From d56506a0c93923ebf215cc49ed5f63601d9070a9 Mon Sep 17 00:00:00 2001 From: dtzp555 Date: Mon, 9 Mar 2026 14:59:01 +1000 Subject: [PATCH] Draft Geopolitical Turbulance Trapper development plan v1 --- memory/CURRENT_STATE.md | 5 +- ..._Turbulance_Trapper_Development_Plan_v1.md | 523 ++++++++++++++++++ 2 files changed, 526 insertions(+), 2 deletions(-) create mode 100644 tmp/Geopolitical_Turbulance_Trapper_Development_Plan_v1.md diff --git a/memory/CURRENT_STATE.md b/memory/CURRENT_STATE.md index cb20640..1267a9a 100644 --- a/memory/CURRENT_STATE.md +++ b/memory/CURRENT_STATE.md @@ -1,12 +1,13 @@ # CURRENT_STATE -_Last updated: 2026-03-09 07:47 Australia/Brisbane_ +_Last updated: 2026-03-09 14:46 Australia/Brisbane_ ## In Flight - [in_progress] anti-silence workflow hardening — main — workflow rules hardened again after finding a completion-consumption bug: runtime worker results can reach Tao before main updates state and summarizes them -- [blocked] Geopolitical Turbulence Trapper restart — main — no fresh execution evidence appeared within the 10-minute dispatch window after the 07:04 restart; treating as launch failure / blocked pending Tao’s direction +- [in_progress] Geopolitical Turbulance Trapper planning — main — project scope has been re-anchored using Tao's restored chats + old Claude draft; writing Development Plan v1 and deciding what to reuse vs rewrite from the HK-only prototype ## Blocked / Waiting +- [blocked] ACP + Codex smoke test — main — 14:46 watchdog re-check: tracked ACP Codex session still has no messages/history or visible artifact trace at all, so status remains blocked / no change and should be treated as an ACP launch/config-path blocker, not in-progress execution - [failed] Geopolitical Turbulence Trapper workflow test — main — previous flow test failed: planned workers (`data_worker`, `strategy_worker`, `dashboard_worker`) never produced launch/execution evidence, yet main reported progress as if work were underway ## Recently Finished diff --git a/tmp/Geopolitical_Turbulance_Trapper_Development_Plan_v1.md b/tmp/Geopolitical_Turbulance_Trapper_Development_Plan_v1.md new file mode 100644 index 0000000..e3c28b2 --- /dev/null +++ b/tmp/Geopolitical_Turbulance_Trapper_Development_Plan_v1.md @@ -0,0 +1,523 @@ +# Geopolitical Turbulance Trapper — Development Plan v1 + +## 1. Project identity + +**Project name:** Geopolitical Turbulance Trapper + +**Project type:** small-scale event-driven trading intelligence and derivatives decision-support system + +**Primary goal:** +Track real-time geopolitical, macro, commodity, earnings, and market information across HK, US, and AU focus markets; map those drivers into actionable short-term trading setups on target shares, indices, and derivatives. + +**What it should help answer:** +- What is the current regime: panic, rebound, chop, commodity shock, AI-infra momentum, earnings squeeze, or mixed? +- Which names are most exposed or most resilient? +- Which derivative type is appropriate right now: CBBC, warrant, put/call, bear/bull, options, LEAPS, or no trade? +- Where is the buying zone, danger zone, take-profit zone, and do-not-chase zone? +- What is the liquidity and execution risk of the proposed instrument under fast markets? + +--- + +## 2. Why this project exists + +The market backdrop is dominated by overlapping uncertainty and thematic opportunity: +- Middle East and other geopolitical instability +- oil and commodity shocks +- AI breakthrough and infrastructure capex trends favoring shovel providers +- earnings season with likely beats in selected names +- elevated chop and false breaks across HK tech and global risk assets + +This project is intended to convert those overlapping narratives into a structured, repeatable workflow that is more reliable than ad-hoc chat analysis. + +--- + +## 3. Target scope + +### 3.1 Markets +- **HK** — first MVP priority +- **US** — second priority +- **AU** — later extension after HK logic is stable + +### 3.2 Core watchlist (initial) + +#### HK +- Tencent +- Alibaba +- Xiaomi +- HSI +- HSTECH + +#### US +- Google +- TSM +- later candidates: NVDA, AMD, META, oil/metal-linked names + +#### Asia ex-HK +- Samsung +- SK Hynix + +#### Macro / driver instruments +- Brent crude +- WTI crude +- gold +- USD / FX proxies +- volatility indicators +- rates / bond-yield proxies (later) + +--- + +## 4. Product goals + +### 4.1 Primary system goals +User-selected primary goals already implied by prior drafts: +- signal when to buy/sell derivatives +- predict likely short-term direction +- detect volatility spikes for risk management + +### 4.2 Output format +Primary output should be a **dashboard with visual alerts**, supported by rule-based textual recommendations. + +### 4.3 Decision support outputs +Per target / instrument, the system should output: +- directional bias +- volatility regime +- event/risk tags +- candidate derivative types +- buying zone +- danger zone +- reduce/exit zone +- liquidity risk review +- execution warning +- confidence / evidence level + +--- + +## 5. Hard requirements + +### 5.1 Facts before opinions +The system must never rely on unverified AI-generated product facts. + +Examples of facts that must be independently verified before a product recommendation is considered high-confidence: +- product code +- underlying +- issuer +- call