104 lines
4.9 KiB
JSON
104 lines
4.9 KiB
JSON
{
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"session_info": {
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"date": "2025-07-17",
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"session_type": "Debug and Fix Session",
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"focus": "Enhanced Emotional Damage Strategy - Critical Bug Fixes",
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"status": "Partially Complete - Network Issues",
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"duration": "Extended debugging session",
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"context": "Continuation from previous emotional-damage strategy implementation"
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},
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"conversation_summary": {
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"initial_context": "User switched from Windows to Linux to avoid permission issues and token waste",
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"main_issues_found": [
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"Critical compounding error in gradual transition algorithm causing 1291 billion portfolio spike",
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"QQQ and SPY using identical data source (both using spy_close)",
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"Missing third line in charts due to data overlap",
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"Visualization scale issues masking actual performance differences"
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],
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"user_requests": [
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"Investigate portfolio value spike around 2010",
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"Fix all data and visualization issues",
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"Download real QQQ data instead of synthetic",
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"Regenerate corrected PDF report"
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]
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},
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"technical_findings": {
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"critical_bug_identified": {
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"issue": "Gradual transition algorithm creating money instead of reallocating",
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"location": "backtest_emotional_damage_enhanced_v2.py lines 233-234",
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"problem_code": "total_value = self.calculate_portfolio_value(date); target_qqq_value = total_value * step_size",
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"impact": "Portfolio value grew from 167M to 1291B (impossible 129M% return)",
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"fix_implemented": "Created start_transition() method to fix allocation at beginning of transition"
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},
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"data_source_issues": {
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"qqq_spy_identical": "Both QQQ and SPY benchmarks using fear_greed_data.spy_close",
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"database_structure": "No dedicated QQQ table found, only qqq_constituents",
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"spy_data_source": "Real SPY data downloaded via yfinance in create_fear_greed_index.py",
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"network_limitation": "Yahoo Finance rate limiting preventing QQQ download"
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},
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"visualization_problems": {
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"missing_lines": "Three lines exist but QQQ/SPY completely overlap",
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"scale_issues": "Return differences appear exaggerated in charts",
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"data_accuracy": "Strategy using SPY prices for QQQ trades (unrealistic)"
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}
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},
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"fixes_implemented": {
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"gradual_transition_fix": {
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"new_methods": [
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"start_transition(date, target_type, stocks) - Calculate total transferable funds",
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"Updated gradual_transition() - Use fixed allocation per step"
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],
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"state_management": "Added transition_plan and transition_cash_pool tracking",
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"result": "Portfolio returns now realistic 516.8% over 17 years (~11% annual)"
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},
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"algorithm_improvements": [
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"Fixed compounding error eliminating impossible returns",
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"Proper cash flow management during transitions",
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"Maintained all three enhancement features: gradual transitions, technical indicators, stop-loss"
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]
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},
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"remaining_issues": {
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"data_download": "QQQ historical data download blocked by rate limiting",
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"spy_qqq_overlap": "Charts still show only 2 lines due to identical data",
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"network_dependency": "Need to retry QQQ download when rate limit resets"
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},
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"files_modified": {
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"strategy_file": "strategy/emotional-damage/backtest_emotional_damage_enhanced_v2.py",
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"report_generator": "strategy/emotional-damage/generate_enhanced_pdf_report.py",
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"new_pdf_report": "enhanced_emotional_damage_strategy_report_20250717_222606.pdf",
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"download_script": "download_qqq_data.py (created but blocked by rate limiting)"
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},
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"performance_comparison": {
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"before_fix": {
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"portfolio_value": "1,291,000,000,000 (impossible)",
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"total_return": "129,000,000% (impossible)",
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"max_trades": "100 trades with massive value growth"
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},
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"after_fix": {
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"portfolio_value": "1,233,648 (realistic)",
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"total_return": "516.8% over 17 years",
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"annual_return": "~11% (reasonable)",
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"max_trades": "4 trades (simpler strategy behavior)"
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}
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},
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"next_steps": {
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"immediate": [
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"Wait for Yahoo Finance rate limit reset (tomorrow)",
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"Download real QQQ historical data",
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"Update database with separate QQQ table",
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"Fix report generation to use distinct QQQ vs SPY data"
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],
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"verification": [
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"Confirm QQQ vs SPY show different performance curves",
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"Verify all three strategy lines appear distinctly in charts",
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"Validate return calculations match real market performance",
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"Generate final corrected PDF report"
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]
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},
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"lessons_learned": {
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"algorithm_design": "Gradual transitions must redistribute existing funds, not create new capital",
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"data_integrity": "ETF data should be downloaded directly, not synthesized from components",
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"debugging_approach": "Impossible returns are immediate red flags requiring algorithm review",
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"testing_importance": "Sanity check all financial calculations against realistic bounds"
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}
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} |