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Adds nine readers covering the sections of TradingView's symbol sidebar: key stats, technicals, forecast, financials, seasonals, news, options, ETF profile and bond info. These sections render to canvas, so the DOM holds only axis labels and no underlying values. Each reader instead issues TradingView's own data request from page context through the existing evaluateAsync bridge -- same origin, same session cookies, no new dependency. DOM scraping is kept only for the forecast consensus gauge, whose rating is encoded as a CSS needle angle that no endpoint returns. Two details worth noting: - The chart's display ticker is the feed venue (BATS:AMZN), which the data service answers with a bare null. Readers resolve symbolInfo().pro_name (NASDAQ:AMZN) instead, and say so in the error when a caller passes the wrong form. - Seasonality has no endpoint, so it is derived from monthly bars. That means briefly switching the chart to 1M and restoring the original resolution -- the same trade-off getQuote already makes for symbols. Instruments without a given section (an index has no income statement, a bond has no options) return an explicit error naming why, not an empty success. Refs tradesdontlie#379 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_0113pg14Qw5fjWUs8Vvsp7nJ
Exposes the core readers as data_get_key_stats, data_get_technicals, data_get_forecast, data_get_financials, data_get_seasonals, data_get_news, data_get_options, data_get_etf_profile and data_get_bond_info. Each defaults to the chart's current symbol and takes an optional exchange-qualified symbol so callers can read any other instrument without touching the chart. Refs tradesdontlie#379 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_0113pg14Qw5fjWUs8Vvsp7nJ
Keeps MCP and CLI at parity: key-stats, technicals, forecast, financials, seasonals, news, options, etf and bond are all reachable as tv data subcommands, each taking the same optional symbol flag. Refs tradesdontlie#379 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_0113pg14Qw5fjWUs8Vvsp7nJ
Adds a decision-tree section for the symbol data panels, a tool reference table, and output-size estimates. Notes the two behaviours a caller needs to know about: listing-venue symbol resolution, and that seasonals is the one symbol-data tool that touches chart state. Refs tradesdontlie#379 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_0113pg14Qw5fjWUs8Vvsp7nJ
Adds options_get_chain: filters the confirmed-working TradingView options scanner columns (bid/ask/IV/bid-ask IV/Greeks) server-side in-browser before returning, so only matching contracts cross into MCP. Explicitly reports available_fields vs unavailable_fields (volume, open interest, last, bid/ask size, theoretical price, multiplier are not exposed by this endpoint) rather than inferring them. data_get_options is untouched. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_016AVZFFiiJ8tV2hsx89SqMt
Upgrades options_get_chain from /options/scan to /options/scan2, adding native theoretical_price, root, and currency fields (confirmed in Phase -1D discovery) and explicit field provenance in the response (native_fields/derived_fields/unavailable_fields, source_endpoint, retrieved_at_utc — documented as request time, not an exchange quote timestamp). Adds a MISSING_THEORETICAL_PRICE quality flag that never marks a contract untradeable. Extracts the pure input-validation and per-contract derivation/quality-flag logic into standalone functions and adds 37 deterministic, network-free unit tests for them. Includes a design-only note for a future options_get_live_stats enrichment, not implemented. data_get_options is untouched. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_016AVZFFiiJ8tV2hsx89SqMt
