Skip to content

[codex] Add Moomoo ML research recorder - #8

Merged
zifanzhou1024 merged 1 commit into
mainfrom
codex/moomoo-ml-research-recorder
May 18, 2026
Merged

[codex] Add Moomoo ML research recorder#8
zifanzhou1024 merged 1 commit into
mainfrom
codex/moomoo-ml-research-recorder

Conversation

@zifanzhou1024

Copy link
Copy Markdown
Owner

Summary

  • Adds a local-only Moomoo ML research recorder for 0DTE ATM-window option snapshots across SPX, SPY, QQQ, IWM, RUT, and NDX.
  • Writes raw-first JSONL under /Users/sakura/local-ml-data/gamma-ml-research, including per-contract rows, per-ticker capture batches, underlying/proxy rows, and capture summaries.
  • Adds unified ML join labels: time_utc, time_bucket_utc, and ticker, with compatibility aliases for existing captured_at_utc, timeline_bucket_utc, and symbol naming.
  • Adds market-hours recorder scripts, README/docs updates, and tests for raw field preservation and recorder scheduling behavior.

Notes

  • The macOS LaunchAgent plist was installed locally at /Users/sakura/Library/LaunchAgents/com.sakura.gammascope.moomoo-research-recorder.plist; that user-local plist is outside this repository and is not part of this PR.
  • RUT and NDX still require manual spot values through /Users/sakura/local-ml-data/gamma-ml-research/moomoo-recorder.args or CLI --spot arguments before their option chains are selected.
  • The companion GEXBot handoff document is in the separate dealer-flow-lab repository and cannot be included in this GammaScope PR.

Verification

  • PYTHONPATH=services/collector:apps/api .venv/bin/pytest services/collector/tests -q -> 177 passed
  • node --test tests/package-scripts.test.mjs -> 5 passed
  • plutil -lint /Users/sakura/Library/LaunchAgents/com.sakura.gammascope.moomoo-research-recorder.plist
  • zsh -n ops/run_moomoo_research_market.sh
  • git diff --check

@zifanzhou1024
zifanzhou1024 marked this pull request as ready for review May 18, 2026 10:38
@zifanzhou1024
zifanzhou1024 merged commit 8f2cb6a into main May 18, 2026
2 checks passed
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant