OpenSquared 96327bec8f fix: weekend-aware cycle — IVGate, pandas MultiIndex, ticker aliases, day/session in AI prompt ...

- auto_cycle.py: detect weekend/market session, build cycle_meta with day_of_week/is_weekend/market_note;
  IVGate skips iv_rank>=99 on weekends to avoid artificial weekend option premium cascade;
  inject portfolio context (open trades + price moves + concentration) before AI scoring;
  pass portfolio_context_block + run_id to both AI scorer and suggester
- ai_analyzer.py: _build_temporal_news_block injects market session banner (WEEKEND warning,
  pre/after-market note, or open session label) so AI knows markets are closed and defers execution to Monday
- iv_engine.py: add WHEAT/EUR/USD ticker aliases; skip saving IV snapshots on weekends to protect history;
  resolve aliases before slash-format conversion in _resolve_ticker
- technical_indicators.py: fix pandas MultiIndex from yfinance>=0.2 (droplevel+squeeze);
  use period proportional to lookback instead of fixed period=1d
- database.py: asset_class ticker-based fallback (_asset_class_from_ticker); one-time backfill migration
  for all NULL asset_class rows; ai_call_logs table + save/get helpers; normalize_ticker public function

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-21 19:38:08 +02:00

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