Adds a pure, TradingView-independent domain layer under src/core/options/ (strategyTypes, executionModel, strategyEconomics, strategyCandidates) that turns a normalized option-chain snapshot plus explicit user constraints into valid directional strategy candidates (LONG_CALL, LONG_PUT, BULL_CALL_SPREAD, BEAR_PUT_SPREAD, BUY_STOCK, NO_TRADE) with exact expiration economics and a deterministic payoff grid. No LLM, no UI, no ranking, no volume/OI dependency — max_loss is a hard gate, NO_TRADE is never filtered, and contract_multiplier=100 is explicitly marked as an assumption via contract_multiplier_source. Also extends options_get_chain with total_contracts_available, chain_completeness, and warnings so callers can detect when the scanner's 4000-row cap silently truncated a large chain (e.g. SPY) — data_get_options and options_get_chain's existing filter behavior are unchanged. 65 new deterministic, network-free tests (textbook fixtures + property/ invariant tests + candidate-generation tests) plus a live NVDA smoke test in both directions. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_016AVZFFiiJ8tV2hsx89SqMt
Adds LOCAL_GREEK_APPROXIMATION (src/core/options/optionRepricer.js): a local Taylor-style repricer anchored to TradingView's native theoretical_price, using delta/gamma/theta/vega under hypothetical spot/time/IV scenarios. Greek unit conventions were verified against live NVDA data via a Black-Scholes cross-check before implementation: theta is already daily $ decay (est. -0.1951 vs observed -0.1932) and vega is $ per 1 percentage point of IV (est. 0.2175 vs observed 0.2206) — documented in the module header. Falls back to exact EXPIRATION_INTRINSIC (not the approximation) once days_forward reaches days_to_expiry, and floors every estimate at intrinsic value and 0. Generates warnings (never silent confidence) for large spot moves, large IV changes, large time steps, and near-expiration scenarios. Adds strategy-level scenario repricing (strategyScenarios.js): reprices every leg of a Phase 0A candidate, reconciling exactly with Phase 0A's own expiration economics when days_forward == DTE (unit tested for LONG_CALL, LONG_PUT, BULL_CALL_SPREAD, BEAR_PUT_SPREAD). Fees are subtracted exactly once per strategy, never per leg. BUY_STOCK and NO_TRADE use their own direct formulas with no IV/theta dependency. Includes buildThreeScenarioSet and buildScenariosFromThesis as documented convenience helpers (not the only way to build scenarios). No ranking, no probability-of-profit, no AI — this phase only produces scenario outcomes. 68 new deterministic, network-free tests (textbook fixtures, expiry-fallback reconciliation, invariants, and a stress test asserting warning behavior under extreme moves) plus a live NVDA scenario smoke test in both directions. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_016AVZFFiiJ8tV2hsx89SqMt
Adds RANKING_MODEL_V1 (src/core/options/strategyRanking.js): a versioned, absolute (non-percentile) heuristic score built from five weighted components (base case 35%, downside preservation 25%, upside participation 20%, breakeven alignment 15%, execution quality 5%), explicitly labeled as comparative, not a probability or expected return. Score and confidence are kept strictly separate per design: confidence (scenario-model warnings, execution/data quality, chain completeness) never adjusts score. A candidate can be score=90/confidence=LOW and both values are reported unmodified. consideration_eligible requires both a score and a confidence threshold to pass — named explicitly to avoid implying a recommendation. NO_TRADE remains a fixed baseline (score=null, always eligible). BUY_STOCK participates in real scoring as an UNDERLYING_BASELINE. Optional min_capped_reward_risk hard gate (disabled by default) can exclude thin spreads outright rather than merely scoring them low. 39 new deterministic, network-free tests including the exact "bad spread" fixture (risk $465/max profit $35) verified to score below a superior spread and never rank first, plus a live NVDA test confirming the key safety property: LARGE_TIME_STEP/NEAR_EXPIRATION warnings correctly suppress consideration_eligible via LOW confidence even for mathematically attractive-looking reward:risk candidates. No AI, no ranking-by-probability, no UI. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_016AVZFFiiJ8tV2hsx89SqMt
