Store account credentials encrypted and bind QR tasks to administrator sessions. Report calendar access as awaiting validation after login.
Prevent late polls and status responses from overwriting cancelled or newer operations, and clean up QR tasks when settings unmount. Cover authentication, cancellation races, and stale frontend responses.
Analyze news revisions with independent model settings, evidence-backed risk ratings, event grouping, and rolling market outlooks. Add a default homepage, archival history, pending-result refresh, and isolated regression coverage.
Keep analysis disabled until explicitly enabled. Require a separately authorized schema migration before deployment and preserve compatibility with the previous six-service instance.
Handle German CPI corrections, year-end wording and monthly employment titles, and accept ONS labour-market titles without a colon.
Select EA21 rows when published and verify unemployment totals against the bulletin overview. Add real archive fixtures covering the backfill failures.
Match GDP table labels without case sensitivity and accept the observed seasonally-adjusted wording. Add real 2025 announcement excerpts and verify dates, previous values, and rejection of non-GDP tables.
Exclude the independent latest-release list from archived links and date boundaries. Cover stopping before the requested year, continuing within range, and rejecting pages without a filtered result block.
Fetch annual report indexes, skip stored PDFs, and stop the source on rate limits. Match report periods, stages, and publication dates to official schedules while preserving received results and keeping revised monthly series separate.
Extract original preliminary and final results with publication dates and validated table headers. Add annual report discovery and real report fixtures covering cross-month releases and PDF text layout differences.
Keep previously captured BLS and Michigan releases valid when their rolling latest pages advance to a newer period or stage. Continue reporting missing historical releases explicitly and never substitute newer values.
Verify unchanged values, first-arrival timestamps, revisions, and cleared source errors with isolated worker tests. Run all 74 calendar and history tests against the staged snapshot.
After the first take-profit fills, cancel outstanding entry orders before calculating remaining-position protection. Missing fee records still fail explicitly and leave existing stops in place without allowing the old entry to remain open.
Cover complete and incomplete fees on Binance and Bybit, including cancellation before the recovery fetch and no duplicate cancellation. Verify the staged snapshot with 61 trading safety and plan tests.
Keep analysis and Skill detail responses bound to the selected request, reject stale publish confirmations, and clear failed position-history results with retry controls.
Reject removal of the current default provider with HTTP 409 and reflect that contract in the form. Track the OpenAPI page and API module by restricting the docs ignore rule to the repository root.
Validate the staged provider contract with four isolated tests. Reuse the matching candidate's frontend lint, type check, 26 test groups, and production build results.
Replace cookie authentication with revocable Bearer sessions, optional one-use PNG challenges, bounded login limits, and short-lived market WebSocket tickets. Keep captcha disabled by default.
Standardize ordinary JSON responses while preserving HTTP statuses, raw OpenAPI, redirects, SSE, and WebSocket semantics. Revoke long connections with their owning session.
Expose official calendar data and collector status to the frontend and research tools, support bilingual news topics, and keep summaries and forward-only labels explicit. Verify the staged snapshot with all 305 backend tests.
Calculate remaining-position break-even from actual entry fees and estimated closing fees, preserve confirmed tighter stops, and keep existing protection when fill fees are incomplete.
Build historical trade summaries from execution sizing when an acceptance fill has no setup. Clarify unverified price zones and avoid suggesting fabricated structure to satisfy validation.
Verify the staged snapshot with 57 trading safety and plan tests.
Collect official RSS and Atom summaries, preserve historical captures, and poll macro releases with bounded cadence and Retry-After handling. Separate news collectors from the economic calendar worker.
Track statistical periods, publication stages, first observations, revisions, and current official series. Include explicit migration files and isolated archive, parsing, and import tests; no migration or import is executed by this commit.
Keep dependency declarations and lockfile together for PDF archives and the upcoming captcha integration. Verify the staged snapshot with 90 focused tests.
Validate Wallstreetcn business responses and retain list provenance for historical paid articles whose detail API returns code 50000. Keep other failures explicit and cover the boundary with eight isolated tests.
Persist manual requests until exchange confirmation, preserve stop protection, and reconcile fills before settling plans. Tighten model stream, crawler, skill, research accounting, and frontend race handling, with regression coverage. Keep queued analyses pending until a fresh account snapshot is available.
The trader labels crypto news published after 2026-10-16 15:00 with
the configured model (category and BTC direction) and, four hours
later, backfills BTC/ETH 1m opens at publish, +5m, +1h and +4h from
the klines table. A drawer on the trading page shows the cumulative
returns of trading the labelled direction, after fees. Nothing is
traded; this only collects an out-of-sample record.
Move running, running_changed_at and capital_usdt from the account to
each trading symbol; the migration copies the account capital to every
symbol and leaves them all stopped. Each symbol is sized against its
own capital with a 3x notional cap, and the capitals together must not
exceed account equity. Scheduling, dry-run decisions and the executor
follow the per-symbol flag. The global start/stop button is replaced by
start/stop and capital controls on each symbol's plan card.
Sync account fills into a new trading_fills table every 60s and
reconstruct closed positions from them, so positions opened outside
the program are included and external closes get an exit price.
Positions link to plans by order id. The history drawer gains symbol,
close-date, outcome and source filters, a summary bar and pagination.
When the limit price sat near the far edge of the zone, the stop beyond
the far edge was well inside normal 5m noise (plan #34: 0.11%). The stop
is now the farther of far edge +/- 0.5 x ATR and entry +/- 1 x ATR.
- The model gives a zone and a limit price inside it (below the mark for
longs, above for shorts); the executor places the GTC limit order with
the reduce-only stop right away instead of waiting for a 5m
confirmation and entering at market, so entries pay maker fees
- Stop beyond the far edge of the zone by 0.5 x ATR14(5m), computed with
the quantity at submission and rejected above 1%
- Unfilled limits are cancelled at expiry; a rejected entry cancels the
plan instead of being retried every round
- The model now submits a pending setup (direction, zone, confirm price,
validity); the executor enters at market once a 5m close confirms a
dip into support or a rejection from resistance, and cancels the setup
when the zone breaks, the trigger is missed or the stop is too far
- Stop beyond the confirmation extreme by 0.5 x ATR14(5m), skipped above
1%; fixed take-profit ladders from the fill price (long 60/30/10 at
+0.5/0.75/1%, short 80/20 at -0.5/0.75%); 4h time stop
- While holding, the model may only keep or exit
- Drop the long-term angle from the program, API, tables and page
- Executor reconciles each symbol to its desired orders: journaled ap{id}
client ids, reduce-only quantity stop placed before entries, make-before-
break stop moves, breakeven after TP1, orphan cancel, -2021 market close
- Plan lifecycle: proposed plans are adopted only if the position is
unchanged; holding-mode plans may only tighten the stop
- Program rules: time stop, short-term invalidation close, long-term 4h
review, reevaluate conditions, takeover of unmanaged positions
- Trigger and routine analysis scheduling with a 10 min gap, daily cap and
bounded retries
- Plan endpoint and plan status, fills and countdowns on the trading page
The analyst prompts the model with trading rules, published skills,
account sizing inputs and prefetched market data, exposes read-only
tools plus submit_trade_plan, and validates and sizes the submitted plan
in pure functions covered by pytest. Manual analyses run as dry runs
while trading is stopped; the trading page shows the latest plan and an
analysis detail drawer.
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