investment-sandbox/DEV_LOG.md

Chronological Development Log (DEV_LOG.md)

This document tracks all modifications, npm packages, active compilation states, and testing notes chronologically.

---

[2026-06-12] - Phase 4.7 Deployment & Behavioral Rule Lock

Added

• QUANT_ROADMAP.md: Created the centralized quantitative architecture blueprint tracking our 6-level cockpit data matrix and individual asset scoring metrics.
• AGENTS.md: Rewrote the central behavioral framework containing nextjs agent rules, tech stack constraints, blind environment rules, and /devchain session protocols.
• DEV_LOG.md: Initialized this log to keep track of development history.
• ARCHITECT_HANDOVER.md: Initialized the architect handover documentation.
• AI Special Silo Backend Route: Deployed /api/tech/ai/route.ts with a 60-minute cache and calculations for the Monetization Gap, Nvidia SC Velocity Index, and Tech Infrastructure Leverage.
• AI Special Silo UI Workstation: Deployed AiSpecialSilo.tsx featuring a glassmorphic analytics viewer, dynamic Recharts sparklines, and status indicators.
• AI Special Silo English Handbook: Deployed TechMathModal.tsx displaying extensive documentation and BlockMath LaTeX equations.

Modified

• app/page.tsx: Integrated the [⚡ AI Special Silo] tab inside the main workstation navigation headers.

Dependencies Verified

• next (v16.2.7)
• react (v19.2.4)
• recharts (v3.8.1)
• react-katex (v3.1.0)
• katex (v0.17.0)
• lucide-react (v1.17.0)
• zustand (v5.0.14)

---

[2026-06-12] - Phase 2.0 Overreaction Scanner Overhaul (#ISSUE-008)

Added

• Anomalies-Scanner API Overhaul: Implemented strict force-dynamic settings on /api/scanner/route.ts, expanded the calculation pool to 120+ assets, and integrated the FMP Small-Cap stock-screener vector with a fallback list of 30 volatile small-caps.
• Interactive Diagnostic Drawers: Added expandable sub-rows inside ScannerDemo.tsx featuring drop catalyst dropdown selectors (Earnings Miss, Systemic Selloff, Executive Shift, Regulatory Issue, Supply Chain) and real-time GJR-GARCH rebound gauge columns.
• Rebound Probability Math: Incorporated real-time rebound probability calculations utilizing GJR-GARCH outlier scores and catalyst stress damping coefficients.

Modified

• QUANT_ROADMAP.md: Updated Section 1 and added Section 4.IV documenting the Rebound Probability Score model equations in BlockMath LaTeX.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified clean compilation (npx tsc --noEmit returns exit code 0).

---

[2026-06-12] - Offline-First Architectural Shield (DEV_MODE) (#ISSUE-009)

Added

• API Outbound Interception Layer: Configured /api/scanner/route.ts and /api/tech/ai/route.ts to intercept fetches if process.env.DEV_MODE === 'true', completely bypassing outbound network calls and short-circuiting to high-fidelity mock/fallback data with isShieldActive: true.
• Visual Status Badges: Mounted highly polished, glassmorphic "API Layer Status" badges inside ScannerDemo.tsx and AiSpecialSilo.tsx upper control bars, displaying "🟡 DEV-ARCHIV AKTIV (0 CALLS)" if the shield is active, and "🟢 LIVE-API ENDPUNKT (FMP CORPO)" if inactive.
• Environment Perimeter Lock: Appended DEV_MODE=true inside .env to lock the local sandbox securely into a zero-cost offline state.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified clean compilation (npx tsc --noEmit returns exit code 0).

---

[2026-06-12] - Phase 3.0 Whale Satellite-Screener (#ISSUE-010)

Added

• Whale Screener API Endpoint: Created /api/whale/screener/route.ts which ingests SEC 13F filings for target CIKs: Scion (Michael Burry), Akre Capital, and Mairs & Power. Calculates relative portfolio weights and Velocity of Conviction (VoC) weight deltas between the last two quarters. Supports DEV_MODE offline short-circuit.
• Whale Screener UI Tab: Deployed WhaleScreener.tsx featuring a premium glassmorphic dark terminal with Whale Profile Cards on the left and a consolidated buy/sell ledger sorted strictly by highest positive VoC delta on the right.
• Whale Handbook Modal: Deployed WhaleMathModal.tsx displaying full-screen explanations of the 45-day reporting lag and VoC equations in block LaTeX.

Modified

• app/page.tsx: Integrated the [🐋 Whale Screener] tab in the headers and switcher block.
• QUANT_ROADMAP.md: Updated Section 1 and Section 3 to document the Whale Screener milestone.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified clean compilation (npx tsc --noEmit returns exit code 0).

