404 lines
37 KiB
Markdown
404 lines
37 KiB
Markdown
# Chronological Development Log (`DEV_LOG.md`)
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This document tracks all modifications, npm packages, active compilation states, and testing notes chronologically.
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---
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## [2026-06-12] - Phase 4.7 Deployment & Behavioral Rule Lock
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### Added
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* **`QUANT_ROADMAP.md`**: Created the centralized quantitative architecture blueprint tracking our 6-level cockpit data matrix and individual asset scoring metrics.
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* **`AGENTS.md`**: Rewrote the central behavioral framework containing nextjs agent rules, tech stack constraints, blind environment rules, and `/devchain` session protocols.
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* **`DEV_LOG.md`**: Initialized this log to keep track of development history.
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* **`ARCHITECT_HANDOVER.md`**: Initialized the architect handover documentation.
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* **AI Special Silo Backend Route**: Deployed [/api/tech/ai/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/api/tech/ai/route.ts) with a 60-minute cache and calculations for the Monetization Gap, Nvidia SC Velocity Index, and Tech Infrastructure Leverage.
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* **AI Special Silo UI Workstation**: Deployed [AiSpecialSilo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/tech/AiSpecialSilo.tsx) featuring a glassmorphic analytics viewer, dynamic Recharts sparklines, and status indicators.
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* **AI Special Silo English Handbook**: Deployed [TechMathModal.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/tech/TechMathModal.tsx) displaying extensive documentation and BlockMath LaTeX equations.
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### Modified
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* **`app/page.tsx`**: Integrated the `[⚡ AI Special Silo]` tab inside the main workstation navigation headers.
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### Dependencies Verified
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* `next` (v16.2.7)
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* `react` (v19.2.4)
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* `recharts` (v3.8.1)
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* `react-katex` (v3.1.0)
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* `katex` (v0.17.0)
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* `lucide-react` (v1.17.0)
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* `zustand` (v5.0.14)
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---
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## [2026-06-12] - Phase 2.0 Overreaction Scanner Overhaul (#ISSUE-008)
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### Added
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* **Anomalies-Scanner API Overhaul**: Implemented strict `force-dynamic` settings on [/api/scanner/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/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.
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* **Interactive Diagnostic Drawers**: Added expandable sub-rows inside [ScannerDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/scanner/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.
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* **Rebound Probability Math**: Incorporated real-time rebound probability calculations utilizing GJR-GARCH outlier scores and catalyst stress damping coefficients.
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### Modified
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* **`QUANT_ROADMAP.md`**: Updated Section 1 and added Section 4.IV documenting the Rebound Probability Score model equations in BlockMath LaTeX.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified clean compilation (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-12] - Offline-First Architectural Shield (`DEV_MODE`) (#ISSUE-009)
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### Added
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* **API Outbound Interception Layer**: Configured [/api/scanner/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/api/scanner/route.ts) and [/api/tech/ai/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/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`.
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* **Visual Status Badges**: Mounted highly polished, glassmorphic "API Layer Status" badges inside [ScannerDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/scanner/ScannerDemo.tsx) and [AiSpecialSilo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/tech/AiSpecialSilo.tsx) upper control bars, displaying "🟡 DEV-ARCHIV AKTIV (0 CALLS)" if the shield is active, and "🟢 LIVE-API ENDPUNKT (FMP CORPO)" if inactive.
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* **Environment Perimeter Lock**: Appended `DEV_MODE=true` inside [.env](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/.env) to lock the local sandbox securely into a zero-cost offline state.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified clean compilation (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-12] - Phase 3.0 Whale Satellite-Screener (#ISSUE-010)
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### Added
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* **Whale Screener API Endpoint**: Created [/api/whale/screener/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/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.
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* **Whale Screener UI Tab**: Deployed [WhaleScreener.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/whale/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.
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* **Whale Handbook Modal**: Deployed [WhaleMathModal.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/whale/WhaleMathModal.tsx) displaying full-screen explanations of the 45-day reporting lag and VoC equations in block LaTeX.
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### Modified
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* **`app/page.tsx`**: Integrated the `[🐋 Whale Screener]` tab in the headers and switcher block.
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* **`QUANT_ROADMAP.md`**: Updated Section 1 and Section 3 to document the Whale Screener milestone.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified clean compilation (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-12] - Smart-Money Refactoring, Visual Consolidation & Security Shield (#ISSUE-011)
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### Added
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* **Insider API Outbound Interception Layer**: Configured [/api/insider/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/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`.
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* **Insider UI Workstation badge**: Upgraded [InsiderDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/insider/InsiderDemo.tsx) to read the shield state and render the glowing amber status badge `🟡 DEV-ARCHIV AKTIV (0 CALLS)` when active.
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### Modified
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* **`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.
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* **`QUANT_ROADMAP.md`**: Updated Section 1 and Section 3 to document the Smart Money visual consolidation.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified clean compilation (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-13] - Sloan Ratio Accrual Radar (Phase 4.9 / Ebene 4) (#ISSUE-012)
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### Added
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* **Sloan Accrual Radar Solver**: Implemented the Richard Sloan Accrual formula `Accruals = NetIncome - (CFO + CFI)` and `SloanRatio = Accruals / TotalAssets * 100` on the server-side.
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* **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`.
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* **Sloan UI Integration (Module 6)**: Mounted the "Sloan Earnings Quality" metric card at the top of [AiSpecialSilo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/tech/AiSpecialSilo.tsx) and added a dedicated detailed ledger panel for all active tickers.
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* **Sloan UI Integration (Module 2)**: Updated the Search Mask in [ScannerDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/scanner/ScannerDemo.tsx) to output the current Sloan Ratio and a green/rose indicator badge alongside the GJR-GARCH forecast.
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* **Math Handbook details**: Expanded [TechMathModal.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/tech/TechMathModal.tsx) to explain the Sloan Accounting Anomaly with block LaTeX equations.
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### Modified
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* **`QUANT_ROADMAP.md`**: Updated Section 4.I detailing the Sloan Ratio mathematical formulations and regime classifications.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified clean compilation (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-13] - Crypto Bayes Mathematical Refactoring (#ISSUE-013)
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### Added
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* **Mathematical Specifications & Integration Proof**: Expanded [CryptoMathModal.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/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.
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* **UI Status Badge**: Mounted a static glowing amber status badge `🟡 SYSTEM-AUTARK (OFFLINE-CORE)` in the header of [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/CryptoDemo.tsx) to confirm the module runs 100% locally with zero external API calls.
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### Modified
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* **KaTeX Escaping Repairs**: Fixed string escaping anomalies by double-escaping LaTeX backslashes across [CryptoMathModal.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/CryptoMathModal.tsx) to eliminate runtime KaTeX rendering corruption.
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* **`QUANT_ROADMAP.md`**: Synchronized quantitative system specifications under Section 4.V.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified clean compilation (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-13] - System-Wide Handbook Sweep, English Consolidation & Crypto State Persistence (#ISSUE-014)
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### Added
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* **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.
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* **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.
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### Modified
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* **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.
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* **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`).
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* **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.
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* **`QUANT_ROADMAP.md`**: Updated Section 1 and Section 4.VI detailing the Sandbox Portfolio and Kelly sizing formulations.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified clean compilation (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-13] - Multi-Model Ensemble & Walk-Forward Radar (#ISSUE-015)
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### Added
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* **Stationary Preprocessing & Training Pipeline (Python)**: Created [backend/core/pipeline.py](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/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`.
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* **Ensemble API Route**: Deployed [/api/crypto/ensemble/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/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.
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* **Walk-Forward Ensemble Radar Grid**: Refactored [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/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`.
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* **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.
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### Modified
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* **`QUANT_ROADMAP.md`**: Appended Section IV.V.5 detailing Walk-Forward Validation, Horizon Cutoffs, ML fleet, and multi-tracker conjugate updating.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified clean compilation (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-13] - Launch Native KaTeX Rig & Comprehensive Dual-Handbook Architecture (#ISSUE-016)
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### Added
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* **8 new Operational Blueprint Modals**: Authored and mounted operational guide modals explaining user interface interactions, mock data updates, and loop logics for:
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* `CryptoBlueprintModal.tsx` (Crypto Bayes expected values e.g. "62/14" and "E: 85.5%")
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* `ScannerBlueprintModal.tsx` (Anomalies Scanner search masks)
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* `SandboxBlueprintModal.tsx` (Portfolio Sandbox transaction ledger)
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* `WhaleBlueprintModal.tsx` (Whale Satellites 13F lag warnings)
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* `InsiderBlueprintModal.tsx` (Insider Activity Form 4 codes)
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* `MacroBlueprintModal.tsx` (Macro FRED indicators and credit metrics)
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* `EconometricsBlueprintModal.tsx` (Event studies estimation parameters)
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* `TechBlueprintModal.tsx` (Tech CapEx monitor Sloan quality filters)
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### Modified
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* **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`.
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* **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.
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* **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.
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* **`QUANT_ROADMAP.md`**: Updated the Milestones log to document Phase 5.0.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean compilation (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-14] - Master-Pattern KaTeX Fix & Deep Blueprint Injection (#ISSUE-017)
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### Added
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* **Detailed Mathematics in Operational Blueprints**: Expanded and injected formal quantitative formulas, parameter definitions, and estimation window thresholds inside:
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* `components/modules/scanner/ScannerBlueprintModal.tsx` (Welles Wilder RSI-14 EMA smoothing, 52-Week Drop thresholds, and FMP Valuation Overlay to Forward P/E transitions).
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* `components/modules/events/EconometricsBlueprintModal.tsx` (Event Studies layout, 120-day Estimation Window, 10-day Gap Isolation Shield, and Cumulative Abnormal Returns CAR aggregation formulas).
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* `components/modules/tech/TechBlueprintModal.tsx` (AI CapEx cycle parameters, SEC 10-Q filing parsers, Monetization Gap, and Supply-Chain Velocity Index formulas).
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### Modified
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* **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.
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* **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.
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* **`QUANT_ROADMAP.md`**: Updated Section 1 and registered Phase 5.5.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-14] - Insider CSS Viewport Refactoring (#ISSUE-018)
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### Modified
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* **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.
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* **Escape Key & Close Triggers**: Verified that both Escape key events and floating "X" close buttons remain fully functional and reachable across all screen dimensions.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-14] - Live Python Machine Learning Pipeline Integration (#ISSUE-019)
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### Added
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* **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.
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* **Environment Dependency**: Installed `scikit-learn` in the local `Miniconda3` python environment using pip.
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* **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).
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* **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.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-14] - Ticker Data Real-Time Alignment & ML Handbook Integration (#ISSUE-020)
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### Added
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* **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.
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* **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.
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* **Dynamic Liquidation Sizing**: Configured dynamic scaling of liquidation limits (`liqLong`, `liqShort`) relative to real-time prices to ensure consistent risk boundaries in the UI.
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* **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).
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* **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.
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* **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.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-14] - Live Time-Lock Resolution, Ensemble Map Fix & Multi-Asset Logging (#ISSUE-021)
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### Added
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* **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.
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* **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.
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* **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`.
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## [2026-06-14] - Active-Log Multi-Asset Ticker Hotfix (#ISSUE-021-HOTFIX)
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### Modified
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* **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.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-14] - Isolated Crypto Basis Arbitrage Bot Integration (#ISSUE-022)
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### Added
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* **Perpetual Futures Query Integration**: Implemented `fetchBinanceFuturesArbitrageData` in [/api/finance/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/api/finance/route.ts) that queries `GET /fapi/v1/premiumIndex` on Binance USDS-M Futures in parallel with Spot Price fetching.
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* **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 (\(\text{APY} = (1 + F_{\text{8h}})^{1095} - 1\)).
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* **Glassmorphic Basis Arbitrage Matrix View**: Integrated an isolated sub-tab interface in [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/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.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-14] - Isolated PEAD Fundamental Momentum Screener Integration (#ISSUE-023)
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### Added
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* **Earnings Surprise Parsing & Parsing Fallbacks**: Implemented `fetchFmpEarningsSurprise` in [/api/scanner/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/api/scanner/route.ts) to query quarterly EPS surprises. Implemented `getSimulatedPEAD` to deterministically simulate PEAD variables offline, preserving the `2026-06-14` date-lock.
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* **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.
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* **PEAD Drift Radar Workstation Grid**: Embedded a sub-tab layout in [ScannerDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/scanner/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.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-14] - PEAD Fallback Transparency Warning Graphic (#ISSUE-023-WARN)
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### Added
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* **Transparency Flag Ingestion**: Refactored `fetchFmpEarningsSurprise` and `getSimulatedPEAD` in [/api/scanner/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/api/scanner/route.ts) to return `isLiveApi: true` upon successful live API queries and `isLiveApi: false` on failure or simulated fallbacks.
