[codex] Make Moomoo recorder fully automatic

README.md

@@ -327,7 +327,9 @@ Eastern, and repeats weekdays while the process stays alive:
 
     pnpm collector:moomoo-research-market
 
-RUT and NDX currently need manual spot values before option rows can be selected:
+All six configured tickers can run without manual spot input. SPX uses `US.SPY`
+as its proxy; RUT uses `US.IWM * 10.0`; NDX uses `US.QQQ * 40.0`. Manual spots
+remain available as overrides for unusual sessions:
 
     pnpm collector:moomoo-research-record -- --spot RUT=2150 --spot NDX=18400
 
@@ -353,36 +355,59 @@ Automatic Moomoo ML collection is configured through a macOS LaunchAgent:
 
     /Users/sakura/Library/LaunchAgents/com.sakura.gammascope.moomoo-research-recorder.plist
 
+Moomoo OpenD is also managed by a LaunchAgent:
+
+    /Users/sakura/Library/LaunchAgents/com.sakura.moomoo-opend.plist
+
 It runs:
 
     /Users/sakura/WebstormProjects/gamma-scope/ops/run_moomoo_research_market.sh
 
-The wrapper starts the market-hours recorder, waits for the regular U.S. session
-when needed, repeats across weekdays, and restarts after 5 minutes if the
-recorder exits. Logs are written to:
+The OpenD agent runs:
+
+    /Users/sakura/WebstormProjects/gamma-scope/ops/run_moomoo_opend.sh
+
+The OpenD wrapper checks every 60 seconds and opens
+`/Applications/moomoo_OpenD.app` if it is not running. The recorder wrapper
+starts the market-hours recorder, waits for the regular U.S. session when
+needed, repeats across weekdays, and restarts after 5 minutes if the recorder
+exits. Logs are written to:
 
     /Users/sakura/local-ml-data/gamma-ml-research/logs/moomoo-research-recorder.out.log
     /Users/sakura/local-ml-data/gamma-ml-research/logs/moomoo-research-recorder.err.log
+    /Users/sakura/local-ml-data/gamma-ml-research/logs/moomoo-opend.out.log
+    /Users/sakura/local-ml-data/gamma-ml-research/logs/moomoo-opend.err.log
 
 Check service status:
 
     launchctl print gui/$(id -u)/com.sakura.gammascope.moomoo-research-recorder
+    launchctl print gui/$(id -u)/com.sakura.moomoo-opend
 
 Restart after changing recorder arguments:
 
     launchctl kickstart -k gui/$(id -u)/com.sakura.gammascope.moomoo-research-recorder
+    launchctl kickstart -k gui/$(id -u)/com.sakura.moomoo-opend
 
 Stop automatic collection:
 
     launchctl bootout gui/$(id -u)/com.sakura.gammascope.moomoo-research-recorder
+    launchctl bootout gui/$(id -u)/com.sakura.moomoo-opend
 
 Optional extra arguments live in:
 
     /Users/sakura/local-ml-data/gamma-ml-research/moomoo-recorder.args
 
-Use that file for RUT/NDX manual spots or a 30-second fallback cadence. The
-LaunchAgent cannot wake a sleeping Mac, and Moomoo OpenD still needs to be
-available and logged in.
+Use that file for optional manual spot overrides or a 30-second fallback cadence. The
+LaunchAgents cannot wake a sleeping Mac, and Moomoo OpenD still needs a valid
+login session.
+
+To wake the Mac automatically before market open, run the one-time root setup:
+
+    sudo /Users/sakura/WebstormProjects/gamma-scope/ops/setup_market_wake_schedule.sh
+
+That installs a weekday wake-or-power-on schedule at 6:20 AM local Mac time. In
+Arizona that is before the 9:30 AM Eastern open during daylight-saving months
+and still safely before open during standard-time months.
 
 ### SPX 0DTE Exposure Heatmap
 

docs/ml-moomoo-research-recorder.md

@@ -23,7 +23,9 @@ The recorder uses the same configured Moomoo universe as the collector:
 SPX, SPY, QQQ, IWM, RUT, NDX
 ```
 
-It still selects only the active 0DTE expiry and ATM-centered strike windows. RUT and NDX require manual spot values unless a later source improves index spot resolution:
+It still selects only the active 0DTE expiry and ATM-centered strike windows. The default configuration is automatic for all six tickers. SPX, RUT, and NDX use liquid ETF proxy spots for initial ATM selection, then symbols configured with option-pair inference can refine spot from call/put prices after snapshots are available.
+
+Manual spot values remain optional overrides for unusual sessions:
 