---

[2026-06-12] - Smart-Money Refactoring, Visual Consolidation & Security Shield (#ISSUE-011)

Added

• Insider API Outbound Interception Layer: Configured /api/insider/route.ts to intercept requests when process.env.DEV_MODE === 'true', short-circuiting live FMP calls and returning high-fidelity mock streams with isShieldActive: true.
• Insider UI Workstation badge: Upgraded InsiderDemo.tsx to read the shield state and render the glowing amber status badge 🟡 DEV-ARCHIV AKTIV (0 CALLS) when active.

Modified

• app/page.tsx: Consolidated the separate Insider and Whale Screener tabs under a single Smart Money tab (activeTab 'smart-money'). Implemented an interactive sub-tab selector toggle in the layout switcher. Removed bracket labels from the ⚡ AI Special Silo navigation button.
• QUANT_ROADMAP.md: Updated Section 1 and Section 3 to document the Smart Money visual consolidation.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified clean compilation (npx tsc --noEmit returns exit code 0).

---

[2026-06-13] - Sloan Ratio Accrual Radar (Phase 4.9 / Ebene 4) (#ISSUE-012)

Added

• Sloan Accrual Radar Solver: Implemented the Richard Sloan Accrual formula Accruals = NetIncome - (CFO + CFI) and SloanRatio = Accruals / TotalAssets * 100 on the server-side.
• Enhanced Mock & API Interception: Updated MOCK_TECH_AI_DATA and the free Yahoo Finance /api/finance & /api/scanner endpoints to parse quarterly net income, CFO, CFI, and Total Assets, and return Sloan metrics. Supported DEV_MODE offline bypass returning simulated Sloan ratios with isShieldActive: true.
• Sloan UI Integration (Module 6): Mounted the "Sloan Earnings Quality" metric card at the top of AiSpecialSilo.tsx and added a dedicated detailed ledger panel for all active tickers.
• Sloan UI Integration (Module 2): Updated the Search Mask in ScannerDemo.tsx to output the current Sloan Ratio and a green/rose indicator badge alongside the GJR-GARCH forecast.
• Math Handbook details: Expanded TechMathModal.tsx to explain the Sloan Accounting Anomaly with block LaTeX equations.

Modified

• QUANT_ROADMAP.md: Updated Section 4.I detailing the Sloan Ratio mathematical formulations and regime classifications.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified clean compilation (npx tsc --noEmit returns exit code 0).

---

[2026-06-13] - Crypto Bayes Mathematical Refactoring (#ISSUE-013)

Added

• Mathematical Specifications & Integration Proof: Expanded CryptoMathModal.tsx with a detailed Section D on the 4-feature client-side Random Forest, Section E on the conjugate Beta-Binomial update, and Section F with the formal calculus integration proof and expanded operational formula.
• UI Status Badge: Mounted a static glowing amber status badge 🟡 SYSTEM-AUTARK (OFFLINE-CORE) in the header of CryptoDemo.tsx to confirm the module runs 100% locally with zero external API calls.

Modified

• KaTeX Escaping Repairs: Fixed string escaping anomalies by double-escaping LaTeX backslashes across CryptoMathModal.tsx to eliminate runtime KaTeX rendering corruption.
• QUANT_ROADMAP.md: Synchronized quantitative system specifications under Section 4.V.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified clean compilation (npx tsc --noEmit returns exit code 0).

---

[2026-06-13] - System-Wide Handbook Sweep, English Consolidation & Crypto State Persistence (#ISSUE-014)

Added

• Sandbox Math Handbook: Created components/modules/sandbox/SandboxMathModal.tsx detailing the Kelly Criterion, Half-Kelly safety buffers, percentage weightings ((w_i)), and synthetic portfolio returns ((R_{pt})) in double-escaped BlockMath LaTeX.
• Crypto Online Learning Loop: Integrated a client-side background evaluation routine inside components/modules/crypto/CryptoDemo.tsx that resolves active forecasts against price histories from /api/finance?region=crypto and updates the Bayesian online calibration parameters.