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* **Dynamic Warning Badges**: Declared a state hook `isLivePeadApi` in [ScannerDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/scanner/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.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-17] - Radical UI Re-Layout, Time-Conversion & Logical Accuracy Overhaul (#ISSUE-024-OVERHAUL)
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### Added
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* **Full-Width Layout Expansion**: Destroyed the cramped dual-column split inside [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/CryptoDemo.tsx). Removed the adjacent "ECONOMETRIC FEEDBACK LOOP SPEC" text box and restructured both the "Active Learning Feedback Loop" and the "Walk-Forward Ensemble Radar / Basis Arbitrage Matrix" into centered, full-width containers spanning 100% screen width.
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* **Time Countdown Conversion Helper**: Implemented a `formatRemainingTime` utility function that automatically parses raw countdown seconds into localized human-readable time strings (e.g., "Verbleibend: 1 Tag, 19 Std").
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* **Interactive Calibration Explanation**: Mounted an informational toggle in the Walk-Forward Radar header exposing detailed math calibration definitions for the Hit Ratio Counter and Bayesian Confidence variables.
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* **Accordion Row Toggle Matrix**: Refactored the Active Learning Feedback Loop table with a dedicated "Log Date/Time" column and replaced the aggregate accuracy indicator with three independent columns (`T+1 Acc`, `T+5 Acc`, `T+10 Acc`). Embedded a `React.Fragment` row toggle showing an expandable grid of all 5 models' directional probabilities and success/failure green checkmarks or red crosses.
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* **MLP Backlog Deck Comment**: Ingested warning comments block `# R&D BACKLOG: MLP OVERFITTING DECK` above MLPClassifier instantiation in [pipeline.py](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/backend/core/pipeline.py).
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-17] - Master Reset: Layout, Performance Stats & Quant ML Integration (#MASTER-RESET-024)
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### Added
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* **Global Performance Metrics Panel (#ISSUE-024-STATS)**: Mounted a glassmorphic performance dashboard tab underneath the Active Learning Feedback Loop table in [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/CryptoDemo.tsx). Implemented mathematical hooks parsing the historical `forecasts` log array to compute Section A (Horizon Efficiency: cumulative successes and rates for T+1, T+5, and T+10 with NaN% division guards) and Section B (Estimator Hit Distribution: 5-row fractional matrix isolating individual predictive hits and accuracy rates).
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* **Intermarket & Sentiment Features (#ISSUE-025-CORE)**: Added daily data ingestion routines in [pipeline.py](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/backend/core/pipeline.py) fetching Nasdaq Composite (`^IXIC`), Gold Spot (`GC=F`), VIX (`^VIX`), and Crypto Fear & Greed Index (from Alternative.me REST API, normalized to 0-100). Implemented stationary log return preprocessing and structured alignment using `ffill()` and `bfill()` to resolve weekend data gaps.
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* **Feature Selection Routing Gateway (#ISSUE-025-CORE)**: Appended a `SelectFromModel` Random Forest selector block in [pipeline.py](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/backend/core/pipeline.py) that extracts top-performing features based on importance thresholds before feeding data to the non-linear SVM and MLP models, shielding them from intermarket noise.
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* **Type Safety Enforcement**: Resolved LaTeX unescaped syntax compilation deadlocks in [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/CryptoDemo.tsx) and verified a 100% clean build.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-17] - Quantitative Hotfix: strict calendar time-locks, local row hiding, Hit Ratio Counter correction, and LaTeX repairs (#ISSUE-024-HOTFIX-2)
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### Fixed
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* **Strict Calendar Time-Locks**: Refactored the resolution state-machine evaluation inside [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/CryptoDemo.tsx) to enforce an ironclad calendar-day delta check against the fixed system date (`2026-06-17`). If the delta between the system date and the forecast log timestamp is less than the horizon lock (1 day for T1, 5 days for T5, 10 days for T10), cells strictly remain in a `PENDING` state showing the human-readable countdown. No look-ahead resolution is allowed.
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* **Row Expulsion (Local hiding)**: Added a sleek, high-contrast "Hide Row" action icon (EyeOff) at the right-hand boundary of the table row. Clicking it updates the forecast's `isHidden` state locally to immediately filter it out from the active rendering loop. Row data remains fully intact in LocalStorage to prevent corruption of the "Global Performance Metrics" aggregation calculations.
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* **Hit Ratio Counter Fraction Inversion**: Corrected the string formatting logic in the estimator hit ratio cells to output: `Hit Ratio Counter: {tracker.alpha} True / {tracker.alpha + tracker.beta} Total`.
