(0b): single-source the Bybit reconciliation cost (bybit_cost_bps=5.5)

2026-07-13 21:27:42 +02:00

test_bybit_exec_record.py

feat(exec): bybit paper-envelope helper (testnet-only) + venue in book-state

2026-07-11 00:58:52 +02:00

test_bybit_execution_adapter.py

feat(broker): add BybitExecution.open_orders for testnet idempotency guard

2026-06-28 16:17:41 +02:00

test_bybit_funding_since.py

fix(bybit): paginate funding_since so a multi-day window isn't truncated (C2 review)

2026-07-10 10:09:43 +02:00

test_bybit_sleeve_forward_builder.py

feat(0b): migrate unlock to a Bybit single-sleeve forward track

2026-07-13 20:51:59 +02:00

test_bybit_spread_refresh.py

fix(cost): use real L1 quoted spread for the Bybit liquid book (was daily-CS, 104x too harsh)

2026-06-26 23:19:51 +02:00

test_bybit_testnet_execution.py

fix(bybit): missing-prior-mark 0-pnl (not full notional) + funding-cursor precision + flatten test (C2 final review)

2026-07-10 11:06:37 +02:00

test_bybit_testnet_run.py

test(exec): restore behavioral coverage lost porting the bybit testnet leg off Dagster (Task 9 review)

2026-07-11 02:15:02 +02:00

test_capacity.py

fix(exec): fail-safe risk gates — NaN/misconfig guards (no fail-open to max exposure)

2026-06-14 17:11:58 +02:00

test_carry_winsorize.py

fix(carry): winsorize per-symbol daily carry return at ±25%/day

2026-07-02 12:51:39 +02:00

test_carry_worst_basis_charge.py

feat(carry): 1m worst_basis ingest (binance.vision) + intraday-liquidation charge in carry accounting (Parquet side-store)

2026-06-23 13:38:51 +02:00

test_charts.py

feat(0b): remove Binance data + cross-venue research backends — crypto is 100% Bybit

2026-07-14 00:30:20 +02:00

test_cli_execute_helpers.py

feat(0b): remove dead Alpaca execution; IBKR is the sole equity executor (Broker port kept)

2026-07-13 22:17:04 +02:00

test_compute_allocation.py

fix(alloc): killswitch on forward record (not backtest), ISO-normalize honest keys, unviable-capacity=0 sentinel

2026-07-16 00:07:48 +02:00

test_config_allocation.py

feat(config): AllocationSettings paper/live capital ceilings

2026-07-11 20:10:12 +02:00

test_config_paper.py

test(config): drop redundant local Settings imports (Task 1 Minor)

2026-07-11 00:48:59 +02:00

test_config_warehouse.py

fix(config): default feature store to postgres (duckdb now explicit opt-in for tests/B3)

2026-06-26 00:32:46 +02:00

test_config.py

test(config): drop schedule_cron assertions (field removed, Task 7 Minor)

2026-07-11 01:27:15 +02:00

test_correlation.py

fix(factory): fail-safe diversification core — HRP uniform fallback, corr epsilon + empty guard, gate reason

2026-06-14 20:06:52 +02:00

test_cross_sectional_funding.py

feat(0b): remove Binance data + cross-venue research backends — crypto is 100% Bybit

2026-07-14 00:30:20 +02:00

test_crypto_exchange_dtos.py

feat(exec): crypto_exchange port (DTOs + Protocol)

2026-06-14 16:45:36 +02:00

test_crypto_factors.py

feat(hunt): crypto XS price-factor harness (reversal/lowvol/illiquidity) + gauntlet matrix

2026-06-19 19:38:19 +02:00

test_crypto_panel_builder.py

refactor(crypto): extract _panel builder (shared by raw + warehouse sources)

