81 lines
3.2 KiB
Markdown
81 lines
3.2 KiB
Markdown
# Implementation Log
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## 2026-05-27
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- Reviewed the stock scalping bot structure and moved it toward an AI-training-ready paper-trading platform.
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- Added database tables for AI training:
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- `entry_snapshots`
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- `post_entry_snapshots`
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- Added entry-time data capture after successful buys.
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- Added post-entry sampling at 60s, 180s, 300s, and 600s.
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- Fixed partial-exit accounting so partial TP1 exits no longer close the whole trade row.
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- Relaxed strict entry-limit enforcement during paper-trading data collection while preserving warning logs.
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- Added daily/export training scripts:
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- `scripts/export_training_dataset.py`
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- `scripts/collect_daily_features.py`
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- `scripts/collect_minute_data.py`
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- `scripts/build_external_training_dataset.py`
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- Added ML training and runtime support:
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- `app/ml/features.py`
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- `app/ml/predictor.py`
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- `scripts/train_ai_model.py`
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- Added observation-only AI scoring:
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- Runtime scores are recorded only when a trained model exists.
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- AI scores do not block entries, change sizing, or override exits.
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- Added daily training pipeline:
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- `scripts/run_training_pipeline.ps1`
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- Registered and verified Windows Scheduler tasks:
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- `StockBot_Morning`
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- `StockBot_Watchdog`
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- `StockBot_Midday`
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- `StockBot_Evening`
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- `StockBot_Training`
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- Rewrote scheduler setup to avoid hardcoded broken Korean paths:
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- `scripts/setup_scheduler.ps1`
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- Rewrote watchdog wrapper with trading-day and time-window checks:
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- `scripts/run_watchdog.ps1`
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- Added dependency portability:
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- Root `requirements.txt`
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- `scripts/install_dependencies.ps1`
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- `scripts/download_dependencies.ps1`
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- `vendor/wheels` wheelhouse for Windows/Python 3.11
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- Updated operational docs:
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- `README.md`
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- `CLAUDE.md`
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- `reports/daily/2026-05-27.md`
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Validation performed:
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- Python compile check passed.
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- DB migration checked.
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- AI score snapshot insert checked with a temporary DB.
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- Training script checked with empty dataset.
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- Scheduler registration checked.
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- PowerShell script parse check passed.
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Open risks:
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- KIS minute endpoint still needs live response verification.
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- Early model quality is expected to be weak until enough labeled rows exist.
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- External minute data is useful for pretraining, not final bot-trade truth.
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- Real-cash trading still needs stronger fill, partial-fill, unfilled-order, cancel/replace, and recovery handling.
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- Raspberry Pi dependency packaging needs a Linux/ARM-specific setup.
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- Approved and applied `ENTRY_START = "09:15"` after the 2026-05-27 evening review.
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- Reason: 09:05-09:06 generated four immediate SL trades and most of the daily loss.
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- Time-based sizing and time-based SL changes remain deferred.
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### 2026-05-27 Strategy Approval Log
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- User approved Claude Evening Proposal 1.
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- Changed `app/config.py`:
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- Before: `ENTRY_START = "09:05"`
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- After: `ENTRY_START = "09:15"`
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- Rationale:
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- Four immediate SL trades occurred from 09:05:03 to 09:05:49.
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- Those four trades lost about `-183,969 KRW`.
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- This represented about 74.5% of the daily loss.
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- Deferred:
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- Time-based position-size reduction.
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- Time-based stop-loss adjustment.
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- Verification:
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- Python compile check passed.
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- Runtime import confirmed `ENTRY_START == "09:15"`.
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