Modified

• KaTeX Escaping & Close Handler Audit: Standardized all 8 math handbook modals with Escape key listeners and glassmorphic floating top-right "X" buttons. Repaired all escaping sequences for KaTeX rendering strings across all components.
• 100% Institutional English Translation: Swapped all remaining German UI texts, buttons (e.g. 📖 Modulerklärung renamed to 📖 Quantitative Handbook), table cells, and warnings to professional English across all tabs (Smart Money, Events/Econometrics, Macro, Tech Silo, Sandbox, Scanner).
• Next.js SSR Hydration Safeguard: Wrapped localStorage operations for alphaSuccess, betaFailure, and active forecasts inside a React useEffect hook in CryptoDemo.tsx to prevent hydration mismatches.
• QUANT_ROADMAP.md: Updated Section 1 and Section 4.VI detailing the Sandbox Portfolio and Kelly sizing formulations.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified clean compilation (npx tsc --noEmit returns exit code 0).

---

[2026-06-13] - Multi-Model Ensemble & Walk-Forward Radar (#ISSUE-015)

Added

• Stationary Preprocessing & Training Pipeline (Python): Created backend/core/pipeline.py implementing a stationary feature pipeline (Log-Returns, Rolling Volatility, RSI, EMA/SMA distance, spread) on a 365-day rolling window with horizon-cutoff safeguards to prevent look-ahead target leakage. Fits 5 estimators (Random Forest, XGBoost/GB, ElasticNet Logistic Regression, SVM, MLP) for T+1, T+5, and T+10 targets, exporting to public/data/ensemble_predictions.json.
• Ensemble API Route: Deployed /api/crypto/ensemble/route.ts which parses predictions from the static JSON payload, with a high-fidelity simulated fallback if the file is missing or invalid.
• Walk-Forward Ensemble Radar Grid: Refactored CryptoDemo.tsx to mount a glassmorphic Walk-Forward Ensemble Radar dashboard panel displaying predictions, successes/failures, and Expected Value calculations ((E[\theta] = \alpha / (\alpha + \beta))) across 15 independent trackers (5 models (\times) 3 horizons) saved in localStorage.
• Beta-Posterior Calibration Simulator & Feedback Loop: Configured the client-side background evaluation loop to resolve forecasts by comparing all 15 estimators against actual returns. Added a calibration simulator to simulate correct/false outcomes across all trackers.

Modified

• QUANT_ROADMAP.md: Appended Section IV.V.5 detailing Walk-Forward Validation, Horizon Cutoffs, ML fleet, and multi-tracker conjugate updating.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified clean compilation (npx tsc --noEmit returns exit code 0).

---

[2026-06-13] - Launch Native KaTeX Rig & Comprehensive Dual-Handbook Architecture (#ISSUE-016)

Added

• 8 new Operational Blueprint Modals: Authored and mounted operational guide modals explaining user interface interactions, mock data updates, and loop logics for:
  • CryptoBlueprintModal.tsx (Crypto Bayes expected values e.g. "62/14" and "E: 85.5%")
  • ScannerBlueprintModal.tsx (Anomalies Scanner search masks)
  • SandboxBlueprintModal.tsx (Portfolio Sandbox transaction ledger)
  • WhaleBlueprintModal.tsx (Whale Satellites 13F lag warnings)
  • InsiderBlueprintModal.tsx (Insider Activity Form 4 codes)
  • MacroBlueprintModal.tsx (Macro FRED indicators and credit metrics)
  • EconometricsBlueprintModal.tsx (Event studies estimation parameters)
  • TechBlueprintModal.tsx (Tech CapEx monitor Sloan quality filters)

Modified

• 8 Dashboard UI Modules Refactored: Upgraded CryptoDemo.tsx, ScannerDemo.tsx, SandboxDemo.tsx, WhaleScreener.tsx, InsiderDemo.tsx, MacroIndicatorsDemo.tsx, EventsDemo.tsx, and AiSpecialSilo.tsx to feature the new side-by-side header buttons 📖 Quantitative Handbook and ⚙️ Operational Blueprint.
• Native KaTeX Migration: Migrated all math modals to wrap formulas strictly in native <InlineMath> and <BlockMath> component calls from react-katex with clean, single-escaped backslashes, eliminating parsing corruption.
• Tailwind Typo Purge: Cleaned up and deleted all occurrences of the non-existent bg-slate-955 color class, replacing it with the correct bg-slate-950 or bg-slate-900 glassmorphic tokens.
• QUANT_ROADMAP.md: Updated the Milestones log to document Phase 5.0.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified 100% clean compilation (npx tsc --noEmit returns exit code 0).

