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Add v2 features: shorts scanner, portfolio hedge, agentic API#138

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UrbanLegendsAV wants to merge 3 commits intomsitarzewski:mainfrom
UrbanLegendsAV:claude/add-shorts-hedge-Ccm20
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Add v2 features: shorts scanner, portfolio hedge, agentic API#138
UrbanLegendsAV wants to merge 3 commits intomsitarzewski:mainfrom
UrbanLegendsAV:claude/add-shorts-hedge-Ccm20

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@UrbanLegendsAV UrbanLegendsAV commented Mar 11, 2026

What does this PR do?

This PR introduces three major feature sets to TarsierAlpha v2:

1. Shorts Scanner (scanner_shorts.py, scoring_additions.py)

  • Detects short setups: gap fill shorts, overbought reversals, and negative catalyst plays
  • Scores shorts on 0–100 scale with 80+ threshold (beta gating)
  • Admin-controlled opt-in via shorts_enabled user flag
  • Integrates as Phase 6 of the main scan pipeline
  • Includes short-specific badges (theta burn, margin alerts)

2. Portfolio Hedge Mode (hedge.py, templates/hedge.html)

  • Maps real-world business exposure (e.g., diesel costs) to correlated public tickers
  • Generates PUT baskets across 10 industries (trucking, retail, oil, tech, airlines, housing, banking, healthcare, manufacturing, consumer)
  • Configurable hedge ratios: low (10%), medium (20%), high (35%)
  • Paper-only trades with estimated P&L on 5% market drops
  • Web UI for interactive basket generation and entry

3. Agentic API Layer (agent_routes.py, openapi.yaml)

  • Read-only endpoints for AI agents: /api/agent/scans, /api/agent/pnl
  • Paper trade simulation: POST /api/agent/paper-trade
  • X-Agent-Key header authentication (comma-separated keys from env)
  • OpenAPI 3.0 spec for agent integration
  • Optimized JSON responses for LLM consumption

Supporting Changes

  • Database migrations: New columns for side (long/short), badges, leverage, hedge_group_id, shorts_found
  • Options selector: Modified save_option_candidate() to accept option_type parameter (was hardcoded 'call')
  • Market regime: Added allow_shorts and allow_hedge flags based on VIX levels
  • Frontend components (React/Next.js): Scanner tabs, hedge mode UI, P&L dashboard with longs/shorts split, paper trade modal
  • Backend services (Node/Express): Scanner for longs/shorts, paper trade execution, hedge basket generation, WebSocket alerts, Telegram notifications
  • Integration guide: INTEGRATION.md with step-by-step setup instructions

Test Plan

  • Verify shorts scan runs as Phase 6 after main scan completes
  • Test hedge basket generation for each industry with varying risk tolerances
  • Confirm agent API endpoints return valid JSON with correct authentication
  • Validate paper trade entry/exit via both UI and agent API
  • Check database migrations apply without errors
  • Verify WebSocket alerts dispatch new scans to connected clients
  • Test Telegram notifications for high-score setups

https://claude.ai/code/session_01TVcb1QbqkBpUkJ58aMPMo2

claude and others added 3 commits March 11, 2026 01:54
@claude
feat: TarsierAlpha v2 — shorts scanner, hedge mode, agentic API
746e1a8 
Full implementation of TarsierAlpha v2 per Grok spec:

Backend (Node/Express + MongoDB):
- Shorts scanner: gap_fill_short, overbought_short, catalyst_short (score 0-100, beta 80+ cap)
- Longs scanner: gap_fill, oversold_bounce (existing logic extended)
- Technical indicators: RSI, Bollinger Bands, gap detection, volume ratio
- Paper trade service: Polygon mid + 0.5% slippage, no real broker
- Portfolio Hedge Mode: industry → correlated put basket (trucking/retail/oil/tech/airlines/banking/healthcare/housing)
- P&L routes: longs vs shorts split, win rate, drawdown, avg hold time
- Public anonymized weekly P&L endpoint
- Agentic API: GET /api/agent/scans, GET /api/agent/pnl, POST /api/agent/paper-trade
- WebSocket /ws/alerts: real-time scan push, side subscription, heartbeat
- Telegram alerts: high ping (longs), low horn (shorts), weekly P&L broadcast
- OpenAPI spec + Swagger UI at /api/docs
- Firebase auth middleware + AgentKey middleware

Frontend (Next.js 14 + Tailwind + Recharts):
- Scanner tabs: Longs | Shorts (BETA) | Hedge
- Shorts beta opt-in banner with risk disclosure
- ScanCard: score, Greeks, entry zone, leverage, theta_burn/margin_alert badges
- Paper Trade Modal: qty selector, slippage note, confirm/success states
- Hedge Mode: industry/exposure/risk-tolerance form → basket table → Paper Hedge button
- P&L Dashboard: longs vs shorts stats, public weekly leaderboard, open trades table
- WebSocket hook: auto-reconnect, audio cues (880Hz longs, 220Hz shorts)
- Firebase auth hook: Google sign-in, token sync
- PWA manifest, dark theme, Tailwind brand colors

https://claude.ai/code/session_01TVcb1QbqkBpUkJ58aMPMo2
@claude
feat: Add shorts scanner, portfolio hedge mode, and agentic API (v2)
1949508 
- scoring_additions.py: score_short(), score_short_for_hedge(), build_risk_note()
- options_selector_additions.py: find_best_put(), select_put_options_for_candidate()
- scanner_shorts.py: Phase 6 shorts pipeline, admin-gated beta
- hedge.py: Industry→PUT basket generator (10 industries, 3 risk levels)
- agent_routes.py: /api/agent/scans, /api/agent/pnl, /api/agent/paper-trade
- app_additions.py: Routes for hedge, shorts toggle, agent blueprint
- market_regime_additions.py: allow_shorts/allow_hedge flags
- migrations.sql: New columns (side, badges, leverage, risk_note, hedge_group_id)
- templates: hedge.html, shorts_beta_banner.html, shorts_tab.html
- INTEGRATION.md: Step-by-step apply guide

https://claude.ai/code/session_01TVcb1QbqkBpUkJ58aMPMo2
@UrbanLegendsAV
Merge branch 'msitarzewski:main' into claude/add-shorts-hedge-Ccm20
596073a
@UrbanLegendsAV
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UrbanLegendsAV commented Mar 11, 2026

added more to my own project

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@UrbanLegendsAV @claude