var - backtest related and spy runbook
This commit is contained in:
355
README.md
355
README.md
@@ -1,94 +1,261 @@
|
||||
# Tool Catalog
|
||||
|
||||
This README catalogs the tools and resources in this directory. It is intended for humans and LLM agents to quickly identify what is available and when to use it.
|
||||
|
||||
## Catalog
|
||||
|
||||
| Tool / Folder | Purpose | Key Files | When to Use |
|
||||
| --- | --- | --- | --- |
|
||||
| `workflows/tool-catalog-maintainer/` | Creates and maintains catalog READMEs for directories of tools/resources. | `SKILL.md`, `CONTEXT.md`, `references/catalog-format.md` | Use when asked to catalog, index, or update documentation for a folder of tools. |
|
||||
| `workflows/research-dfns/` | DFNS research folder — alerts logs, chat log, and TODO tracking. | `TODO.md`, `AlertsLog_*.txt`, `ChatLog_*.txt` | Use when reviewing or continuing DFNS research. |
|
||||
| `sources/260731-1330-credit-spread.md` | SPY Bull Put Credit Spread trade plan (0DTE, July 31). | `260731-1330-credit-spread.md` | Use for today's SPY options trade — bullish slow grind thesis. |
|
||||
| `sources/iron-condor-45dte.md` | SPX Iron Condor trade plan — 45DTE entry, 21DTE time exit, Schwab broker. | `iron-condor-45dte.md` | Use when setting up or managing SPX iron condor spreads. |
|
||||
| `sources/cha-martin-watchlist.ms.csv` | Cha Martin watchlist export (CSV). | `cha-martin-watchlist.ms.csv` | Use for ticker watchlist reference or scan filtering. |
|
||||
|
||||
## Tools
|
||||
|
||||
### `workflows/tool-catalog-maintainer/`
|
||||
|
||||
**Purpose:**
|
||||
Creates and maintains a `README.md` catalog for a directory containing subfolders of tools, prompts, scripts, docs, workflows, skills, or other reusable resources. The README is a living catalog that improves over time.
|
||||
|
||||
**Contents:**
|
||||
- `SKILL.md` — skill definition and workflow
|
||||
- `CONTEXT.md` — full context: inputs, process, outputs, verification
|
||||
- `references/catalog-format.md` — catalog README structure and cataloging rules
|
||||
- `output/` — generated artifacts
|
||||
|
||||
**Use when:**
|
||||
You need to catalog, index, summarize, or update documentation for a folder of tools so humans or LLM agents can quickly choose the right resource.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted. Works with file read/write tools.
|
||||
|
||||
**Notes:**
|
||||
Always use this tool when asked to catalog a directory — inspect subfolders, read their key files, and write the README using `references/catalog-format.md`.
|
||||
|
||||
### `workflows/research-dfns/`
|
||||
|
||||
**Purpose:**
|
||||
Research folder for DFNS (Digital Frontier Acquisition Corp.) — contains alert logs, chat transcripts, and tracking notes from July 27, 2026.
|
||||
|
||||
**Contents:**
|
||||
- `TODO.md` — research tracking tasks
|
||||
- `AlertsLog_Mon Jul 27 2026*.txt` — alert logs (3 files)
|
||||
- `ChatLog_Mon Jul 27 2026.txt` — chat transcript
|
||||
|
||||
**Use when:**
|
||||
Reviewing or continuing DFNS research. Note: per ticker tracking rule, DFNS should not be actively tracked unless a fresh positive reason arises.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `sources/260731-1330-credit-spread.md`
|
||||
|
||||
**Purpose:**
|
||||
Active trade plan for a SPY Bull Put Credit Spread (0DTE, July 31, 2026). Sell $740 put / Buy $738 put spread, targeting 20%+ profit with bullish slow grind thesis.
|
||||
|
||||
**Use when:**
|
||||
Executing or monitoring today's SPY options trade.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted. Trade-specific, not reusable.
|
||||
|
||||
### `sources/iron-condor-45dte.md`
|
||||
|
||||
**Purpose:**
|
||||
Trade plan for SPX Iron Condor through Schwab broker. 45DTE entry, 30-point wings, forced close at 21DTE. Includes profit target (25% of net credit), stop loss (50% of max loss), and monitoring cadence.
|
||||
|
||||
**Use when:**
|
||||
Setting up or managing SPX iron condor spreads with Schwab.