---

[2026-06-14] - Master-Pattern KaTeX Fix & Deep Blueprint Injection (#ISSUE-017)

Added

• Detailed Mathematics in Operational Blueprints: Expanded and injected formal quantitative formulas, parameter definitions, and estimation window thresholds inside:
  • components/modules/scanner/ScannerBlueprintModal.tsx (Welles Wilder RSI-14 EMA smoothing, 52-Week Drop thresholds, and FMP Valuation Overlay to Forward P/E transitions).
  • components/modules/events/EconometricsBlueprintModal.tsx (Event Studies layout, 120-day Estimation Window, 10-day Gap Isolation Shield, and Cumulative Abnormal Returns CAR aggregation formulas).
  • components/modules/tech/TechBlueprintModal.tsx (AI CapEx cycle parameters, SEC 10-Q filing parsers, Monetization Gap, and Supply-Chain Velocity Index formulas).

Modified

• KaTeX "Kaputt-repariert" Mitigation: Audited and rewritten components/modules/crypto/CryptoMathModal.tsx to completely resolve formatting corruption by establishing the golden master single-backslash pattern and converting all double backslashes (\\) in math strings to single backslashes (\), with correct matrix formatting.
• System-Wide Variable Unification: Unified and wrapped all mathematical variables (such as S_1, S_2, S_3, S_i, S_j, w, k in Crypto, and other parameters across Scanner, Macro, and Econometrics modals) inside native <InlineMath> components.
• QUANT_ROADMAP.md: Updated Section 1 and registered Phase 5.5.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified 100% clean type verification (npx tsc --noEmit returns exit code 0).

---

[2026-06-14] - Insider CSS Viewport Refactoring (#ISSUE-018)

Modified

• CSS Modal Layout Refactoring: Fixed the viewport clipping bug in InsiderMathModal.tsx and InsiderBlueprintModal.tsx by updating the outer wrapper classes to items-start with overflow-y-auto, and inner card classes to my-auto max-h-full to allow dynamic scaling and scrolling.
• Escape Key & Close Triggers: Verified that both Escape key events and floating "X" close buttons remain fully functional and reachable across all screen dimensions.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified 100% clean type verification (npx tsc --noEmit returns exit code 0).

---

[2026-06-14] - Live Python Machine Learning Pipeline Integration (#ISSUE-019)

Added

• Real Data Ingestion: Added a web-querying routine (fetch_real_data()) in backend/core/pipeline.py that queries 2 years of daily candles for BTC-USD from Yahoo Finance API (saving to backend/data/BTC-USD.csv) and queries real-time funding rates from the Binance USDS-M Futures REST API.
• Environment Dependency: Installed scikit-learn in the local Miniconda3 python environment using pip.
• Pipeline Model Training: Executed model training using standard Walk-Forward validation on actual daily closing prices. Trained 5 estimators (Random Forest, Gradient Boosting, Logistic Regression, SVM, MLP) across 3 horizons (T+1, T+5, T+10).
• Dynamic Ensemble Export: Exported real probabilities into public/data/ensemble_predictions.json with isShieldActive: false to allow the terminal's Walk-Forward Ensemble Radar to render live active signals.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified 100% clean type verification (npx tsc --noEmit returns exit code 0).

---

[2026-06-14] - Ticker Data Real-Time Alignment & ML Handbook Integration (#ISSUE-020)

Added

• Real-Time Price & Indicator Sync: Updated the GET handler in app/api/finance/route.ts to query live Binance futures funding rates in parallel for all crypto assets (BTC-USD, ETH-USD, SOL-USD) and extract tail rows of backend/data/BTC-USD.csv for the primary BTC-USD price source. Exposes complete indicators (fundingRate, openInterestChange, longShortRatio, etc.) in the JSON payload.
• Reactive UI Price Cards: Refactored CryptoDemo.tsx to hook all cards to a reactive coins state, executing a 15-second background update cycle fetching live prices, 24h percentage deltas, and indicators.
• Dynamic Liquidation Sizing: Configured dynamic scaling of liquidation limits (liqLong, liqShort) relative to real-time prices to ensure consistent risk boundaries in the UI.
• Ensemble Estimator Specifications: Injected a new "G. Ensemble Estimator Specifications" section into CryptoMathModal.tsx documenting the mathematical foundations (RF bagging, XGBoost gradient minimization, ElasticNet regularization, SVM RBF kernels, MLP hidden layers).
• Modal Viewport Clipping Fixes: Applied items-start, overflow-y-auto and my-auto max-h-full to both CryptoMathModal.tsx and CryptoBlueprintModal.tsx to prevent clipping and enable scrolling.
• Active Learning Feedback Loop Expansion: Expanded the table layout and storage state in CryptoDemo.tsx to snapshot the full 15-probability matrix layout. Displayed three separate columns for T+1, T+5, and T+10 consensus forecasts with individual model probability paths.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified 100% clean type verification (npx tsc --noEmit returns exit code 0).