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* **LaTeX Syntax & String Escaping**: Repaired JSX syntax compilation errors in [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/CryptoDemo.tsx) and correctly wrapped/escaped LaTeX math formulas using standard KaTeX rendering.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-17] - KaTeX Rendering & Escape Character Repair (#LATEX-FINAL-FIX)
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### Fixed
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* **LaTeX Syntax Formatting**: Resolved LaTeX rendering corruption in the "Explain Calibration" dropdown container and the "Mathematical Formulation Accordion" inside [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/CryptoDemo.tsx) by replacing double-escaped backslashes with single backslashes in raw strings, ensuring proper compilation and correct mathematical representation.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-17] - Two-Stage Engine Framework & KaTeX UI Fix (#ISSUE-026-REGIME-CORE)
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### Added
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* **Two-Stage Engine Backend Blueprint**: Seeded structural modules in [pipeline.py](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/backend/core/pipeline.py) for the upcoming Two-Stage ML pipeline:
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* **Fixed-Width Fractional Differentiation (FFD)**: Implemented weight computation and FFD application function stubs with fixed window size constraints to ensure feature stationarity while retaining memory bounds.
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* **Unsupervised Regime Classification**: Defined a `KlaassenMSGJRGARCH` class simulating a 3-state transition model (Low, Normal, High/Crisis Volatility regimes) via path consolidation.
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* **Covariate Shift Handler**: Added a `ULSIFDensityRatioEstimator` class implementing regularized Unconstrained Least-Squares Importance Fitting with Gaussian kernels to calculate density ratios between training and test sets.
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* **Pipeline Integration Placeholders**: Inserted regime classifier and uLSIF density ratio calculator checkpoints into the pipeline training and transformation routines.
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### Fixed
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* **KaTeX Double-Escaping**: Double-escaped backslashes and wrapped math strings inside JSX braces `{""}` inside the "Explain Calibration" dropdown container in [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/CryptoDemo.tsx) to ensure rendering consistency.
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### Active Bugs / Compile Status
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* **Active Bugs**: None.
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* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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---
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## [2026-06-17] - Alpha Unit Activation & Pure Quantum Fusion (#SYS-DEPLOY-001)
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### Added
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* **Microstructure & On-Chain Ingestion Engine**: Constructed [etl.py](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/backend/core/etl.py) extracting:
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* **On-Chain Layer**: Reconstructs UTXO sets. Computes Young-to-Old Supply Velocity ($V_{\text{supply}}$) and Adjusted SOPR (aSOPR), tracking STH/LTH-SOPR at the 155-day boundary.
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* **Perpetual Derivatives WebSockets**: Computes Open Interest-to-Market Cap Ratio ($\Theta_t$), Implied Liquidation Distance ($D_{\text{liq}}$) using Gaussian smoothing kernels, and Rolling Z-score of compounded 8h funding rates ($Z_F$).
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* **Microstructure Pipeline**: Splits Cumulative Volume Delta (CVD) into institutional vs. retail cohorts to evaluate Divergence ($Div_{\text{CVD}}$), and estimates rolling Kyle's Lambda ($\lambda_{\text{Kyle}}$) price impact.
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* **Stationarity & Memory Transformation**: Applied Dickey-Fuller (ADF) optimal $d^*$ search (target p-value < 0.01) for Fixed-Width Fractional Differentiation (FFD) and causal Rolling Median Absolute Deviation (MAD) scaling in [pipeline.py](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/backend/core/pipeline.py).
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* **Markov-Switching GJR-GARCH Volatility Regime Router**: Integrated Student-t innovations MS-GJR-GARCH regime gated matrices routing microstructure features during Calm states, and prioritizing On-Chain/Derivatives features during Turbulent states.
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* **PIMP & Boruta Pruning Filters**: Implemented Permutation Feature Importance (PFI) vs. randomized null distributions ($M=50$ target permutations, significance $p < 0.05$) and Boruta shadow feature pruning.
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* **Two-Stage Selective Inference ML Engine**: Standardized XGBoost/RF directional classifiers (Stage 1) gated by secondary correctness Reliability Meta-Learners (Stage 2) with strict execution confidence thresholds ($\theta_{\text{conf}} = 0.55$) triggering Zero-Exposure states (`0.5` probabilities) upon failure.
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### Fixed
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* **Visual Calibration Math**: Verified JSX braces wrapping and double-escaped backslashes render beautifully in `CryptoDemo.tsx` calibration dropdown.
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### Active Bugs / Compile Status
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|
* **Active Bugs**: None.
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|
* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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