level / strike / barrier +- expiry +- ratio / entitlement +- bid / ask / spread +- volume / turnover +- outstanding / open interest proxy + +### 5.2 Bear as well as bull +The system must support: +- bull tools +- bear tools +- paired / hedge structures +- staged switch strategies (e.g. panic shield then rebound capture) + +### 5.3 Liquidity and execution risk are first-class +The system must explicitly evaluate: +- historic volume / turnover behavior +- spread widening under sharp market moves +- issuer quote reliability proxy +- outstanding concentration risk +- risk of delayed or partial order execution in fast markets + +### 5.4 Strict execution discipline +Every recommendation should include: +- entry condition +- invalidation condition +- stop / reduce rule +- no-chase rule +- special event warning (earnings, geopolitical headline, overnight gap) + +--- + +## 6. What we learned from earlier prototypes + +### 6.1 What is worth keeping +Earlier dashboard/system prototypes had useful ideas: +- dashboard-first output +- signal cards +- volatility gauge / regime logic +- signal breakdown panel +- CBBC knock-out buffer monitoring +- derivatives recommendation panel +- macro/geopolitical controls +- modular code layout: config / data / models / signals / backtest / dashboard + +### 6.2 What must be changed +Earlier drafts were too weak in several areas: +- derivatives facts were too easy to hardcode or hallucinate +- AI was implicitly trusted as a facts layer +- HK-only framing is now too narrow +- strategy logic was too biased toward bullish rebound capture +- liquidity/outstanding risk was not elevated enough +- external data quality and verification rules were not strict enough + +### 6.3 New design principle +**AI should be the explanation layer, not the source of truth layer.** + +Correct order: +1. real data collection +2. product metadata verification +3. market regime + rule engine +4. risk engine +5. AI explanation / summarization +6. dashboard rendering + +--- + +## 7. High-level system architecture + +## Module A — Event Radar +Track and classify relevant events: +- geopolitical headlines +- sanctions / conflict escalation / de-escalation +- earnings and guidance +- AI infra / capex headlines +- commodity shocks +- supply chain and policy headlines + +Output: +- event tag +- affected names / sectors / markets +- severity score +- estimated duration +- confidence score + +## Module B — Market Regime Engine +Infer current regime using price, volatility, and macro data. + +Candidate regimes: +- panic sell +- dead-cat bounce +- high-volatility range/chop +- commodity shock +- earnings squeeze setup +- AI infra momentum +- mixed/conflicted regime + +Output: +- regime label +- supporting evidence +- derivatives suitability rules + +## Module C — Instrument Scanner +Scan available instruments by market. + +### HK +- CBBC bull / bear +- call / put warrants + +### US +- options +- LEAPS + +Output fields per candidate: +- code / contract id +- underlying +- type +- strike / call / barrier +- expiry +- issuer / venue +- current price +- spread +- volume / turnover +- outstanding / OI proxy +- KO buffer or moneyness +- liquidity risk score + +## Module D — Signal / Opportunity Engine +Map: +- event state +- regime state +- underlying price behavior +- instrument characteristics +into concrete setups. + +Examples: +- panic leg using HSI/HSTECH bear +- rebound leg using Tencent / Alibaba call or deeper-buffer bull +- earnings-beat volatility capture +- AI-infra continuation for TSM / SK Hynix / Samsung + +## Module E — Risk Engine +Must evaluate: +- direction risk +- overnight gap risk +- KO risk +- IV crush / theta risk +- spread/quote deterioration +- outstanding crowding risk +- no-fill / late-fill risk + +## Module F — Dashboard / UI +Main user-facing layer. + +Panels: +1. macro / event panel +2. market watch panel +3. target name cards +4. derivatives action panel +5. liquidity and execution risk panel +6. alerts / watchlist / danger monitor + +--- + +## 8. Recommended dashboard layout + +### Top bar +- live status indicator +- last refresh time +- market regime badge +- geo risk badge +- volatility badge + +### Panel 1 — Macro Snapshot +- Brent / WTI +- gold +- volatility index / proxy +- FX / rates proxy +- event severity highlights + +### Panel 2 — Target Monitor +Per target card: +- latest price / move +- short-term bias +- earnings timing +- event sensitivity +- volatility regime +- support / resistance / danger zone + +### Panel 3 — Derivatives Board +For each target: +- curated candidate instruments +- risk tier +- liquidity tier +- recommended usage (bear leg / rebound leg / hedge / avoid) +- entry zone / danger zone / exit rules + +### Panel 4 — Signal Breakdown +Explain why a signal exists: +- price action +- event driver +- volatility state +- commodity linkage +- earnings proximity +- liquidity constraints + +### Panel 5 — Alerts +- KO proximity alert +- spread widening alert +- geo shock alert +- earnings-event alert +- strategy invalidation alert + +--- + +## 9. Data-source strategy + +## 9.1 Principles +- prioritize official or near-official sources for derivative metadata +- tolerate lower-quality sources only for non-critical exploratory fields +- label confidence level per field + +## 9.2 Proposed source layers + +### Layer 1 — Market