2026-06-15 11:10:13 +02:00

test_cusum.py

feat: CUSUM structural-break detector ported (regime #6) — the edge-decay signal

2026-06-13 17:56:19 +02:00

test_data_provider_warehouse.py

feat(cli): warehouse-ingest + warehouse-catalog commands; warehouse data source

2026-06-15 00:38:17 +02:00

test_databento_options.py

fix(vrp): freeze the LAST COMPLETE OPRA session via bounded step-back

2026-07-14 19:45:48 +02:00

test_dbn_continuous_front.py

refactor(dbn_local): extract continuous_front_adjust + read_front_arrays for reuse

2026-06-15 00:23:05 +02:00

test_dd_controller_v1a.py

test: parallelize (pytest-xdist -n auto) + optimize the slow tests

2026-07-14 00:51:52 +02:00

test_display_names.py

fix(cockpit): honest FAIL verdict + plain UCITS holdings on the strategy detail

2026-07-16 16:31:27 +02:00

test_drawdown_killswitch.py

feat(paper): DrawdownKillSwitch (hysteresis, mirrors allocator)

2026-06-22 08:08:47 +02:00

test_dsr_scales_with_n.py

test(factory): lock DSR bar rises with trial count (FST immune system)

2026-06-14 19:54:57 +02:00

test_edge_decay.py

feat(paper): scale-invariant WindowedEdgeHealth detector + wire into edge_health controller (replaces broken PH-health)

2026-06-23 00:37:58 +02:00

test_equity_allocation_inputs.py

feat(equity): backfill-ucits-volume-ibkr CLI + source-flag read in equity provider

2026-07-16 12:49:30 +02:00

test_equity_backtest_domain.py

feat(b3b): PIT-trailing universe selection — remove peak-liquidity lookahead (two-pass, memory-bounded)

2026-06-18 10:01:36 +02:00

test_equity_beta_current_weights.py

feat(0b): finish Binance-0% — repoint worst-basis to Bybit; drop vestigial stablecoin display + dormant MomentumVrp (Task 7c)

2026-07-14 09:48:00 +02:00

test_equity_factor_helpers.py

fix(equity-factor): guard non-positive recent price in momentum_12_1 (delisted-name safety)

2026-06-17 12:24:29 +02:00

test_equity_honest.py

fix(equity): carry ADV across the return series (capacity = current-liquidity)

2026-07-16 13:02:34 +02:00

test_exec_reconcile.py

feat(D2.2/2.3): IBKR paper-account section on the strategy detail + shared exec-vs-sim divergence signal

2026-07-15 00:02:25 +02:00

test_execution_gap.py

feat(exec): execution-gap mechanics verdict + indicative slippage

2026-06-28 14:05:18 +02:00

test_forward_definition.py

feat(forward): pin re-homed sleeves' recovered OOS inception in git (reproducible on DB rebuild)

2026-07-15 19:31:16 +02:00

test_forward_recompute.py

feat(forward): pure recompute_series + derive_nav (matches ForwardTracker formula)

2026-07-09 00:02:20 +02:00

test_fund_config_cli.py

feat(fund-config): max_venue_weight knob (fxhnt fund-config set --max-venue-weight)

2026-07-16 09:11:07 +02:00

test_fund_config.py

feat(fund-config): max_venue_weight knob (fxhnt fund-config set --max-venue-weight)

2026-07-16 09:11:07 +02:00

test_funding_status.py

fix(funding): gap-window override for gaps only + floor at 2 (B3 final review)

2026-07-10 02:11:52 +02:00

test_futures_fetch.py

feat(fetch): port futures fetcher into fxhnt (Databento, cost-gated, offline-testable)

2026-06-14 12:23:09 +02:00

test_gate_policy_regression.py

refactor(policy): gate functions take ResolvedPolicy; remove scattered gate constants (B1)

2026-07-09 14:16:18 +02:00

test_gate_policy_resolve.py

feat(policy): resolve_policy — per-track overrides on GatePolicy defaults, one resolution point (B1)

2026-07-09 13:37:00 +02:00

test_gate_policy.py

feat(policy): add defund/refund windows to GatePolicy, bump POLICY_VERSION=2 (B3)