Adds options_analyze_directional, a single read-only MCP tool that orchestrates the existing deterministic pipeline (options_get_chain -> strategyCandidates -> strategyScenarios -> strategyRanking) into one structured analysis packet. Contains no AI/LLM logic and generates no narrative — the packet is designed to be explained by a downstream client without recalculating anything itself. base_target_price is a required, explicit user input — never inferred from spot, analyst targets, or technicals. Downside/upside scenario prices default to a documented deterministic helper formula (scenario_source: DETERMINISTIC_HELPER) when not explicitly supplied. IV shocks default to 0 with an IV_SCENARIO_NOT_SPECIFIED warning rather than silently assuming an earnings-style vol move. Thesis direction is validated against current spot (TARGET_DIRECTION_MISMATCH) before any chain request is made. The packet includes per-leg bid/ask/Greeks (no recalculation needed), a field_provenance map (MARKET_NATIVE/MARKET_DERIVED/ENGINE_CALCULATED/ USER_INPUT/DETERMINISTIC_ASSUMPTION), an ai_contract with explicit rules for a downstream explainer (never treat score as probability, never treat consideration_eligible as a recommendation, etc.), and a deterministic analysis_snapshot_id (sha256-based, not a random UUID) for traceability. src/core/options/directionalAnalysis.js supports dependency injection (mirroring the _deps pattern in chart.js) so its 18 orchestration tests run fully offline against fixture chain data; live NVDA orchestration was verified manually. All Phase -1/0A/0B/0C tests continue passing. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_016AVZFFiiJ8tV2hsx89SqMt
Codify the Phase 1B-validated explanation behavior as a permanent CLAUDE.md operating standard so the user no longer has to paste the long explanation prompt for every directional options request: tool selection policy, numeric/candidate discipline, score/confidence/ eligibility language rules, NO_TRADE/BUY_STOCK baseline handling, IV assumption disclosure, and the default Turkish explanation format. Also corrects volume/OI limitation wording (volume is technically obtainable via WebSocket but simply unused by this tool, not categorically unavailable from TradingView), sharpens the tool description to mark options_analyze_directional as the preferred high-level entry point, and adds a regression test confirming analysis_snapshot_id serializes as a string identifier (it already did, via sha256 hex digest) rather than a JS number. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UGqLhe2TW5yk4BKDFHqKb4
Add a pure, provider-independent option pricing benchmark under src/core/options/pricing/: a Black-Scholes-Merton EUROPEAN reference pricer (invariant-testing only) and a Cox-Ross-Rubinstein AMERICAN binomial pricer (CRR_AMERICAN_V1, continuous-dividend-yield V1, price only, no Greeks). Neither module is wired into options_analyze_directional, strategyScenarios.js, ranking, or confidence — LOCAL_GREEK_APPROXIMATION remains production. Validated via: numerical-safety sweeps, theoretical invariants (American >= intrinsic, American >= European, Merton's non-dividend boundary case, monotonicity in volatility, step-count convergence), early-exercise diagnostics, a convergence/throughput study (scripts/benchmark-crr-american.mjs), and read-only live calibration against TradingView's own theoretical_price for PANW (22 contracts, no dividend) and AAPL (10 contracts, dividend-yield approximation) via options_get_chain — findings, including a systematic put-side bias in the PANW sample, are reported as-is per docs/phase-2a-pricer- benchmark.md rather than tuned away. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UGqLhe2TW5yk4BKDFHqKb4
Read-only diagnostic: froze a 52-contract PANW snapshot and compared TradingView theoretical_price against BLACK_SCHOLES_REFERENCE, a diagnostic CRR-with-early-exercise-disabled variant, and CRR_AMERICAN_V1 on identical inputs, plus put-call parity, rate sensitivity, a best-common-rate grid fit, time-convention, spot-source, IV/theoPrice self-consistency, bid/ask sanity, and an AAPL cross-check. Key findings: the original early-exercise-premium hypothesis is rejected (wrong sign - CRR_American is systematically below, not above, TradingView's theo for puts); CRR's European mode converges to independent closed-form BSM to <$0.05 across the sample (no implementation bug); a best-fit flat rate cuts MAE 3-5x versus the Phase 2A Treasury-curve proxy but calls and puts fit different rates, pointing to a secondary un-modeled cost-of-carry factor. Root cause classified as multiple factors, dominated by a rate/carry convention mismatch. No independent third-party American pricing benchmark was available offline - stated rather than fabricated. No production code changed: crrAmerican.js is untouched, and nothing is wired into strategyScenarios.js, ranking, confidence, or options_analyze_directional. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UGqLhe2TW5yk4BKDFHqKb4
