trader.replay package

Decision replay and scoring against archived news (issue #7 step 4).

Replays a pre-registered sample of historical dates through the production LlmStrategy, fed by the Alpaca news archive instead of the live feed, and scores each replayed decision against the price move that actually followed. Read-only against data/trader.db; places no orders.

Submodules

• trader.replay.bars_at module
  • bars_before()
• trader.replay.bootstrap module
  • Interval
    • Interval.low
    • Interval.high
    • Interval.point
    • Interval.draws
    • Interval.seed
    • Interval.resamples_used
  • date_clustered_interval()
• trader.replay.news_at module
  • ArchiveNewsAt
    • ArchiveNewsAt.get_recent_news()
• trader.replay.outcomes module
  • HORIZONS
  • ForwardPrices
    • ForwardPrices.symbol
    • ForwardPrices.fetched_at
    • ForwardPrices.closes
    • ForwardPrices.lows
    • ForwardPrices.grid
  • fetch_forward_prices()
  • forward_return()
  • max_adverse_excursion()
• trader.replay.run module
  • ReplayRunner
    • ReplayRunner.run()
  • RunReport
    • RunReport.seed
    • RunReport.generated_at
    • RunReport.fetch_dates
    • RunReport.n_rows
    • RunReport.n_scored
    • RunReport.csv_path
    • RunReport.json_path
  • rescore_from_csv()
• trader.replay.sample module
  • DECISION_HOUR_UTC
  • ReplayRow
    • ReplayRow.symbol
    • ReplayRow.decision_at
    • ReplayRow.split
    • ReplayRow.entry_day
  • SampleShortfall
    • SampleShortfall.symbol
    • SampleShortfall.split
    • SampleShortfall.wanted
    • SampleShortfall.got
    • SampleShortfall.missing
  • build_sample()
  • decision_instant()
  • eligible_dates()
  • stride_sample()
• trader.replay.scoring module
  • EdgeResult
    • EdgeResult.model_return
    • EdgeResult.null_return
    • EdgeResult.edge
    • EdgeResult.n_acting
    • EdgeResult.n_rows
  • ScoredRow
    • ScoredRow.symbol
    • ScoredRow.decision_at
    • ScoredRow.split
    • ScoredRow.entry_day
    • ScoredRow.action
    • ScoredRow.confidence
    • ScoredRow.returns
    • ScoredRow.mae
    • ScoredRow.dense
  • abstention_value()
  • confidence_tertiles()
  • counts()
  • edge()
  • edge_a_is_degenerate()
  • hit_rate()
  • market_adjusted()
  • score_all()
  • signed_return()
  • tertile_means()
• trader.replay.sessions module
  • session_grid()
  • session_offset()
  • trading_date()