## 2026-04-05

- Started the quasi-production phase after the formal research and governance pack was completed on `2026-04-04`.
- The next practical objective shifted from further historical tuning to:
- freeze the current best branch as `RC1`
- generate daily signals on live-updated data
- generate a monitoring snapshot against formal thresholds

- Added `dragon_rc1_release.py`.
- Generated:
- `dragon_rc1_release.md`
- `dragon_rc1_config_snapshot.json`
- `RC1` was frozen from branch `alpha_first_glued_refined_hot_cap`.
- Frozen headline:
- trades `91`
- win_rate `52.75%`
- avg_return `3.42%`
- profit_factor `5.11`
- compounded `1424.12%`
- CAGR `31.31%`
- max_drawdown `-12.79%`

- Added `dragon_daily_signal_pipeline.py`.
- Generated:
- `dragon_daily_signal_snapshot.csv`
- `dragon_daily_branch_status.csv`
- `dragon_daily_monitor_snapshot.csv`
- `dragon_daily_rc1_manifest.json`
- `dragon_daily_signal_report.md`
- plus dated archive copies under `daily_reports/`

- Live data fetch was validated through `akshare -> data_fetcher_v2 -> dragon_indicators`.
- Request date was `2026-04-05`, but the actual latest available market bar was correctly identified as `2026-04-03`.
- This avoids treating the weekend as a trading day.

- Daily branch status on latest available bar `2026-04-03`:
- refined branch `alpha_first_glued_refined_hot_cap`: flat
- control branch `alpha_first_selective_veto`: flat
- latest real event for both branches: `2026-02-13 SELL knife_take_profit_2_glued`
- latest bar values:
- close `3317.184`
- a1 `-0.0157`
- b1 `-0.1435`
- c1 `47.26`
- latest bar had no new real or aux events for either branch

- Monitoring snapshot on `2026-04-03` after fixing the drawdown-threshold direction:
- warnings `0`
- hard breaches `0`
- next_open avg_return delta vs control `+0.53%`
- next_open profit_factor delta vs control `+0.92`
- next_open max_drawdown refined `-13.19%`
- next_open max loss streak refined `8`
- next_open + `20 bps/side` CAGR refined/control `25.17% / 22.07%`

- A small implementation bug was found and fixed:
- `dragon_strategy_monitoring_template.csv` had the drawdown threshold direction wrong for negative drawdown values
- it was corrected from `>=` to `<=`
- after rerun, monitoring status became fully `ok`

- Practical workspace status after this step:
- the best branch is now frozen as `RC1`
- daily signal production is runnable
- daily monitoring is runnable
- the project is ready to move into forward observation / daily tracking rather than more in-sample tuning

- Continued immediately into the forward-observation layer.
- Patched `dragon_daily_signal_pipeline.py` so `as_of_request_date` is dynamic rather than hard-coded.

- Added `dragon_forward_observation_pipeline.py`.
- Generated:
- `dragon_forward_observation_log.csv`
- `dragon_forward_observation_state.json`
- `dragon_signal_change_log.csv`
- `dragon_signal_change_review.md`
- `dragon_branch_divergence_log.csv`
- `dragon_branch_divergence_report.md`
- `dragon_monitor_history.csv`
- `dragon_monitor_health_report.md`
- `dragon_forward_weekly_summary.csv`
- `dragon_forward_weekly_review.md`
- plus dated CSV archives under `forward_reports/`

- First forward-observation snapshot on latest bar `2026-04-03`:
- both refined and control branches remained flat
- same latest real event: `2026-02-13|SELL|knife_take_profit_2_glued`
- divergence level `none`
- signal change log only contains initial `branch_initialized` records for both branches
- monitor history now has the first dated row-set with all metrics in `ok`

- Practical implication:
- the project now has:
- frozen `RC1`
- daily signal generation
- daily monitor generation
- cumulative forward observation log
- branch divergence tracking
- monitor history with streak counters
- weekly forward summary scaffold
- next work should focus on accumulating real forward observations rather than changing the strategy core

- Added formal HTML reporting pages on top of the forward-observation layer.
- `dragon_daily_signal_pipeline.py` now emits three-strategy daily status including:
- `workbook_preserving`
- `alpha_first_selective_veto`
- `alpha_first_glued_refined_hot_cap`
- `dragon_forward_weekly_summary.csv` now also includes all three strategies.
- Rebuilt `dragon_html_reports.py` to generate:
- `dragon_reports_index.html`
- `dragon_daily_signal_report.html`
- `dragon_forward_weekly_review.html`
- dated archive copies under `html_reports/`
- `html_reports/index.html`
- Verified the HTML files are proper UTF-8 text; prior Chinese mojibake came from PowerShell display, not file corruption.

