chart: chain-link frozen predecessor-account history across brokerage re-provisioning

app.py

@@ -62,17 +62,41 @@ def fetch_spy_intraday():
         return None
 
 
+def _frozen_history():
+    """Frozen daily-equity record of the predecessor brokerage account (closed Oct 2026).
+    The fund's history must not depend on any one brokerage account surviving — the live
+    curve is this frozen record plus the current account's history, chain-linked."""
+    try:
+        h = json.load(open(hf_hub_download("s-ttp/marketfm-panel", "deepquant_live_history.json",
+                                           repo_type="dataset", token=os.environ.get("HF_TOKEN"), force_download=True)))
+        return [(dt.datetime.fromisoformat(d), float(v)) for d, v in h["daily_equity"]]
+    except Exception:
+        return []
+
+
 def build_curve():
     """Returns (dataframe_or_None, note). Daily fund-vs-SPY once there's history; intraday today (both lines) for a young account."""
     try:
         daily = _curve_pts(ac.get_portfolio_history("1A", "1D"))   # full history since inception, not a trailing window
     except Exception:
         daily = []
+    # Alpaca stamps each session's closing equity at 00:00 UTC of the NEXT day (= 8 PM ET),
+    # which renders every close ~80% of the way toward the following day's axis tick
+    # (Friday's close shows up under "Saturday"). Snap each point to its trading date.
+    daily = [(dt.datetime.combine(d.date(), dt.time.min), v) for d, v in daily]
+    note = ""
+    frozen = _frozen_history()
+    if frozen:
+        splice = frozen[-1][0]
+        new = [(d, v) for d, v in daily if d > splice]
+        # chain-link: the successor account restarts at its own funding value, so scale its
+        # curve so that its first point continues the frozen record's last close exactly
+        daily = frozen + ([(d, v * frozen[-1][1] / new[0][1]) for d, v in new] if new else [])
+        note = ("Chain-linked series: the brokerage account was re-provisioned in Oct 2026; "
+                "history is the predecessor account's actual record, and the successor's curve is "
+                "linked at the splice so fund performance is continuous. Account value shown may "
+                "therefore differ from the raw successor-account balance.")
     if len(daily) >= 4:                                          # enough daily history → daily fund vs SPY
-        # Alpaca stamps each session's closing equity at 00:00 UTC of the NEXT day (= 8 PM ET),
-        # which renders every close ~80% of the way toward the following day's axis tick
-        # (Friday's close shows up under "Saturday"). Snap each point to its trading date.
-        daily = [(dt.datetime.combine(d.date(), dt.time.min), v) for d, v in daily]
         base = daily[0][1]
         rows = [{"date": d, "series": "DeepQuant (paper)", "value": round(v, 2)} for d, v in daily]
         spy = fetch_spy_daily()
@@ -85,7 +109,7 @@ def build_curve():
                 px = spy[prior[-1]]
                 first = first or px
                 rows.append({"date": d, "series": "S&P 500 (SPY)", "value": round(base * px / first, 2)})
-        return _mk_df(rows), ""
+        return _mk_df(rows), note
     try:                                                          # young account → today's intraday, fund AND SPY
         intr = _curve_pts(ac.get_portfolio_history("1D", "15Min"))
     except Exception: