feat(executor): L1346 (c) second half — price_cache + eod_reconcile prefer universe.SPY#208
Merged
Merged
Conversation
…refer universe.SPY with macro fallback Completes the L1346 (c) retirement of SPY-special-cases across the executor. Pre-fix sites used `if ticker in _MACRO_SYMBOLS` to route SPY reads to macro library (Close-only); post-L1346 #245 universe.SPY now has full OHLCV via `_UNIVERSE_EXTRA`. Implementation (mirrors alpha-engine-predictor #196 defensive shape): - `executor/price_cache.py::load_price_histories` — gates on `_MACRO_SYMBOLS_NO_OHLCV = _MACRO_SYMBOLS - {"SPY"}`. SPY routes to universe first; on universe-read failure, defensive fallback to macro.SPY (clearly logged via dual-exception-class read_errors line). - `executor/eod_reconcile.py` — same routing flip + defensive fallback. Non-SPY macro symbols (VIX/TNX/IRX/sector ETFs) remain macro-routed (still Close-only in macro library; no universe entry). Defensive fallback can be removed once L1346 (b)+(c) soak clean for ≥1 Saturday cycle (operator-promoted soak; ~1-2 Saturdays out). Test plan: - Full executor suite 962 pass. - Pre-existing alpha-engine #185 ATR exclusion site already updated to `_MACRO_SYMBOLS_NO_OHLCV` (PR #207). Closes ROADMAP L1346 (c) second half. Combined with #207 (first half) + #196 (predictor (b) gate), the entire L1346 retirement arc is now shipped except the operator soak-watch. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
Complete L1346 (c) retirement of SPY-special-cases in executor:
executor/price_cache.py::load_price_histories— routes SPY to universe first, macro fallback on failureexecutor/eod_reconcile.py— same routing + fallback shapeNon-SPY macro symbols (VIX/TNX/IRX/sector ETFs) remain macro-routed (still Close-only).
Defensive fallback removable after L1346 (b)+(c) soak clean ≥1 Saturday cycle.
Test plan
Composes with
🤖 Generated with Claude Code