Phase 2B: a pure market-input layer under src/core/options/ marketInputs/ that separates the discount/funding rate from a diagnostic effective_carry_yield (deliberately not called dividend_yield or borrow fee - it's a combined, undecomposed market-implied carry estimate). Adds Treasury-bill coupon-equivalent and SOFR-overnight-anchor rate normalization to continuous compounding with provenance, deterministic matched call/put pair extraction with quality gates, a synthetic-forward/parity-implied carry estimator (always labeled as an American-parity approximation), a second CRR_AMERICAN_V1 joint-carry-fit estimator via bounded 1D search, a robust cross-strike median/MAD/IQR aggregator, and documented/tested carry-confidence and estimator-disagreement rules. 26 new tests. Also relaxes dividend_yield validation in blackScholes.js/ crrAmerican.js from non-negative to signed-finite, since Step 20 requires the pricer to accept a negative effective_carry_yield - existing non-negative dividend-yield callers are unaffected. Live calibration (PANW, AAPL, NVDA; scripts/phase2b-carry- calibration.mjs, docs/phase-2b-market-inputs-carry.md) found the spec's own 5% default spread threshold yields zero qualifying PANW pairs at real market spreads, and the calibration/holdout split correctly caught overfitting on tiny (1-pair) samples where a fitted carry was worse than q=0. Results are genuinely mixed - the call/put asymmetry improvement hypothesis held clearly only for the best-sampled symbol (NVDA). Verdict: promising but needs more calibration, not yet production-ready. No production integration: strategyScenarios.js, ranking, confidence, and options_analyze_directional are unchanged. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UGqLhe2TW5yk4BKDFHqKb4
Phase 2B.1: src/core/options/marketInputs/jointCarryRegression.js jointly infers a per-expiration option_implied_discount_rate and effective_carry_yield from multiple matched call/put strikes (never pooled across expirations), via weighted-OLS parity regression with one round of MAD-based outlier rejection, an American early-exercise correction (CRR_AMERICAN_V1 vs a local CRR-European variant) run as an iterative fixed point with explicit convergence reporting, broad diagnostic bounds with ESTIMATOR_BOUND_HIT flagging (never silent clamping), deterministic calibration/holdout splitting, term-structure discontinuity flagging, and a frozen Confidence V2 classification. 18 new tests, including the required synthetic recovery fixture (recovers true r=4%/q=1.5% to within 0.1bp from noiseless synthetic European pairs) and an American-correction-improves-recovery case. Live evaluation (PANW across 3 expiries, AAPL, NVDA; reusing the Phase 2B fixture plus one fresh same-day pull) found none of the pre-registered Step 15 production-readiness criteria were met by any symbol/expiry: PANW 48dte's joint-input holdout MAE was worse than the Treasury-rate/q=0 baseline, NVDA's call/put MAE ratio blew out to 4.61 on a bound-clamped fit, AAPL's improvement fell short of the 15% bar, and a second independent live snapshot could not be obtained this session (the market session had not advanced, so true snapshot-to-snapshot stability - Steps 11/12 - was untestable). Verdict: NOT RELIABLE for shadow-testing yet; recommend keeping Treasury-bill rate normalization but treating option-implied carry as a secondary diagnostic, not a primary production input, pending genuinely liquid names and multiple real market sessions. No production integration: strategyScenarios.js, ranking, confidence, and options_analyze_directional are unchanged. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UGqLhe2TW5yk4BKDFHqKb4