2026-07-10 01:34:35 +02:00

test_gate_verdict_category.py

fix(funding): gap-window override for gaps only + floor at 2 (B3 final review)

2026-07-10 02:11:52 +02:00

test_gate.py

refactor(policy): gate functions take ResolvedPolicy; remove scattered gate constants (B1)

2026-07-09 14:16:18 +02:00

test_gauntlet.py

fix(test): strengthen gauntlet keep-premium signal to seed-robust (200/200)

2026-07-14 20:17:44 +02:00

test_honest_gates.py

fix(honest-ref): impact calibration (400bps + turnover-basis), edge-4 sign, book union-fill, wire G4, leverage-ceiling guard

2026-07-15 22:35:57 +02:00

test_honest_leverage.py

fix(honest-ref): impact calibration (400bps + turnover-basis), edge-4 sign, book union-fill, wire G4, leverage-ceiling guard

2026-07-15 22:35:57 +02:00

test_honest_report_pump.py

fix(honest-ref): impact calibration (400bps + turnover-basis), edge-4 sign, book union-fill, wire G4, leverage-ceiling guard

2026-07-15 22:35:57 +02:00

test_hrp.py

fix(factory): fail-safe diversification core — HRP uniform fallback, corr epsilon + empty guard, gate reason

2026-06-14 20:06:52 +02:00

test_httpx_live_price.py

feat(0b): remove Binance data + cross-venue research backends — crypto is 100% Bybit

2026-07-14 00:30:20 +02:00

test_hurst.py

feat: Hurst exponent (R/S) ported — the persistence signal for regime classification

2026-06-13 19:09:08 +02:00

test_ibkr_account_repo.py

feat(D2.1): capture real IBKR fills->exec_fills (strategy-tagged) + ibkr_account_nav snapshot (best-effort, paper-only)

2026-07-14 23:32:37 +02:00

test_ibkr_contract_routing.py

fix(ucits): isolate price-fetch failures, fix map-collision msg + venue-switch return

2026-07-15 02:06:40 +02:00

test_ibkr_volume_pit.py

feat(equity): IBKR pit-volume store + historical_daily_volume + ucits_volume_source flag

2026-07-16 12:42:59 +02:00

test_incremental_overlay_golden.py

test: parallelize (pytest-xdist -n auto) + optimize the slow tests

2026-07-14 00:51:52 +02:00

test_ingest_historical_cli.py

feat(b3a-deploy): historical-ingest entrypoint + config + dedicated backtest PVC + resumable Job

2026-06-17 00:22:38 +02:00

test_isv_adaptive_weights.py

feat(paper): isv_adaptive_weights (adaptive lookback/cap + max-with-floor)

2026-06-21 23:32:36 +02:00

test_levered_shadow.py

feat(fund): multistrat_levered — observe-only levered shadow of the ETF book + financing sensitivity band

2026-07-18 11:15:55 +02:00

test_live_price_fake.py

feat(paper): cockpit paper-book backend foundation (Phase 2F T1-6)

2026-06-21 19:33:15 +02:00

test_marginal_gate_active.py

feat(paper): marginal_gate_active (leave-one-out edge pruning)

2026-06-22 09:17:01 +02:00

test_marginal.py

feat(factory): marginal Sharpe contribution (selection objective)

2026-06-14 19:54:08 +02:00

test_microprice.py

feat: SSOT feature-warehouse foundation + first feature TDD-ported (microprice)

2026-06-13 02:01:04 +02:00

test_models_ohlc.py

fix(models): PriceSeries high/low — copy-on-default (immutability) + strict-mypy field type + test gaps

2026-06-14 23:05:03 +02:00

test_multistrat_drop_incomplete.py

fix(H3): thread drop_incomplete_today so multistrat forward books today's close

2026-07-14 18:38:28 +02:00

test_multistrat_exec_helpers.py

feat(exec): multistrat self-cleans its OWN superseded lines (fixes lingering IDTM)

2026-07-18 11:30:00 +02:00

test_nav_stats.py

feat(cockpit): redesign Overview — connect the backfill record, provisional pre-gate Sharpes, cut clutter

2026-06-26 08:07:42 +02:00

test_nav_summary.py

feat(0b): remove the vestigial dual-venue PaperRepo abstraction (Task 7f)

2026-07-14 15:20:57 +02:00

test_no_alpaca.py

feat(0b): remove dead Alpaca execution; IBKR is the sole equity executor (Broker port kept)

2026-07-13 22:17:04 +02:00

test_no_binance_data.py

feat(paper): drop vestigial venue column from the 7 paper_* tables (Phase 0c)

2026-07-14 16:34:17 +02:00

test_no_binance_execution.py

feat(0b): remove dead Binance execution surface (binance_ccxt + crypto-rebalance/positions/flatten CLI)

2026-07-13 22:35:33 +02:00

test_no_combined_crypto_book.py

feat(0b): retire the dead Binance-era combined-crypto /paper book (redundant with bybit_4edge); close the 7c Major

2026-07-14 10:21:53 +02:00

test_no_live_duckdb_files.py

chore(backtest): park B3 equity + carry file-stores; guard live feature store = Timescale

2026-07-13 12:50:32 +02:00

test_no_registry_state_file.py

feat(0b): remove vestigial registry state_file field (DB anchor is the forward SSOT)

2026-07-14 10:38:15 +02:00

test_ofi.py

feat: OFI features TDD-ported (Blocks F/G/H/CC) — the follow-the-money signal

2026-06-13 02:06:30 +02:00

test_paper_book_returns_golden.py

perf(paper): O(1) before_d accumulation in paper_book_returns (kill O(N^3) backfill)

2026-06-22 19:56:51 +02:00

test_paper_domain.py

fix(paper): idempotent trades + realized PnL + DRY mark-to-market

2026-06-21 19:45:32 +02:00

test_paper_models.py

feat(paper): cockpit paper-book backend foundation (Phase 2F T1-6)

2026-06-21 19:33:15 +02:00

test_paper_nav_model.py

feat(replay): paper_nav ORM row

2026-06-21 21:06:01 +02:00

test_paper_risk_overlay.py

test: parallelize (pytest-xdist -n auto) + optimize the slow tests

2026-07-14 00:51:52 +02:00

test_paper_sim.py

test: parallelize (pytest-xdist -n auto) + optimize the slow tests

2026-07-14 00:51:52 +02:00

test_periods.py

feat(cockpit): period-aware aggregation + rolling mean (raw, no normalization)

2026-06-14 11:45:42 +02:00

test_portfolio.py

feat: multi-strategy execution layer (domain netting + Broker port + ExecutionService)

2026-06-09 13:52:32 +02:00

test_position_source.py

feat(paper-snap): PositionSource protocol

2026-06-21 20:14:30 +02:00

test_pump_detection.py

fix(honest-ref): impact calibration (400bps + turnover-basis), edge-4 sign, book union-fill, wire G4, leverage-ceiling guard

2026-07-15 22:35:57 +02:00

test_reconciliation_gate.py

refactor(policy): gate functions take ResolvedPolicy; remove scattered gate constants (B1)

2026-07-09 14:16:18 +02:00

test_reconciliation.py

fix(exec): capital-risk fixes — authoritative IOC sizing, accumulate all legs, θ=0 hold, true arrival mid, dry-run gate report, rate-budget window

2026-06-14 17:29:37 +02:00

test_record_allocation_policy.py

feat(fund-config): nightly allocation reads fund_config for equity + policy (target_vol/kelly)

2026-07-16 07:30:34 +02:00

test_record_allocation_promotion_guard.py

fix(alloc): stale promotion of a de-declared constituent must not re-enter deploy_sids (double-count guard)

2026-07-16 09:22:19 +02:00

test_regime_lookback.py

fix(paper): _regime_lookback NaN-aware (drop zero-fill bias)