- Fixed HTML internal-link bug:
- root pages and archived pages now use different relative link maps
- links inside `html_reports/` no longer incorrectly point to nested `html_reports/html_reports/...`
- Added next-step presentation upgrade:
- index page now includes headline RC1 summary cards
- index page now includes inline equity and yearly-return charts
- added one-click refresh script `update_dragon_reports.ps1`

- Added HTML versions of the Chinese usage docs:
- `dragon_html_report_usage_cn.html`
- `dragon_html_report_quickstart_cn.html`
- these are now linked from the main HTML index page and from the shared top navigation
- archived copies are also generated into `html_reports/`

- Added historical full-trade detail outputs for all three strategies:
- `dragon_historical_trade_details.csv`
- `dragon_historical_trade_details.html`
- dated archive CSV in `daily_reports/`
- dated archive HTML in `html_reports/`
- Detail fields now include:
- buy/sell date
- buy/sell price
- buy/sell reason
- holding days
- return_pct
- capital_before
- pnl_amount
- capital_after
- Daily report and index page now both link directly to the historical detail page for audit use.

- Added investor-facing indicator/strategy theory guide:
- source markdown: `dragon_indicator_strategy_guide_cn.md`
- html page: `dragon_indicator_strategy_guide_cn.html`
- archived html copy in `html_reports/`

- Upgraded the investor-facing guide page into a fuller illustrated explainer.
- Added sections:
- `指标速查卡`
- `按市场状态来理解指标`
- `详细指标值与触发举例`
- `常见真实买卖规则速查表`
- `三版本当前统计对照`
- `普通投资者最容易误解的 4 件事`
- `看完原理后，下一步看哪里`
- Verified that both `dragon_indicator_strategy_guide_cn.html` and `html_reports/dragon_indicator_strategy_guide_cn.html` contain the new sections and still include the 3 SVG diagrams.
- The guide now also includes RC1-oriented rule tables with:
- representative real BUY / SELL rules
- typical trigger ranges / event conditions
- historical occurrence counts from `dragon_historical_trade_details.csv`
- Added cross-page drilldown:
- rule names in `dragon_indicator_strategy_guide_cn.html` now link directly to `dragon_historical_trade_details*.html`
- links carry URL params for `branch=alpha_first_glued_refined_hot_cap` plus rule keyword
- historical detail page now reads `branch/year/keyword` from query parameters and auto-applies filters on load
- historical detail page also now shows a visible source banner when opened from a filtered deep link
- added a `清空筛选，查看完整明细` link that resets back to the plain page path
- historical detail page was further upgraded with expandable per-trade detail rows
- each trade now has:
- `详情 / 收起` toggle
- verdict, point-difference, equivalent units, holding bucket
- quick links for same buy rule / same sell rule / same strategy-year / full detail
- Added adjacent-trade navigation inside expanded detail rows:
- `上一笔同策略交易`
- `下一笔同策略交易`
- clicking adjacent-trade links expands the target row and scrolls to it
- linked from index, daily report, and the shared top navigation as `指标原理`
- Historical detail HTML was upgraded again for audit depth.
- Each expanded trade row now includes:
- `买入日前后 10 个交易日`
- `卖出日前后 10 个交易日`
- Snapshot fields:
- `date`
- marker (`买入日` / `卖出日`)
- `close`
- `a1`
- `b1`
- `c1`
- `KDJ`
- `QL`
- Snapshots are rendered on demand when a row is expanded, not pre-expanded for all trades.
- `dragon_html_reports.py` now auto-loads indicator coverage for this page:
- first tries local snapshot coverage
- if coverage is insufficient, fetches and recomputes full history through `DragonIndicatorEngine`
- writes `dragon_indicator_snapshot_full.csv`
- uses an in-process cache so root + archived historical detail pages only fetch once per rebuild
- Verified final embedded indicator coverage now reaches `2026-04-03`.
- This fixes the earlier detail-page gap where embedded indicator rows stopped at `2026-01-30`.

- Historical detail HTML was upgraded one more step from indicator-only snapshots to audit snapshots.
- Each snapshot card now also shows:
- rule summary in the card header
- same-window strategy events for the current branch
- event tags distinguish:
- `真实BUY`
- `真实SELL`
- `辅助BUY`
- `辅助SELL`
- `dragon_html_reports.py` now rebuilds branch event payloads for:
- `workbook_preserving`
- `alpha_first_selective_veto`
- `alpha_first_glued_refined_hot_cap`
- these event payloads are rendered inside the snapshot mini-table as a new `策略事件` column

- Historical detail snapshots were upgraded again with a window-level event summary strip.
- In each buy/sell snapshot card, `dragon_html_reports.py` now computes from embedded `eventMap`:
- total event count in the +/-10 trading-day window
- counts for `真实BUY / 真实SELL / 辅助BUY / 辅助SELL`
- nearest event before the marker day
- same-day event summary
- nearest event after the marker day
- The summary is rendered as `.snapshot-summary` under the mini-table and above the indicator note.
- Rebuild verification completed successfully:
- `py -3 -m py_compile dragon_html_reports.py`
- `py -3 dragon_html_reports.py`
- verified root and archived historical detail HTML both contain the new summary script/output markers:
- `snapshot-summary`
- `总事件`
- `前一条 / 当日 / 后一条`

- Handoff note for future Codex CLI/session switch:
- latest completed UI/reporting change is the historical-detail snapshot event-summary strip in `dragon_html_reports.py`
- generated outputs already refreshed:
- `dragon_historical_trade_details.html`
- `html_reports/dragon_historical_trade_details_2026-04-03.html`
- status:
- implemented
- rebuilt
- verified
- scope remained reporting-only; no strategy-core or branch-logic changes were made in this step

- A formal code review was then run on the current productionized chain:
- `dragon_strategy.py`
- `dragon_daily_signal_pipeline.py`
- `dragon_forward_observation_pipeline.py`
- `dragon_refined_execution_validation.py`
- `dragon_html_reports.py`
- Main findings fixed immediately:
- daily monitor no longer hard-codes `removed_trade_over_removal_count=0` and `local_sensitivity_robust_case_count=52`
- these two metrics are now loaded dynamically from:
- `dragon_glued_refined_removed_trade_attribution.csv`
- `dragon_glued_refined_sensitivity.csv`
- next-bar execution models no longer silently fall back to same-bar close when the next bar is missing
- missing next-bar prices are now set to `NaN`, then excluded inside `_apply_execution_model(...)`
- `_summary(...)` and `_risk_cluster(...)` were hardened for empty post-filter trade sets
- weekly summary no longer repeats global warning/divergence counts inside every branch row
- `dragon_forward_weekly_summary.csv` now keeps branch rows branch-local and adds a separate `system_monitor` row for global monitor/divergence counts
- Verification rerun completed:
- `py -3 -m py_compile dragon_daily_signal_pipeline.py dragon_refined_execution_validation.py dragon_forward_observation_pipeline.py dragon_html_reports.py`
- `py -3 dragon_daily_signal_pipeline.py`
- `py -3 dragon_forward_observation_pipeline.py`
- `py -3 dragon_refined_execution_validation.py`

- External review findings were then fixed:
- `dragon_indicators.py` no longer depends on hard-coded workstation path `D:\\work\\project\\cyb50-quant\\dragon`
- it now resolves repo root from `__file__` and imports dependencies from `<repo>/dragon`
- `dragon_alpha_first_baseline.py` now trims trades by both:
- `buy_date`
- `sell_date`
- against workbook event window, so post-window exits are excluded from branch summary stats
- also aligned alpha-vs-workbook trade diff to the same filtered workbook trade set
- verified after rerun:
- `py -3 -m py_compile dragon_indicators.py dragon_alpha_first_baseline.py`
- `py -3 dragon_alpha_first_baseline.py`
- `py -3 dragon_daily_signal_pipeline.py`
- confirmed:
- `dragon_alpha_first_branch_trade_diff.csv` no longer contains `2026-01-05 -> 2026-01-20`
- `dragon_alpha_first_baseline.md` now reports removed trades `4` instead of the stale `5`

- A broader workbook-window consistency sweep was then completed across evaluation/research scripts.
- Rule used for this sweep:
- if a script is generating in-sample / workbook-window research statistics, trade filtering must constrain both:
- `buy_date`
- `sell_date`
- not just `buy_date`
- Files updated in this sweep:
- `dragon_backtest.py`
- `dragon_cost_stress_test.py`
- `dragon_deep_oversold_confirmation_experiments.py`
- `dragon_deep_oversold_experiments.py`
- `dragon_deep_oversold_selective_veto_experiments.py`
- `dragon_equity_curve_review.py`
- `dragon_glued_alpha_candidate.py`
- `dragon_glued_refined_branch_review.py`
- `dragon_glued_refined_removed_trade_attribution.py`
- `dragon_glued_refined_sensitivity.py`
- `dragon_glued_refine_experiments.py`
- `dragon_predictive_break_experiments.py`
- `dragon_rc1_release.py`
- `dragon_refined_alpha_attribution.py`
- `dragon_refined_execution_validation.py`
- `dragon_rule_ablation.py`
- `dragon_short_holding_audit.py`
- `dragon_short_holding_experiments.py`
- `dragon_strategy_overview.py`
- `dragon_threshold_perturbation.py`
- Explicit non-sweep exception:
- `dragon_daily_signal_pipeline.py` remained live-oriented and was not upper-bounded by workbook end date on purpose
- Regression verification completed:
- full `py_compile` passed for all updated scripts
- representative reruns passed for:
- `dragon_backtest.py`
- `dragon_strategy_overview.py`
- `dragon_rc1_release.py`
- `dragon_refined_execution_validation.py`
- `dragon_cost_stress_test.py`
- `dragon_rule_ablation.py`
- `dragon_threshold_perturbation.py`
- `dragon_glued_refined_branch_review.py`
- `dragon_glued_refined_sensitivity.py`
- `dragon_glued_alpha_candidate.py`
- `dragon_short_holding_audit.py`

- System review closure completed later on `2026-04-05`.
- Root cause of the remaining review warnings was confirmed to be metric-window inconsistency, not strategy-core divergence.
- `dragon_alpha_first_baseline.py` was further aligned to the same bounded release window used by the main summary pack:
- `2016-01-01` to `2025-12-31`
- This removed the stale real-BUY overlap drift caused by the workbook terminal `2026-01-05` BUY event being counted in only one report family.
- CAGR-year consistency was also unified:
- `dragon_rc1_release.py` no longer hard-codes `10.0` years
- `dragon_refined_execution_validation.py` no longer hard-codes `10.0` years
- both now derive evaluation years from the release window dates, matching `dragon_strategy_overview.py`
- Important operational lesson:
- the first rerun of `dragon_system_review.py` was launched in parallel with upstream generators, so it briefly read stale outputs
- rerunning `dragon_system_review.py` after upstream artifacts finished removed the false residual mismatches
- Final verified review state after the sequential rerun:
- `dragon_review_branch_metric_consistency.md` -> mismatches `0`
- `dragon_alpha_first_branch_summary.csv` -> workbook `105/105`, alpha `101/101`
- `dragon_strategy_overview.csv` -> fully aligned with branch summaries
- `dragon_rc1_config_snapshot.json` CAGR -> aligned with `dragon_strategy_overview.csv`
- `dragon_system_review_final.md` now classifies `dragon_strategy_overview.csv` as directly trustable
- Remaining caution is now report interpretation / forward monitoring, not internal metric-definition drift.

- A second-pass governance/reporting review was completed after system-review closure.
- Confirmed and fixed two real governance/reporting issues:
- `dragon_alpha_branch_governance.py`
- fixed `alignment_cost_gate` so it only blocks on overlap loss worse than `-8`; positive overlap improvements no longer fail the gate by mistake
- fixed `removal_quality_gate` so an empty removed-trade set no longer fails promotion automatically
- fixed the final `## Recommendation` section so it now matches `final_decision` instead of always biasing toward “keep current alpha”
- `dragon_html_reports.py`
- normalized `system_monitor` display labels from internal raw names to user-facing Chinese labels
- removed the ad-hoc post-dict assignment for `BRANCH_ROLES["system_monitor"]`
- verification rerun completed:
- `py -3 -m py_compile dragon_alpha_branch_governance.py dragon_html_reports.py`
- `py -3 dragon_alpha_branch_governance.py`
- `py -3 dragon_html_reports.py`
- current reviewed judgment:
- no new high-severity strategy-core issue found in this second pass
- remaining items are mainly governance-threshold choices and presentation polish, not signal correctness defects

