Commit History
20 days ago
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add /kronos: Kronos foundation-model candlestick forecast Running
Dmitry BeresnevNew module src/core/predictions/kronos/ with the Kronos model files vendored at upstream 67b630e (MIT, one import patch). Samples N independent OHLC paths and reports the median close, p10–p90 band and how many paths end up, with a deterministic seed by default. Supports mini/small/base models, 1d/1h/1wk bars and any Yahoo symbol. Kronos-small preloads in the background at startup. Adds einops.8c661dd
23 days ago
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fix /qr input validation and status scoping; make proxy delivery retry-safe
Dmitry Beresnev656848b -
add quant research module, fix emmr
Dmitry Beresnev2a82376
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fix emmr scoring untradable and falling stocks to the top
Dmitry Beresnev0ae0cdd
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fix a cmd for fundamental analysis
Dmitry Beresnev64a5985
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filter /emmr universe to operating companies
Dmitry BeresnevExchange listings also carry funds, trusts, REITs, SPACs and preferred/note/warrant lines — ~22% of NASDAQ. Cross-sectional percentiles rank whatever they are handed, and the leaderboard is fixed-size, so each vehicle displaces a real candidate. New instrument_filter classifies listings from nasdaq.com screener metadata; EMMR narrows the universe before downloading, so universe=N now means N companies. Opt out with /emmr ... all=1. Rules are conservative — Northern Trust, Preferred Bank and ADRs stay. Only NASDAQ/NYSE/AMEX carry the metadata; elsewhere the filter reports itself as not applied instead of guessing. Also includes earlier EMMR fixes: NaN-preserving normalisation, drop-rate bias warning, half-block gauges.076cbc5
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add extended momentum + mean-reversion ranking (/emmr)
Dmitry BeresnevRanks an exchange by a regime-weighted blend of long-horizon momentum and short-horizon mean reversion. The sleeves read disjoint windows — momentum from the series with the last 30 calendar days removed — so the blend answers "still trending, or stretched?" rather than scoring the same recent move twice. Reuses ticker_scanner's downloader and analyzer as pure libraries; nothing in that package is modified. TickerAnalyzer is bypassed so we rank the whole universe ourselves and avoid its Telegram side effect. - src/core/momentum_reversion: types (self-validating EMMRParams), strategy (staged pipeline, injected data source), formatter - /emmr handler, dispatch and /help entry in telegram_bot_service22705be
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add self keepalive service
Dmitry Beresnev6c3a0e3
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add advanced strategies
Dmitry Beresnev9a5d4cb -
add /macro, /popt, /hmm bot commands; expand macro risk engine to 34 indicators
Dmitry BeresnevMacro risk engine (core/macroeconomics/markets/risk_engine), 30 -> 34: - VIXTermStructureIndicator: real ^VIX/^VIX3M backwardation ratio with stress floor 75 when inverted; old VIX-acceleration proxy kept as fallback when ^VIX3M is unavailable - new YieldCurve10Y3MIndicator (FRED T10Y3M, NY Fed recession spread, inversion/re-steepening logic; complements 10Y-2Y) - new SkewIndexIndicator (CBOE ^SKEW, forward-looking option-implied crash-risk premium) - new EqualWeightBreadthIndicator (RSP/SPY 20d ratio momentum; falling ratio = narrow mega-cap leadership) - new EMBondStressIndicator (EMB/IEF ratio momentum; isolates EM credit spread shock from the rates move) - symbols: +^VIX3M, ^SKEW, RSP, EMB (Yahoo), +T10Y3M (FRED) -> 31 total - new public MarketRiskEngine.assess_with_signals() returning (score, signals) from one data load; assess_current_risk and get_full_report now delegate to it (removes duplicated load/aggregate) - new telegram_formatter.py: format_telegram_summar…9f34d16
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add wavelet analysis
Dmitry Beresnev0821f38
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add levels cmd
Dmitry Beresnev52b171b
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add a draft for monitoring, ema crossover strategy, etc
Dmitry Beresnevdbd43f7
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change the max amount of tickets in the ticker
Dmitry Beresnevscanner50b73f8
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add more valuation models
Dmitry Beresneva2b8833