2026-06-22 09:22:07 +02:00

test_regime.py

feat: regime layer — the foundation of the agentic strategy factory (ADR 0002)

2026-06-09 19:20:23 +02:00

test_registration.py

feat(strategies): register breakout/seasonality/vol_managed_momentum (3->6 kinds)

2026-06-14 23:21:08 +02:00

test_registry_bybit_4edge_exec.py

feat(bybit): register bybit_4edge_exec observed track + reconciliation ref alias (C2)

2026-07-10 10:17:52 +02:00

test_registry_multistrat_exec.py

feat(0b): remove dead Alpaca execution; IBKR is the sole equity executor (Broker port kept)

2026-07-13 22:17:04 +02:00

test_registry_new_edges.py

feat(0b): remove vestigial registry state_file field (DB anchor is the forward SSOT)

2026-07-14 10:38:15 +02:00

test_registry_tiers.py

feat(alloc): switch crypto deploy target to the bybit_4edge book (75% deploy vs 18% per-sleeve)

2026-07-16 08:58:01 +02:00

test_registry_vrp.py

feat(0b): remove vestigial registry state_file field (DB anchor is the forward SSOT)

2026-07-14 10:38:15 +02:00

test_retired_tracks_gone.py

feat(0b): retire crypto_tstrend standalone track + stablecoin_rotation (not tradeable on Bybit); book sleeve unchanged

2026-07-13 21:56:23 +02:00

test_retirement_gate.py

feat(paper): combined risk-stack controller — K(D*) sizing + WEH structural-retirement gate + killswitch backstop

2026-06-23 09:04:18 +02:00

test_risk_gates.py

fix(exec): fail-safe risk gates — NaN/misconfig guards (no fail-open to max exposure)

2026-06-14 17:11:58 +02:00

test_rounding.py

feat(exec): pure exchange-filter rounding (step/tick/min-notional)

2026-06-14 16:46:05 +02:00

test_sim_curves.py

feat(fund): multistrat_levered — observe-only levered shadow of the ETF book + financing sensitivity band

2026-07-18 11:15:55 +02:00

test_sleeve_daily_carry.py

fix(paper): carry books full return (funding + daily basis), not funding-only — collapses fake Sharpe 12.55 -> ~1.56

2026-06-23 10:53:15 +02:00

test_sleeve_daily_return.py

feat(paper): shared sleeve_daily_return pure fn

2026-06-21 23:29:30 +02:00

test_slippage.py

feat(exec): pure decomposed slippage model

2026-06-28 14:04:03 +02:00

test_smart_router.py

fix(exec): stable data-derived rebalance_id + rate-limit signal + cover/drift invariant tests

2026-06-14 17:39:29 +02:00

test_stablecoin_current_weights.py

perf(paper): memoize date-independent work in sleeve current_weights

2026-06-22 20:22:31 +02:00

test_stablecoin_reversion.py

fix(stablecoin): graceful delisting skip + n_active_avg overcount + boundary guard test

2026-06-21 10:37:05 +02:00

test_strategies_single_market.py

feat(strategies): vol_managed_momentum kind (Moreira-Muir, de-risk only)

2026-06-14 23:18:09 +02:00

test_target_capital.py

fix(alloc): target_capital fail-safes on non-finite equity + tests short positions (B2a)

2026-07-09 21:22:06 +02:00

test_target_weights.py

feat(exec): latest_target_weights — current per-symbol targets for execution

2026-06-14 16:46:45 +02:00

test_tca.py

fix(exec): capital-risk fixes — authoritative IOC sizing, accumulate all legs, θ=0 hold, true arrival mid, dry-run gate report, rate-budget window

2026-06-14 17:29:37 +02:00

test_ts_trend.py

feat(hunt): TSMOM trend harness (directional, vol-scaled, long/short) + gauntlet

2026-06-19 19:49:46 +02:00

test_ucits_routing.py

feat(equity): swap IEF->CBU0 (liquid treasury UCITS) + partial-sizing coverage (use as much as tradeable)