prices / broad data +- Yahoo Finance or equivalent for fast prototyping +- later upgradeable market data sources as needed + +### Layer 2 — HK derivatives metadata +- HKEX and issuer pages as the primary truth sources +- avoid trusting chat-provided product codes without verification + +### Layer 3 — Event/news layer +- curated RSS / news APIs / official releases +- event classification and severity tagging + +### Layer 4 — Liquidity/risk layer +- live bid/ask if available +- turnover and volume history +- outstanding +- historical spread/quote behavior if feasible + +--- + +## 10. Strategy framework (v1) + +The system should support multiple strategy families instead of one bullish mean-reversion script. + +### Strategy family A — Panic shield +Use broad-market or tech-index bear exposure to capture the first risk-off leg. + +### Strategy family B — Rebound capture +After panic exhaustion, rotate into deeper-buffer bull or call structures on high-quality rebound targets. + +### Strategy family C — Chop capture +In high-volatility ranges, prefer instruments and rules suited to repeated swings rather than one-direction conviction. + +### Strategy family D — Earnings-driven asymmetry +Focus on names likely to beat expectations but still exposed to macro risk; choose derivatives based on IV, timing, and gap risk. + +### Strategy family E — Theme continuation +AI infra / semiconductor / commodity-linked continuation trades in US and Asia. + +--- + +## 11. MVP definition + +## 11.1 MVP objective +Prove that the system can produce **fact-checked, risk-aware, visually presented trade setups** for HK targets under geopolitical uncertainty. + +## 11.2 MVP market scope +HK only, first: +- HSI +- HSTECH +- Tencent +- Alibaba +- Xiaomi + +## 11.3 MVP instrument scope +- HK CBBC bull / bear +- HK call / put warrants + +## 11.4 MVP deliverables +1. project brief +2. schema / data model +3. dashboard wireframe +4. regime + signal framework +5. derivatives verification workflow +6. liquidity risk framework +7. first working dashboard prototype + +--- + +## 12. Suggested implementation phases + +### Phase 0 — Project reset and reference audit +- inventory the old Claude draft and earlier dashboard concepts +- identify reusable files vs files to rewrite +- avoid blindly inheriting hardcoded product facts + +### Phase 1 — Brief + schemas +Create: +- project brief +- event schema +- target schema +- derivative schema +- risk schema +- alert schema + +### Phase 2 — HK data and verification layer +Build: +- target price ingestion +- macro ingestion +- HK derivative metadata verification workflow +- confidence labels for each field + +### Phase 3 — Regime + risk engine +Implement: +- event tags +- market regime rules +- liquidity/execution risk scoring +- CBBC safety buffer logic +- warrant suitability rules + +### Phase 4 — HK dashboard MVP +Build dashboard panels with: +- macro snapshot +- target cards +- derivatives table +- risk panel +- alert panel + +### Phase 5 — Strategy logic expansion +Add: +- bear + bull + combo workflows +- panic/rebound/chop playbooks +- staged switching logic + +### Phase 6 — US extension +Add: +- Google +- TSM +- options / LEAPS framework + +### Phase 7 — AU extension +Add AU market target mapping if still valuable after HK/US validation. + +--- + +## 13. Technical stance + +### 13.1 What to de-prioritize for now +Do **not** start by over-investing in: +- complex ML pipelines +- fancy explainability layers +- model competitions +- aggressive backtesting sophistication before data integrity is solved + +### 13.2 What to prioritize instead +Prioritize: +1. data correctness +2. product verification +3. rule clarity +4. risk engine +5. dashboard usability +6. AI-generated summaries only after the above are stable + +--- + +## 14. Reuse plan for the existing Claude draft + +### Keep as likely reusable +- folder structure +- README framing as a prototype +- Streamlit dashboard skeleton +- some parameter organization +- some risk-parameter naming + +### Rewrite or heavily audit +- hardcoded derivative codes and assumptions +- data sources and fetch logic +- signal engine directional assumptions +- over-reliance on ML-first thinking +- liquidity scoring +- bear/combination strategy support + +--- + +## 15. Immediate next steps + +1. create the formal project brief in repo/docs +2. extract the reusable structure from the Claude draft +3. define clean schemas for targets, instruments, and alerts +4. design the derivatives verification workflow +5. define the first HK-only dashboard MVP panels +6. begin implementation with data correctness first + +--- + +## 16. Success criteria for v1 + +The project counts as successful only if it can do all of the following for MVP HK targets: +- produce a coherent market regime classification +- provide instrument candidates with verified metadata +- identify buy / danger / exit zones +- explain when to prefer bear vs bull vs warrant vs no trade +- surface liquidity/execution risk clearly +- present all of this in a usable visual dashboard + +--- + +## 17. Guiding principle + +**This system should help survive uncertainty, not hallucinate confidence.** + +That means: +- facts before opinions +- rules before vibes +- verified products before flashy recommendations +- liquidity and execution warnings before leveraged enthusiasm