- The highest-priority remaining engineering risk was then fixed:
- monitor-chain missing values no longer pass silently
- `dragon_daily_signal_pipeline.py`
- `_compare_numeric(...)` now returns `missing_data` for `NaN`
- monitor rows no longer get blank status when `actual_value` is missing
- daily monitor summary now reports:
- `warning_count`
- `hard_breach_count` where `missing_data` is treated as hard-breach-equivalent
- `missing_data_count`
- `dragon_forward_observation_pipeline.py`
- monitor summary now carries `missing_data_count` and includes `missing_data` inside `hard_breach_count`
- monitor change log now tracks `monitor_missing_data_count_changed`
- monitor history `hard_breach_streak` now also counts `missing_data`
- observation log and divergence log now persist `monitor_missing_data_count` / `missing_data_count`
- `dragon_html_reports.py`
- added `missing_data` badge color
- daily/weekly HTML now display `缺失指标数`
- weekly HTML is backward-compatible with older logs that do not yet contain the new column
- verification completed:
- `py -3 -m py_compile dragon_daily_signal_pipeline.py dragon_forward_observation_pipeline.py dragon_html_reports.py dragon_system_review.py`
- `py -3 dragon_daily_signal_pipeline.py`
- `py -3 dragon_forward_observation_pipeline.py`
- `py -3 dragon_html_reports.py`
- `py -3 dragon_system_review.py`
- direct function-level verification:
- `daily._compare_numeric(float('nan'), ...) -> 'missing_data'`
- forward monitor summary treats `missing_data` as part of hard-breach-equivalent count

- P2 single-source refactor was then executed on the main reporting/evaluation chain.
- Added shared modules:
- `dragon_shared.py`
- centralizes `START_DATE`, `END_DATE`, `evaluation_years(...)`, `profit_factor(...)`, `format_pct(...)`, `format_num(...)`
- `dragon_execution_common.py`
- centralizes execution-aware `apply_execution_model(...)`, `summary(...)`, `risk_cluster(...)`
- Main-chain scripts migrated to shared modules:
- `dragon_strategy_overview.py`
- `dragon_rc1_release.py`
- `dragon_refined_execution_validation.py`
- `dragon_daily_signal_pipeline.py`
- `dragon_cost_stress_test.py`
- `dragon_equity_curve_review.py`
- Also migrated core branch-summary family scripts:
- `dragon_alpha_first_baseline.py`
- `dragon_glued_refined_branch_review.py`
- `dragon_glued_refined_sensitivity.py`
- Important structural improvement:
- daily/RC1 scripts no longer import formatting helpers from `dragon_strategy_overview.py`
- daily signal pipeline no longer imports execution helpers from `dragon_refined_execution_validation.py`
- instead both use dedicated shared modules
- Verification reruns completed:
- `py -3 -m py_compile` passed for shared modules and migrated scripts
- reruns passed for:
- `dragon_strategy_overview.py`
- `dragon_rc1_release.py`
- `dragon_refined_execution_validation.py`
- `dragon_daily_signal_pipeline.py`
- `dragon_cost_stress_test.py`
- `dragon_equity_curve_review.py`
- `dragon_alpha_first_baseline.py`
- `dragon_glued_refined_branch_review.py`
- `dragon_glued_refined_sensitivity.py`
- `dragon_system_review.py`
- Post-refactor consistency check:
- `dragon_review_branch_metric_consistency.md` still shows `Mismatches: 0`
- `dragon_strategy_overview.csv`, `dragon_alpha_first_branch_summary.csv`, `dragon_glued_refined_branch_summary.csv`, and `dragon_rc1_config_snapshot.json` remain aligned

- Session persistence note:
- the useful `dragon/v2` code changes were already committed as git commit `9f7ce16` (`Add dragon v2 strategy research and reporting code`)
- user then explicitly required that workspace memory files must also be committed, otherwise future sessions may lose context
- immediate next git action should be a separate memory-only commit covering `MEMORY.md`, `USER.md`, and the daily memory files