|
||||
|
||||
**Setup / dependencies:**
|
||||
Schwab broker session required.
|
||||
|
||||
### `sources/cha-martin-watchlist.ms.csv`
|
||||
|
||||
**Purpose:**
|
||||
CSV export of a Cha Martin watchlist — likely contains tickers for scanning or monitoring.
|
||||
|
||||
**Use when:**
|
||||
Referencing tickers for scans, short squeeze candidates, or watchlist filtering.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
## Maintenance Notes
|
||||
|
||||
When adding or updating a tool folder, update this README with:
|
||||
|
||||
- purpose
|
||||
- key files and entry points
|
||||
- usage guidance
|
||||
- setup requirements
|
||||
- notable changes or cautions
|
||||
# Tool Catalog
|
||||
|
||||
This README catalogs the tools and resources in this directory. It is intended for humans and LLM agents to quickly identify what is available and when to use it.
|
||||
|
||||
## Catalog
|
||||
|
||||
| Tool / Folder | Purpose | Key Files | When to Use |
|
||||
| --- | --- | --- | --- |
|
||||
| `workflows/tool-catalog-maintainer/` | Creates and maintains catalog READMEs for directories of tools/resources. | `SKILL.md`, `CONTEXT.md`, `references/catalog-format.md` | Use when asked to catalog, index, or update documentation for a folder of tools. |
|
||||
| `workflows/research-dfns/` | DFNS research folder — alerts logs, chat log, and TODO tracking from July 27, 2026. | `TODO.md`, `AlertsLog_*.txt`, `ChatLog_*.txt` | Use when reviewing or continuing DFNS research. |
|
||||
| `workflows/backtest-strategy/` | Orchestrates rules-based strategy backtesting for core styles using TTG data and a pure-Python engine. | `CLAUDE.md`, `CONTEXT.md`, `_config/`, `stages/`, `shared/`, `pyproject.toml` | Use when backtesting trading strategies needing review-gated workflow, data caching, and honest reporting. |
|
||||
| `workflows/scan-watchlist-for-equities/` | Scans equities for trade setups with confluence using a mechanical data-fetch script. | `CLAUDE.md`, `CONTEXT.md`, `_config/`, `shared/scripts/fetch_scan_data.py`, `stages/` | Use when scanning equities for confluence, generating mechanical data briefs, then interpreting for trade plans. |
|
||||
| `workflows/scan-watchlist-for-options/` | Scans options for trade setups with confluence using a mechanical data-fetch script. | `CLAUDE.md`, `CONTEXT.md`, `_config/`, `shared/` (CSV watchlists, `scan-watchlist.md`), `stages/` | Use when scanning options for confluence, generating mechanical data briefs, then interpreting for trade plans. |
|
||||
| `sources/260731-1330-credit-spread.md` | SPY Bull Put Credit Spread trade plan (0DTE, July 31, 2026). Sell $740 put / Buy $738 put spread. | `260731-1330-credit-spread.md` | Use for today's SPY options trade — bullish slow grind thesis. |
|
||||
| `sources/iron-condor-45dte.md` | SPX Iron Condor trade plan — 45DTE entry, 21DTE time exit, Schwab broker. | `iron-condor-45dte.md` | Use when setting up or managing SPX iron condor spreads. |
|
||||
| `sources/cha-martin-watchlist.ms.csv` | Cha Martin watchlist export (CSV) for ticker reference or scan filtering. | `cha-martin-watchlist.ms.csv` | Use for ticker watchlist reference or scan filtering. |
|
||||
| `sources/2026-08-11-SFY-IC-Debrief.md` | Debrief of a SPY Iron Condor trade on 2026-08-11 with observations and key takeaways. | `2026-08-11-SFY-IC-Debrief.md` | Use for reviewing past iron condor trades to learn and improve. |
|
||||
| `sources/HANDOFF_scan_workflow_scripts.md` | Documentation of the mechanical data-fetch script for scan workflows (API, MCP, output format). | `HANDOFF_scan_workflow_scripts.md` | Use when understanding or implementing the fetch_scan_data.py script. |
|
||||
| `sources/servers.md` | List of MCP servers available in the MARI environment (ttg-stocks, ttg-benzinga, etc.). | `servers.md` | Use when referencing which data servers are available for MCP tool calls. |
|
||||
| `sources/xpon-squeeze-2026-08-24.md` | XPON Short Squeeze — Premarket signal reconstruction (2026-08-24) with volume spike and squeeze mechanics. | `xpon-squeeze-2026-08-24.md` | Use for studying a micro-cap short squeeze setup and premarket signals. |
|
||||
| `tos-short-squeeze/` | Contains a TSV file for short squeeze scanning. | `ShortSqueezeScanner.tsv` | Use for scanning short squeeze opportunities using the provided TSV data. |
|
||||
| `backtest-workflow-PLAN.md` | Draft plan for a backtesting workflow (approved and built) describing architecture and stages. | `backtest-workflow-PLAN.md` | Use for understanding the design of the backtest-strategy workspace. |
|
||||
|
||||
## Tools
|
||||
|
||||
### `workflows/tool-catalog-maintainer/`
|
||||
|
||||
**Purpose:**
|
||||
Creates and maintains a `README.md` catalog for a directory containing subfolders of tools, prompts, scripts, docs, workflows, skills, or other reusable resources. The README is a living catalog that improves over time.