…CRR shadow scenario engine (Phase 2C) Adds a production-oriented (but not yet production-wired) external market input contract under src/core/options/marketInputs/: productionMarketInputs.js normalizes discount rate (reusing Phase 2B's validated Treasury-bill conversion), dividend input (5 documented modes, never silently converting unavailable to zero), and borrow input (never silently defaulting to 0); dividendProviders.js and borrowProviders.js implement the provider interfaces via dependency injection, with a TradingView key-stats dividend adapter and an IBKR-shaped borrow adapter interface that stores no credentials and is NOT_CONNECTED by default (no live securities-lending source exists in this environment). Adds a side-by-side CRR_AMERICAN_V1 shadow pricing pathway (pricing/crrShadowRepricer.js, marketInputs/crrShadowScenario.js) that mirrors optionRepricer.js/strategyScenarios.js's shapes and aggregation math exactly without modifying either file, so shadow-priced candidates feed directly into the unmodified rankStrategyCandidates for a "shadow ranking" comparison. Documents and tests the carry sign convention (dividend + borrow additive, same directional effect, verified rather than assumed). 30 new tests, including exact expiration reconciliation for all four required strategy types. Live read-only comparison (NVDA/AAPL/PANW, scripts/phase2c-crr-shadow- live.mjs) found: borrow data is unavailable in this environment, so every live market-input record capped at PARTIAL_EXTERNAL_INPUTS with LOW-MEDIUM confidence; model disagreement concentrates where LOCAL_GREEK_APPROXIMATION already carries a warning (9.6-16.8% mean vs 0.00% unwarned, thin sample); and shadow ranking shows real instability, especially NVDA (top-5 overlap only 1/5, one candidate moving 33 ranks). Verdict: promising but market inputs incomplete, not yet a production-migration candidate. No production pricing switch: strategyScenarios.js, strategyRanking.js, directionalAnalysis.js, and options_analyze_directional output semantics are all unchanged. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UGqLhe2TW5yk4BKDFHqKb4
Phase 2C.1: a read-only IBKR Client Portal Web API adapter under src/providers/ibkr/ (clientPortalClient.js: HTTP boundary using the current /iserver/marketdata/snapshot route, not the deprecated /md/regsnapshot; ibkrMarketInputsProvider.js: pure parsers for Fee Rate/Shortable/Dividends/market-data-availability fields plus connection-status probing, conid resolution, and bounded snapshot preflight retry). No credentials are stored; base URL is configurable via IBKR_API_BASE_URL (never hard-coded to port 5000); the adapter never throws on missing/unauthenticated connections, returning CONNECTED/AUTH_REQUIRED/UNAVAILABLE so pricing code can continue with explicit missing-borrow handling. Adds provider precedence (marketInputPrecedence.js: IBKR forward dividend -> TradingView trailing yield -> documented zero -> unavailable; IBKR Fee Rate -> unavailable, explicitly never Phase 2B/2B.1's option-implied carry) and a distinct shadow-only market-input confidence classification. 38 new tests, all against frozen fixtures/fakes - no live IBKR auth required. Live probing found no reachable IBKR Client Portal Gateway in this environment (connection refused on :5000 and :5001), so the graduated 5/15/30-day shadow re-validation (scripts/phase2c1-graduated-shadow- live.mjs) ran with IBKR inputs UNAVAILABLE and is labeled OFF_HOURS_DIAGNOSTIC (run on a closed-market Sunday). Findings: disagreement rises monotonically with horizon as hypothesized (5-day median 0.5-1.1%, comfortably under the 10%/15% success thresholds); warned candidates show 3-6x higher disagreement than unwarned ones (a much better-supported result than Phase 2C's thin sample); a borrow-fee ablation shows adding borrow barely moves rankings (5/5 top-5 overlap for all three symbols); and critically, NVDA's Phase 2C ranking instability did NOT reproduce under this phase's symmetric scenario set (5/5 overlap, borrow contributes almost nothing) - suggesting Phase 2C's severe instability was driven by the specific scenario percentages used, not the pricing model or missing borrow data, an open question this phase surfaces but does not fully resolve. No production changes: pricing model, ranking confidence, and options_analyze_directional semantics are unchanged; no order/account functionality was added. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UGqLhe2TW5yk4BKDFHqKb4
