Commit Graph

23 Commits

Author SHA1 Message Date
Kunthawat Greethong
a17a8f3cc4 docs: per-source cadence + source-health log + UI (scheduler) 2026-08-28 11:42:11 +07:00
Kunthawat Greethong
105ab86bf6 docs: record deploy-safe auto PIT vintage collection (scheduler) 2026-08-28 11:26:53 +07:00
Kunthawat Greethong
17158742b7 docs: record cycle-4 passed=true + deferred per-symbol price edge case 2026-08-28 10:42:16 +07:00
Kunthawat Greethong
a69fd884e7 [verified] Task 8 close: fix price-coverage-at-start + engine fail-closed (review cycle-1) + docs (54 tests, cycle-4 passed) 2026-08-28 10:41:54 +07:00
Kunthawat Greethong
91c63ae673 [verified] Task 8: verification evidence + fail-closed look-ahead fix + docs (event-driven backtest) 2026-08-28 10:35:58 +07:00
Kunthawat Greethong
a7daf333b2 docs: record single-container Docker packaging session (2026-08-27) 2026-08-27 13:27:39 +07:00
Kunthawat Greethong
28c111234e docs: record auto-refresh dated dividend ledger session (2026-08-27) 2026-08-27 12:52:10 +07:00
Kunthawat Greethong
5667e96c40 docs: record real dated dividend collector session (2026-08-27) 2026-08-27 12:35:01 +07:00
Kunthawat Greethong
59c97b5139 docs: record factor-learning validation gate session (2026-08-27) 2026-08-27 12:19:50 +07:00
Kunthawat Greethong
9700f6b44f docs: record real forward-test lifecycle session (2026-08-27) 2026-08-27 12:09:22 +07:00
Kunthawat Greethong
5eeaed63ed docs: record PIT siamchart vintage store session (2026-08-27) 2026-08-27 11:55:55 +07:00
Kunthawat Greethong
377771be65 docs: record dated dividend cash-flow ledger session (2026-08-27) 2026-08-27 11:48:17 +07:00
Kunthawat Greethong
77978627e2 docs: record PIT factor store + partial score provider (2026-08-27)
Append the PIT-work session to HANDOFF and engineering-log: factor
vintages store, partial PIT score provider, honest leakage gating, /
api/v1/backtest use_pit wiring, 255-test verification, and the honest
scope (no pre-2026-08-27 factor history; siamchart fundamental partial).
2026-08-27 09:27:32 +07:00
Kunthawat Greethong
1b971ac72d [verified] Fix backtest accounting identity + honest UI disclosure
Correct the multi-rebalance backtest accounting so ending wealth is
capital + price_pnl + dividend_income with no double counting:
- price_pnl now measures equity change excluding dividends (was reusing
  ending holdings value as 'price profit')
- dividend proxy is included in final_value and net_return, exposed as
  dividend_method=final_holdings_yield_proxy
- regression tests: flat price => zero price_pnl; flat + dividend =>
  dividend-only return; rising no-dividend => correct bucket P&L;
  multi-rebalance accounting identity
- UI (result card + saved-run history) labels dividends as ประมาณการปันผล
  (Proxy) and shows descriptive non-PIT badge when leakage_guard=false

Backend 239 tests passed; targeted backtest 11 passed; frontend build,
npm audit (0), static scan and diff check passed; fresh independent
review deleg_10918fed passed with empty blocker arrays.
Backtest remains descriptive non-PIT (leakage_guard=false) with the
default current-score scorer.
2026-08-27 09:00:39 +07:00
Kunthawat Greethong
d87a1ada39 [verified] Cross-theme surprise normalization + historical factor store (P4 enabler)
A. Cross-theme comparability:
- compute_theme_surprises now weight-normalizes by total |weight| (weighted
  average), so every theme surprise on same [-1,1] scale regardless of factor
  count/weight (retail 0.189->0.145; auto_credit 1.0->0.64).

B. Historical factor store (enables learning macro/demographic factors):
- New factor_history.py: append-only per-factor JSONL, dedupes unchanged
  values, rejects non-finite, records every FACTORS value each scheduler run.
- scheduler.py: jobs carry fetch_module; refresh_all records factor history
  (non-fatal); added bank_npl job.
- GET /api/v1/learning/factors?min_points= reports n_points/learnable per
  factor so users see when P4 learning unlocks (validated query parsing).
- weight_learning: generic learn_factor_series() aggregator (momentum reuses).

Independent review deleg_5dd358e3 passed=true (empty security/logic arrays);
its two robustness suggestions applied (finite guard in record(), clean 400 on
bad min_points). 234 tests pass; Vite build passes.
2026-08-27 07:32:16 +07:00
Kunthawat Greethong
325e164dd3 [verified] Fix P1-P2-P5 audit findings: simulation reuses board, source_summary clarity, dead-code removal + conftest
- P1: /api/v1/simulation now uses the canonical board score (default_scores)
  instead of a divergent 3-theme recompute -> 'จำลอง' can't disagree with board
  (live check: sim top pick PTT == top board combined 1.600). Removes binary
  auto/en signs, restores quality+momentum+dividend screen consistency.
- P2: dashboard emits source_summary{factor_keys, rows}; frontend shows
  'N ปัจจัย · M แหล่ง' so the 7-vs-5 count confusion is impossible.
- P5: removed dead themes.list_themes()/Theme/build_theme_scores/_map_index and
  the tests that locked them; added tests/conftest.py so pytest needs no PYTHONPATH.
- docs: audit-and-plan-2026-08-26.md (full P0-P5 plan) + engineering-log entry.
- 203 backend tests pass; Vite build passes. Independent reviewer: no security or
  logic blockers (minor error-leak suggestion applied: 503 message no longer leaks
  exception detail).
2026-08-27 03:21:22 +07:00
Kunthawat Greethong
ba9114d2e8 [verified] bind snapshots to manifests and raw hashes 2026-08-23 14:58:15 +07:00
Kunthawat Greethong
f55ff69c31 [verified] add frozen research runner and durable paper ledger 2026-08-23 14:42:02 +07:00
Kunthawat Greethong
7f7a6145cd [verified] add SET price snapshot adapter 2026-08-23 12:38:17 +07:00
Kunthawat Greethong
0b47a06238 [verified] add event-study readiness gate 2026-08-23 12:02:22 +07:00
Kunthawat Greethong
d1ba6efc68 [verified] add vintage collector and point-in-time API 2026-08-23 11:11:53 +07:00
Kunthawat Greethong
a113a51589 [verified] add BOT tourism source adapter 2026-08-23 10:19:40 +07:00
Kunthawat Greethong
3e978c5948 [verified] build tourism signal dashboard 2026-08-23 07:41:31 +07:00