|
||||
|
||||
**Contents:**
|
||||
- `SKILL.md` — skill definition and workflow
|
||||
- `CONTEXT.md` — full context: inputs, process, outputs, verification
|
||||
- `references/catalog-format.md` — catalog README structure and cataloging rules
|
||||
- `output/` — generated artifacts
|
||||
|
||||
**Use when:**
|
||||
You need to catalog, index, summarize, or update documentation for a folder of tools so humans or LLM agents can quickly choose the right resource.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted. Works with file read/write tools.
|
||||
|
||||
**Notes:**
|
||||
Always use this tool when asked to catalog a directory — inspect subfolders, read their key files, and write the README using `references/catalog-format.md`.
|
||||
|
||||
### `workflows/research-dfns/`
|
||||
|
||||
**Purpose:**
|
||||
Research folder for DFNS (Digital Frontier Acquisition Corp.) — contains alert logs, chat transcripts, and tracking notes from July 27, 2026.
|
||||
|
||||
**Contents:**
|
||||
- `TODO.md` — research tracking tasks
|
||||
- `AlertsLog_Mon Jul 27 2026*.txt` — alert logs (3 files)
|
||||
- `ChatLog_Mon Jul 27 2026.txt` — chat transcript
|
||||
|
||||
**Use when:**
|
||||
Reviewing or continuing DFNS research. Note: per ticker tracking rule, DFNS should not be actively tracked unless a fresh positive reason arises.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `workflows/backtest-strategy/`
|
||||
|
||||
**Purpose:**
|
||||
Orchestrates rules-based strategy backtesting for core styles (SPY 0DTE credit spreads, single-leg equity/options day trades) using TTG data servers as the only market-data source and a local pure-Python engine.
|
||||
|
||||
**Contents:**
|
||||
- `CLAUDE.md` — workspace identity and entry point
|
||||
- `CONTEXT.md` — workspace-level routing and stage description
|
||||
- `_config/` — stable references: `risk-params.md`, `strategy-spec-TEMPLATE.md`
|
||||
- `stages/` — five stage folders (00_clarify_strategy through 04_report) each with review gates
|
||||
- `shared/` — data cache (`shared/data/`) and engine scripts (`shared/scripts/`)
|
||||
- `pyproject.toml` — zero dependencies (stdlib-only)
|
||||
|
||||
**Use when:**
|
||||
Backtesting trading strategies using TTG data, needing a review-gated workflow with data caching, honest reporting, and no look-ahead.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted (stdlib-only, zero installs; the operator manages packaging with `uv`). Market data comes ONLY from TTG data servers.
|
||||
|
||||
**Notes:**
|
||||
Follows ICM.md — every stage ends at a review gate. Output is read and optionally edited before the next stage runs. Pure Python 3.12 stdlib (json, csv, sqlite3, statistics, math, datetime, urllib). No historical greeks/IV series; backtests are price/levels-driven.
|
||||
|
||||
### `workflows/scan-watchlist-for-equities/`
|
||||
|
||||
**Purpose:**
|
||||
Scans tickers for trade setups with confluence, using a mechanical data-fetch script to gather price/volume/bars/S-R data from TTG, producing a data brief for interpretation.