Codex ran the Phase 2C.2 live acceptance test during an active U.S. market session (2026-09-02, ~14:00 ET) using the existing CRR shadow pipeline and IBKR adapter from Phases 2C/2C.1 - no code changes were needed or made. Result: PARTIAL PASS. TradingView live data and CRR shadow execution both passed cleanly; IBKR remained unavailable (no reachable gateway), so market inputs stayed PARTIAL_EXTERNAL_INPUTS throughout. This documents that result against the Phase 2C.2 report template and Step 23's pre-registered pass conditions: 5-day disagreement and warning-correlation evidence both pass comfortably and with the largest sample sizes yet, but AAPL showed a real, unexplained 2/5 top-5 ranking instability under the symmetric STRESS_30D set - and critically, the symbol/scenario-set pairing that showed instability has now flipped between sessions (NVDA under thesis-shifted in Phase 2C, AAPL under symmetric today), undermining the earlier hypothesis that it was a fixed, explainable scenario-sensitivity property. Root- cause decomposition (Steps 9/11) could not be completed because per-candidate P&L/component-score detail wasn't captured in this run's data - flagged as the top priority for the next live run. Verdict: B) CRR VALID BUT MORE LIVE EVIDENCE REQUIRED, not ready for migration. Evidence archived at docs/fixtures/phase2c2-live- acceptance-20260902/ (summary .md + raw .json as collected). No production changes: pricing model, ranking, and confidence thresholds are unchanged. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UGqLhe2TW5yk4BKDFHqKb4
Phase 2D.3: adds buildTradingViewCrrShadowMarketInputs() (src/core/ options/marketInputs/tradingViewCrrShadowMarketInputs.js), a real default provider for the Phase 2D.2 guarded include_crr_hybrid_diagnostics hook. Composes discount (Treasury resolveDiscountRate against a frozen, explicitly-labeled fallback bill table), dividend (TradingView key-stats trailing yield via the Phase 2C.1 precedence chain, with an exact-0% yield treated as documented ZERO_DIVIDEND_CONFIRMED - the established PANW pattern, applied generically), and borrow (always BORROW_DATA_UNAVAILABLE, since no IBKR session exists - the account isn't funded/active). Every record is therefore PARTIAL_EXTERNAL_INPUTS by construction, never FULL_EXTERNAL_INPUTS. directionalAnalysis.js now defaults deps.buildCrrShadowMarketInputs to this provider via the same `deps.x ?? _x` pattern already used for getOptionChain/getKeyStats, so include_crr_hybrid_diagnostics works without manual wiring. Tests can still force the "no provider" path with a non-nullish, non-function override (false), since `??` only substitutes on null/undefined. 5 new tests in directional_analysis.test.js cover: default AVAILABLE with PARTIAL_EXTERNAL_INPUTS + borrow unavailable, zero vs trailing dividend mode selection, safe (non-fabricated) handling when dividend data is missing, and byte-identical ranking/score/confidence/ eligibility with diagnostics on vs off. Full relevant suite (142 tests across 7 files) and directional_analysis.test.js (27 tests) both pass; lint clean (0 errors, only pre-existing unrelated warnings). No production changes: ranking, scoring, confidence, eligibility, recommendations, and local-Greek pricing are all unchanged - this only makes an existing diagnostic-only field easier to populate. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01UGqLhe2TW5yk4BKDFHqKb4
Validates options_analyze_directional with include_crr_hybrid_diagnostics through the live MCP tool path (real CDP connection to TradingView Desktop) for NASDAQ:NVDA, NASDAQ:AAPL, NASDAQ:PANW. Confirms diagnostics stay DIAGNOSTIC_ONLY_NO_RANKING_CHANGE, market input modes/confidence vary sensibly per symbol, and eligibility gating behaves per the Options Copilot standard. No bugs found; no code changes. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01EL2wsSZakDc4bFWysqWPc9
