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[verified] add frozen research runner and durable paper ledger

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Kunthawat Greethong
2026-08-23 14:42:02 +07:00
parent c9932954c2
commit f55ff69c31
19 changed files with 1063 additions and 33 deletions
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docs/HANDOFF.md
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@@ -4,11 +4,11 @@
- Path: `/Users/kunthawat/Gitea/set50-alternative-data-platform`
- Branch: `main`
- Verified code commit: `7f7a614` — `[verified] add SET price snapshot adapter`
- Current milestone: M2.4 price snapshot foundation complete; real backtest blocked
- Verified code commit: `7f7a614` — `[verified] add SET price snapshot adapter` (M2.5 pending commit)
- Current milestone: M2.5 research runner and durable paper workflow complete; validated backtest blocked
- Mode: research + paper only
- Frontend: Vue 3 + Vite
- Backend: Flask `0.4.0`
- Backend: Flask `0.5.0`
- Current runtime source: BOT Tourism Indicators (`TOURISM_SOURCE=bot`)
## Completed
@@ -26,6 +26,9 @@
- Backtest readiness gate: `GET /api/v1/backtest/tourism?min_events=12`.
- Yahoo-backed daily price snapshot with SET symbol mapping and adjusted-close bars.
- Price health: `GET /api/v1/prices/health`.
- Frozen research runner: `POST /api/v1/research/tourism/run` and `GET /api/v1/research/tourism/latest`.
- Headless runner: `backend/scripts/run_tourism_research.py`.
- Durable atomic paper ledger under `backend/data/paper/ledger.json` when configured.
- Ranked target weights and LONG/SHORT/NEUTRAL classification.
- English dashboard with live/provisional source label, sign-aware surprise copy and lineage fields.
- HttpOnly paper session and internal paper ledger.
@@ -57,7 +60,7 @@ npm run build
Vite build completed successfully.
GET /api/v1/health
HTTP 200; {"mode":"research","status":"ok","version":"0.4.0"}
HTTP 200; {"mode":"research","status":"ok","version":"0.5.0"}
GET /api/v1/data-health
HTTP 200; source_mode=bot, status=provisional, replayable=true
@@ -76,6 +79,12 @@ HTTP 409; status=blocked, available_events=1, required_events=12, price_series_r
GET /api/v1/prices/health
HTTP 200; available=true, quality=revised_vendor_history, point_in_time=false, symbols=9
POST /api/v1/research/tourism/run
HTTP 200; report status=blocked, reason=insufficient_vintages, immutable run_id persisted
GET /api/v1/research/tourism/latest
HTTP 200; same run_id returned on replay
```
Paper writes use a server-side token exchange and HttpOnly `paper_session` cookie; the token is not embedded in the frontend bundle.
@@ -88,8 +97,11 @@ Paper writes use a server-side token exchange and HttpOnly `paper_session` cooki
- No investment edge, transaction-cost result, or backtest conclusion has been established.
- One independent source release is not enough for a valid event study; current historical rows are not treated as point-in-time vintages.
- The event-study engine is deterministic and tested. Yahoo price history is connected for plumbing, but it is revised vendor history, not point-in-time data.
- Research runner is operational and replayable, but correctly emits a blocked report until both evidence gates pass.
- Revisions are deduplicated by canonical `(source_id, published_at)`; the latest observed revision is selected once.
- Event-study default execution is the next trading session, including weekend/holiday event dates.
- Browser screenshot verification remains blocked by the Chrome remote-debugging permission prompt; served HTML/source, live API, fresh Vite build and replay integrity were verified instead.
## Exact next action
Collect independent BOT releases over time and replace/supplement revised vendor history with a point-in-time daily price source. Only then raise the readiness gate and run the event study. Add another metric only when its historical release coverage is real.
Collect independent BOT releases over time and replace/supplement revised vendor history with a point-in-time daily price source. The operator can run the frozen research check now; only raise the gate when both requirements pass. Add another metric only when its historical release coverage is real.