|
||||
|
||||
**Contents:**
|
||||
- `CLAUDE.md` — workspace identity
|
||||
- `CONTEXT.md` — workspace routing and stage description
|
||||
- `_config/` — references such as ticker list, default parameters
|
||||
- `shared/scripts/fetch_scan_data.py` — stdlib-only Python script for fetching and computing mechanical data
|
||||
- `shared/` — watchlist CSVs (e.g., `cha-martin-watchlist.ms.csv`, date-named CSVs)
|
||||
- `stages/` — five stage folders (00_clarify through 04_summary_card)
|
||||
|
||||
**Use when:**
|
||||
Scanning equities for trade setups with confluence, generating mechanical data briefs (no interpretation), then interpreting the brief for trade plans.
|
||||
|
||||
**Setup / dependencies:**
|
||||
Python 3.11+, access to TTG data API via `MARI_MCP_CONFIG` environment variable. The fetch script is stdlib-only (urllib, json, etc.).
|
||||
|
||||
**Notes:**
|
||||
The workflow includes a mechanical script (`fetch_scan_data.py`) that fetches and computes data without interpretation. Stages: 00_clarify (ask clarifying questions), 01_broad_filter (runs the script), 02_confluence_analysis, 03_trade_plan, 04_summary_card. The script writes `data_brief.md` and `raw_data.json` to `stages/01_broad_filter/output/`.
|
||||
|
||||
### `workflows/scan-watchlist-for-options/`
|
||||
|
||||
**Purpose:**
|
||||
Scans options tickers for trade setups with confluence using a mechanical data-fetch script similar to the equities version.
|
||||
|
||||
**Contents:**
|
||||
- `CLAUDE.md` — workspace identity
|
||||
- `CONTEXT.md` — workspace routing and stage description (identical to equities version)
|
||||
- `_config/` — `trade_plan_template.md`
|
||||
- `shared/` — CSV watchlists (e.g., `cha-martin-watchlist.ms.csv`, date-named CSVs) and `scan-watchlist.md`
|
||||
- `stages/` — five stage folders (00_clarify through 04_summary_card)
|
||||
|
||||
**Use when:**
|
||||
Scanning options for trade setups with confluence, generating mechanical data briefs, then interpreting the brief for trade plans.
|
||||
|
||||
**Setup / dependencies:**
|
||||
Python 3.11+, access to TTG data API via `MARI_MCP_CONFIG` environment variable. The fetch script is stdlib-only.
|
||||
|
||||
**Notes:**
|
||||
Very similar to the equities workflow but focused on options. The shared folder contains CSV watchlists and a `scan-watchlist.md` file. The mechanical script (if present) would fetch options data; verify the exact script name and location.
|
||||
|
||||
### `sources/260731-1330-credit-spread.md`
|
||||
|
||||
**Purpose:**
|
||||
Active trade plan for a SPY Bull Put Credit Spread (0DTE, July 31, 2026). Sell $740 put / Buy $738 put spread, targeting 20%+ profit with bullish slow grind thesis.
|
||||
|
||||
**Contents:**
|
||||
- `260731-1330-credit-spread.md` — trade plan with entry, exit, profit target, stop loss, and monitoring notes.
|
||||
|
||||
**Use when:**
|
||||
Executing or monitoring today's SPY options trade (July 31, 2026).
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted. Trade-specific, not reusable.
|
||||
|
||||
### `sources/iron-condor-45dte.md`
|
||||
|
||||
**Purpose:**
|
||||
Trade plan for SPX Iron Condor through Schwab broker. 45DTE entry, 30-point wings, forced close at 21DTE. Includes profit target (25% of net credit), stop loss (50% of max loss), and monitoring cadence.
|
||||
|
||||
**Contents:**
|
||||
- `iron-condor-45dte.md` — trade plan with entry, exit, risk management, and monitoring details.
|
||||
|
||||
**Use when:**
|
||||
Setting up or managing SPX iron condor spreads with Schwab broker.
|
||||
|
||||
**Setup / dependencies:**
|
||||
Schwab broker session required.
|
||||
|
||||
### `sources/cha-martin-watchlist.ms.csv`
|
||||
|
||||
**Purpose:**
|
||||
CSV export of a Cha Martin watchlist — likely contains tickers for scanning or monitoring.
|
||||
|
||||
**Contents:**
|
||||
- `cha-martin-watchlist.ms.csv` — plain CSV with one ticker per line (or columns).