Validates options_analyze_directional with direction: bearish and include_crr_hybrid_diagnostics through the live MCP tool path for NASDAQ:NVDA, NASDAQ:AAPL, NASDAQ:PANW. Confirms diagnostics stay AVAILABLE / DIAGNOSTIC_ONLY_NO_RANKING_CHANGE, market inputs stay PARTIAL_EXTERNAL_INPUTS with borrow always unavailable, local-Greek ranking (RANKING_MODEL_V1) is untouched, NO_TRADE baseline is preserved correctly, and the bearish put-side candidate universe (BEAR_PUT_SPREAD) is populated and internally differentiated. No bugs found; no code changes. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01EL2wsSZakDc4bFWysqWPc9
Closes the coverage gap left by Phase 2D.5, where all three bearish test symbols hit NO_TRADE_BASELINE_ONLY. Root-caused the block to the LARGE_TIME_STEP scenario warning (structural at horizon_days=30 for any contract with daysToExpiry<60), then found a live MCP tool run reaching TRADE_CANDIDATES_AVAILABLE for NASDAQ:NVDA, NASDAQ:AAPL, and NASDAQ:PANW by widening min_dte/max_dte to 60/90 -- a parameter choice, not a code change, with minimum_score_for_consideration and minimum_confidence_for_consideration left at production defaults. Diagnostics stayed AVAILABLE / DIAGNOSTIC_ONLY_NO_RANKING_CHANGE, market inputs stayed PARTIAL_EXTERNAL_INPUTS with borrow unavailable, and ranking stayed on RANKING_MODEL_V1 throughout. AAPL additionally surfaced LONG_PUT as an eligible top candidate. No bugs found; no code changes. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01EL2wsSZakDc4bFWysqWPc9
Consolidates Phase 2D through 2D.6 into a single decision checkpoint: guarded hybrid CRR diagnostics are accepted as a shipped, opt-in, ranking-isolated feature; full CRR production migration, a production ranking switch, and IBKR/FULL_EXTERNAL_INPUTS dependency are all explicitly rejected for now. Documents what was and wasn't proven, per-phase summaries with commit/evidence references, remaining gaps, and a go/no-go table. Recommends Phase 2E.1 (release gate / contract stabilization) as the next step, not further migration work. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01EL2wsSZakDc4bFWysqWPc9
Freezes the public shape of diagnostics.crr_hybrid_policy per the Phase 2E.0 migration decision (guarded diagnostics stay, no CRR migration). Adds 7 type/shape-precise tests to tests/directional_analysis.test.js covering all three statuses (NOT_REQUESTED/UNAVAILABLE/AVAILABLE), market_inputs[] and candidates[] field shapes, summary consistency, the FULL_EXTERNAL_INPUTS ceiling, and ranking non-interference. Adds a standalone user/agent-facing contract doc (docs/crr-hybrid-diagnostic-contract.md) stating diagnostics are opt-in, evidence-only, and never a trade recommendation. No production code changed. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01EL2wsSZakDc4bFWysqWPc9
Packages Phase 2D through 2E.1's guarded CRR hybrid diagnostic work into a merge-ready handoff: branch/commit range, what ships vs. what explicitly doesn't, the frozen public contract, user/agent safety rules, a four-level validation evidence summary (unit tests, live script acceptance, live real-MCP-tool bullish/bearish coverage), the Phase 2E.0 migration decision, known caveats, a merge/PR checklist, a rollback/safety note, and a suggested PR title/description. No code changes; packaging only. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01EL2wsSZakDc4bFWysqWPc9
Fixes a self-referential staleness in the Phase 2E.2 handoff doc: it listed its own not-yet-existing commit as "Head commit" and asserted an exact commit-ahead count that changes as soon as the doc itself (and this polish) land. Points readers to main..phase-2d-hybrid-policy as the authoritative source for the live count/hash instead. No content about what ships or the validation evidence changed. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01EL2wsSZakDc4bFWysqWPc9
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feat: guarded CRR hybrid diagnostic path (opt-in, ranking-isolated) |
This was referenced Sep 4, 2026
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feat: guarded CRR hybrid diagnostic path (opt-in, ranking-isolated)