---

[2026-06-14] - Live Time-Lock Resolution, Ensemble Map Fix & Multi-Asset Logging (#ISSUE-021)

Added

• Real-Time Calendar Locks: Purged the developer mock test clocks inside CryptoDemo.tsx verification loop. Configured un-compromised calendar-day timestamp targets: T+1 resolves after 24 hours, T+5 after 5 calendar days, and T+10 after 10 calendar days.
• Ensemble Mapping Correction: Fixed the prediction probability mapping by refactoring getPredictionProb to accept and evaluate the specific ticker context parameter. This completely resolved the SVM mirroring anomaly and accurately calculates consensus averages from the correct asset data.
• Multi-Asset Logging & Filtering: Exchanged the single-asset BTC log for a dynamic multi-asset log. Added a sleek, glassmorphic asset filter tab-bar containing [ BTC ], [ ETH ], and [ SOL ] buttons right above the feedback loop table, filtering logs dynamically per active asset. Logs preserve respective entry price snapshots and 15-probability matrices in localStorage.

[2026-06-14] - Active-Log Multi-Asset Ticker Hotfix (#ISSUE-021-HOTFIX)

Modified

• Active Learning Feedback Loop Logging Context: Refactored handleLogManualForecast inside CryptoDemo.tsx to dynamically query and snapshot ticker data (symbol, real-time price, and full 15-cell ML matrix) from the active feedback tab filter (feedbackFilterAsset) instead of the top-level coin select (activeCoin). Updated the logged success feedback banner dynamically as well.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified 100% clean type verification (npx tsc --noEmit returns exit code 0).

---

[2026-06-14] - Isolated Crypto Basis Arbitrage Bot Integration (#ISSUE-022)

Added

• Perpetual Futures Query Integration: Implemented fetchBinanceFuturesArbitrageData in /api/finance/route.ts that queries GET /fapi/v1/premiumIndex on Binance USDS-M Futures in parallel with Spot Price fetching.
• Basis Spread & APY Calculations: Server-side mathematical computation of the absolute basis spread ((\text{Spread} = \text{Price}{\text{Futures}} - \text{Price}{\text{Spot}})) and theoretical compounding 8-hour APY ((\text{APY} = (1 + F_{\text{8h}})^{1095} - 1)).
• Glassmorphic Basis Arbitrage Matrix View: Integrated an isolated sub-tab interface in CryptoDemo.tsx mapping BTC, ETH, and SOL spot vs futures price, raw spread, 8h funding rate, and compounding APY. Bound to an isolated basisData state hook loaded on a 15-second background polling cycle.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified 100% clean type verification (npx tsc --noEmit returns exit code 0).

---

[2026-06-14] - Isolated PEAD Fundamental Momentum Screener Integration (#ISSUE-023)

Added

• Earnings Surprise Parsing & Parsing Fallbacks: Implemented fetchFmpEarningsSurprise in /api/scanner/route.ts to query quarterly EPS surprises. Implemented getSimulatedPEAD to deterministically simulate PEAD variables offline, preserving the 2026-06-14 date-lock.
• SUE Momentum calculations: Computes Earnings Surprise percent (using the consensus EPS expectation difference) and tracks days elapsed since announcement. Assigns "Active Drift" status if surprise absolute value exceeds 4.5% and time elapsed is under 45 days.
• PEAD Drift Radar Workstation Grid: Embedded a sub-tab layout in ScannerDemo.tsx housing the high-density glassmorphic "🚀 PEAD Drift Radar" table, mapping ticker/name, sector, release date, reported vs consensus EPS, surprise %, and drift momentum status. Bound to an isolated peadData react state hook.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified 100% clean type verification (npx tsc --noEmit returns exit code 0).

---

[2026-06-14] - PEAD Fallback Transparency Warning Graphic (#ISSUE-023-WARN)

Added

• Transparency Flag Ingestion: Refactored fetchFmpEarningsSurprise and getSimulatedPEAD in /api/scanner/route.ts to return isLiveApi: true upon successful live API queries and isLiveApi: false on failure or simulated fallbacks.
• Dynamic Warning Badges: Declared a state hook isLivePeadApi in ScannerDemo.tsx and bound it to scan responses in handleMarketScan. Renders green "🟢 LIVE EPS FEED" and amber "⚠️ ARCHIV-DATEN (API OFFLINE)" status badges adjacent to the PEAD Drift Radar header title depending on the scan api status.

Active Bugs / Compile Status

• Active Bugs: None.
• Type Checker Status: Verified 100% clean type verification (npx tsc --noEmit returns exit code 0).