|
||||
|
||||
**Use when:**
|
||||
Referencing tickers for scans, short squeeze candidates, or watchlist filtering.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `sources/2026-08-11-SFY-IC-Debrief.md`
|
||||
|
||||
**Purpose:**
|
||||
Debrief of a SPY Iron Condor trade on 2026-08-11, summarizing trade details, observations, key takeaways, and next times.
|
||||
|
||||
**Contents:**
|
||||
- `2026-08-11-SFY-IC-Debrief.md` — trade summary, plan, observations, asymmetric structure notes, NL3 feed issue, key takeaways.
|
||||
|
||||
**Use when:**
|
||||
Reviewing past iron condor trades to learn from observations and improve future trades.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `sources/HANDOFF_scan_workflow_scripts.md`
|
||||
|
||||
**Purpose:**
|
||||
Documentation of a mechanical data-fetch script for the scan-watchlist-for-equities workflow, detailing API facts, script design, environment, MCP protocol, verified responses, output format, and integration notes.
|
||||
|
||||
**Contents:**
|
||||
- `HANDOFF_scan_workflow_scripts.md` — detailed handoff covering goal, design, environment facts, MCP-over-HTTP protocol, verified response shapes, data brief format, stitching into CONTEXT.md, verification targets, pitfalls, resume checklist, and current state.
|
||||
|
||||
**Use when:**
|
||||
Understanding or implementing the `fetch_scan_data.py` script, or integrating mechanical data fetching into scan workflows.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `sources/servers.md`
|
||||
|
||||
**Purpose:**
|
||||
List of MCP servers available in the MARI environment for tool calls (e.g., market data, news, chat, etc.).
|
||||
|
||||
**Contents:**
|
||||
- `servers.md` — plain list of server names: `chrome-devtools`, `mari-cell`, `ttg-benzinga`, `ttg-chat`, `ttg-crypto`, `ttg-economy`, `ttg-finviz-elite`, `ttg-forex`, `ttg-futures`, `ttg-holygrail`, `ttg-indices`, `ttg-options`, `ttg-platform`, `ttg-stocks`, `ttg-uw`.
|
||||
|
||||
**Use when:**
|
||||
Referencing which data servers are available for MCP tool calls in workflows or scripts.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `sources/xpon-squeeze-2026-08-24.md`
|
||||
|
||||
**Purpose:**
|
||||
XPON Short Squeeze — Premarket signal reconstruction (2026-08-24) documenting a micro-cap short squeeze setup with volume spike, range break, premarket gap, and squeeze mechanics.
|
||||
|
||||
**Contents:**
|
||||
- `xpon-squeeze-2026-08-24.md` — detailed analysis of the setup, premarket signal, squeeze mechanics, why it was flagged, what went wrong, risk assessment, and key takeaways.
|
||||
|
||||
**Use when:**
|
||||
Studying a micro-cap short squeeze setup and premarket signals for scanning or education.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `tos-short-squeeze/`
|
||||
|
||||
**Purpose:**
|
||||
Contains a TSV file for short squeeze scanning, likely a precomputed list of candidates.
|
||||
|
||||
**Contents:**
|
||||
- `ShortSqueezeScanner.tsv` — tab-separated values with columns likely including ticker, metrics, etc.
|
||||
|
||||
**Use when:**
|
||||
Scanning for short squeeze opportunities using the provided TSV data as input or reference.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `backtest-workflow-PLAN.md`
|
||||
|
||||
**Purpose:**
|
||||
Draft plan for a backtesting workflow (approved and built) describing the architecture, stages, and rules for backtesting core styles using TTG data and a pure-Python engine.
|
||||
|
||||
**Contents:**
|
||||
- `backtest-workflow-PLAN.md` — goal, architecture (data, engine, reporting layers), proposed workspace layout, stage contracts, decision points, known limitations, credit/cost profile, and out-of-scope items.
|
||||
|
||||
**Use when:**
|
||||
Understanding the design of the `backtest-strategy` workspace or as a reference for building similar review-gated backtesting workflows.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
## Maintenance Notes
|
||||
|
||||
When adding or updating a tool folder, update this README with:
|
||||
|
||||
- purpose
|
||||
- key files and entry points
|
||||
- usage guidance
|
||||
- setup requirements
|
||||
- notable changes or cautions
|
||||
Reference in New Issue
Block a user