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add command in tg bot, fix git ignore
Dmitry Beresnevfc491e4
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fix tg bot
Dmitry Beresnevfe56001 -
fix new tickers filtering in ticker scanner, disable live trading, etc
Dmitry Beresnev46b838c -
Implement critical trading system improvements from mathematical analysis
Dmitry Beresnev +1: Claude Haiku 4.5This commit implements all critical improvements identified in the comprehensive mathematical analysis from scientific and trader perspectives: 1. VOLATILITY FILTER PARADOX (CRITICAL FIX) - Replace simple mean-based filter with percentile bands (20th/80th) - Now captures both compression (setup) and expansion (breakout) - Expected +15-20% improvement in trend capture in low-volatility markets - File: src/core/trading/macd_strategy.py:308-319 2. STATE PERSISTENCE WITH SQLITE (PRODUCTION-CRITICAL FIX) - Add SQLite database for position persistence across restarts - Implement automatic state recovery and broker reconciliation - Prevent orphaned/duplicate positions on system restart - File: src/core/trading/order_manager.py (major refactor) 3. SLIPPAGE MODELING FOR REALISTIC BACKTESTS - Add configurable slippage parameters (entry/stop/profit) - Apply 1bp on entries, 5bp on stops, 1bp on take-profits - Reduces overstatement of returns by 20-30% (realistic…3e26349
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fix ticker analyzer, fix nasdaq tickers, etc
Dmitry Beresneva39ac99 -
add long messages sending method
Dmitry Beresnevbd21850
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fix chars limit for messages sending method
Dmitry Beresnevcfbdd15 -
fix chars limit for messages sending method
Dmitry Beresnevbac52eb
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add message for no top tickers
Dmitry Beresnevdd3d309 -
fix tickers limit, add ticker metrics logging, etc
Dmitry Beresnev4fe7667 -
fix STLFSI4 link, add top n tickers as a parameter
Dmitry Beresnevd00f647 -
fix month-related timeframes
Dmitry Beresnev3d5da3b -
fix month-related timeframes
Dmitry Beresnev4777bf4 -
fix month-related timeframes
Dmitry Beresnev02ef4c1 -
add fix cache module, add timeframes, etc
Dmitry Beresnevef06dad
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fix tg bot service
Dmitry Beresnevf40f9e6 -
Add ticker scanner module with Telegram integration
Dmitry Beresnev- Create modular ticker scanner system for monitoring growing stocks - Implement TickerAnalyzer orchestrator with parallel data downloading - Add comprehensive growth metrics analysis (CAGR, Sharpe, acceleration) - Fix scheduler bugs and enable hourly monitoring - Integrate TradingView link generation for each ticker - Add /scan command to Telegram bot for on-demand scanning - Add logging throughout ticker scanner modules - Refactor legacy code into maintainable components The scanner analyzes top 20 fast and stable growing tickers from Yahoo Finance, ranks them by velocity score, and sends formatted reports to Telegram.447c952
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add a detailed report for the insider trades
Dmitry Beresnev1a9a461 -
fix the requests to the SEC API
Dmitry Beresnev49ac622
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fix insiders cmd
Dmitry Beresnev78e6a53 -
add FMP API KEY
Dmitry Beresnev5f0b4a9 -
fix insider trades info cmd
Dmitry Beresneve9358cb -
fix insider trades info cmd
Dmitry Beresnevbfa1cc2 -
fix insider trades info cmd
Dmitry Beresnev619b95b -
add insider trades info cmd
Dmitry Beresnev7e2c43d
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refactoring
Dmitry Beresnev8ac984f
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fix help cmd
Dmitry Beresneva157431 -
add modules for fundamental analysis
Dmitry Beresnev7e423c8
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refactor help cmd for AsyncTradingGridGenerator
Dmitry Beresnevaae5f3f -
refactor AsyncTradingGridGenerator and cmd
Dmitry Beresnevb29cc85 -
add a cmd for the async trading grid calculator
Dmitry Beresnev179c6cd
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add stock predictor, fix news iterator, etc
Dmitry Beresneve319c0a
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fix the company news iterator, add libs, add async stock predictor
Dmitry Beresneve1908d2
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fix the company news iterator to process any ticker
Dmitry Beresnev4fb9ee3
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fix the company news iterator to process any ticker
Dmitry Beresnevc6f091a