2026-07-16 12:28:25 +02:00

test_ucits_volume_config.py

feat(equity): swap IEF->CBU0 (liquid treasury UCITS) + partial-sizing coverage (use as much as tradeable)

2026-07-16 12:28:25 +02:00

test_unit_shadow_positions.py

feat(paper): persist_paper_book leverage (notional only) + unit_shadow_positions

2026-06-22 08:18:22 +02:00

test_unlock_current_weights.py

perf(paper): memoize date-independent work in sleeve current_weights

2026-06-22 20:22:31 +02:00

test_unlock_shorts.py

feat(surfer): risk-managed token-unlock dilution-short edge (the 2nd uncorrelated edge)

2026-06-20 20:11:07 +02:00

test_validation.py

feat: López de Prado validation suite ported (DSR + PBO + permutation + FDR) — the honesty backbone

2026-06-13 02:24:41 +02:00

test_venue_caps.py

feat(alloc): max_venue_weight per-venue gross cap (default 1.0 = no-op)

2026-07-16 09:03:59 +02:00

test_vol_target_leverage.py

feat(paper): vol_target_leverage warmup (no leverage until vol_lookback obs)

2026-06-22 16:59:24 +02:00

test_vol_targeted_metrics.py

fix(cockpit): vol-targeted comparable sleeve metrics (was misleading raw cumulative) + backtest-reference on single-edge detail pages

2026-06-25 01:39:07 +02:00

test_vrp_book.py

fix(vrp): single-source model mark for backtest + live exec profit-take

2026-07-15 09:49:45 +02:00

test_vrp_exec_helpers.py

fix(vrp): exec-twin ladder cap + per-rung sizing + combo BUY-credit sign + backfill master branch + P&L helper tests

2026-07-13 00:36:11 +02:00

test_vrp_exec_ladder_cap.py

fix(vrp): exec twin freezes last complete OPRA session, not today

2026-07-15 09:55:55 +02:00

test_vrp_exec_record.py

fix(vrp): single-source model mark for backtest + live exec profit-take

2026-07-15 09:49:45 +02:00

test_vrp_pricing.py

feat(vrp): pure BS/IV/delta + put-call-parity forward helpers

2026-07-12 22:48:11 +02:00

test_vrp_rebalancer_yaml.py

feat(vrp): IBKR XSP mleg combo + execute-vrp + backfill-xsp-opra + vrp_exec twin (SUSPENDED)

2026-07-13 00:15:36 +02:00

test_warehouse_catalog_format.py

feat(warehouse): catalog/freshness inventory (store.catalog + format_catalog)

2026-06-15 00:34:55 +02:00

test_warehouse_price_provider.py

feat(warehouse): WarehousePriceProvider reads bars as PriceSeries (DataProvider)

2026-06-15 00:28:40 +02:00

test_warehouse_silver.py

feat(0b): true Binance 0% — remove the crypto_pit Binance fetch/ingest/research surface + substring guard (keep Databento futures + shared TrendRunner)

2026-07-14 14:57:08 +02:00

test_waterfill.py

fix(paper): _waterfill redistributes residual so weights always sum to 1

2026-06-21 23:37:58 +02:00

test_worst_basis.py

feat(carry): 1m worst_basis ingest (binance.vision) + intraday-liquidation charge in carry accounting (Parquet side-store)

2026-06-23 13:38:51 +02:00

test_xsfunding_current_weights.py

feat(paper-snap): xsfunding current_weights

2026-06-21 20:16:15 +02:00

test_xsp_option_bars_repo.py

perf(vrp): one-query preload for the replay (kill the per-day N+1)

2026-07-15 10:32:30 +02:00

test_yahoo_volume_pit.py

feat(equity): ingest ETF volume (PIT) + backfill-etf-volume CLI

2026-07-16 10:23:09 +02:00