 ```bash
 pnpm collector:moomoo-research-record -- --spot RUT=2150 --spot NDX=18400
@@ -47,8 +49,8 @@ Moomoo-specific names stay in source-specific fields:
 | `SPY` | `US.SPY` | none | ETF ticker maps directly. |
 | `QQQ` | `US.QQQ` | none | ETF ticker maps directly. |
 | `IWM` | `US.IWM` | none | ETF ticker maps directly. |
-| `RUT` | `US..RUT` | `RUTW` | Requires manual spot today. |
-| `NDX` | `US..NDX` | `NDXP` | Requires manual spot today. |
+| `RUT` | `US..RUT` | `RUTW` | Uses `US.IWM * 10.0` as the automatic initial spot proxy. |
+| `NDX` | `US..NDX` | `NDXP` | Uses `US.QQQ * 40.0` as the automatic initial spot proxy. |
 
 Rules:
 
@@ -96,29 +98,48 @@ This LaunchAgent starts:
 /Users/sakura/WebstormProjects/gamma-scope/ops/run_moomoo_research_market.sh
 ```
 
+Moomoo OpenD also has a LaunchAgent:
+
+```text
+~/Library/LaunchAgents/com.sakura.moomoo-opend.plist
+```
+
+It starts:
+
+```text
+/Users/sakura/WebstormProjects/gamma-scope/ops/run_moomoo_opend.sh
+```
+
+The OpenD wrapper checks every 60 seconds and opens `/Applications/moomoo_OpenD.app` if the OpenD process is not running.
+
 The wrapper runs the market-hours recorder continuously, waits for regular market open, repeats across weekdays, and restarts with a 5-minute backoff if the recorder exits. It writes logs to:
 
 ```text
 /Users/sakura/local-ml-data/gamma-ml-research/logs/moomoo-research-recorder.out.log
 /Users/sakura/local-ml-data/gamma-ml-research/logs/moomoo-research-recorder.err.log
+/Users/sakura/local-ml-data/gamma-ml-research/logs/moomoo-opend.out.log
+/Users/sakura/local-ml-data/gamma-ml-research/logs/moomoo-opend.err.log
 ```
 
 Check status:
 
 ```bash
 launchctl print gui/$(id -u)/com.sakura.gammascope.moomoo-research-recorder
+launchctl print gui/$(id -u)/com.sakura.moomoo-opend
 ```
 
 Restart after editing args:
 
 ```bash
 launchctl kickstart -k gui/$(id -u)/com.sakura.gammascope.moomoo-research-recorder
+launchctl kickstart -k gui/$(id -u)/com.sakura.moomoo-opend
 ```
 
 Stop automatic collection:
 
 ```bash
 launchctl bootout gui/$(id -u)/com.sakura.gammascope.moomoo-research-recorder
+launchctl bootout gui/$(id -u)/com.sakura.moomoo-opend
 ```
 
 Extra arguments can be placed in:
@@ -127,9 +148,17 @@ Extra arguments can be placed in:
 /Users/sakura/local-ml-data/gamma-ml-research/moomoo-recorder.args
 ```
 
-Use that file for RUT/NDX manual spots or a 30-second fallback cadence.
+Use that file for optional manual spot overrides or a 30-second fallback cadence.
+
+The LaunchAgents start at login and restart the recorder/OpenD wrappers, but LaunchAgents do not wake a sleeping Mac. To add a weekday wake-or-power-on schedule before market open, run this once:
+
+```bash
+sudo /Users/sakura/WebstormProjects/gamma-scope/ops/setup_market_wake_schedule.sh
+```
+
+The script configures macOS to wake or power on Monday through Friday at 6:20 AM local Mac time.
 
-Continuous capture with manual RUT/NDX spots:
+Continuous capture with optional manual spot overrides:
 
 ```bash
 pnpm collector:moomoo-research-record -- --spot RUT=2150 --spot NDX=18400

ops/run_moomoo_opend.sh

@@ -0,0 +1,22 @@
+#!/bin/zsh
+set -u
+
+export PATH="/opt/homebrew/bin:/usr/local/bin:/usr/bin:/bin:/usr/sbin:/sbin"
+
+APP_PATH="/Applications/moomoo_OpenD.app"
+PROCESS_PATTERN="/Applications/moomoo_OpenD.app/Contents/MacOS/moomoo_OpenD"
+DATA_DIR="/Users/sakura/local-ml-data/gamma-ml-research"
+LOG_DIR="${DATA_DIR}/logs"
+
+mkdir -p "${LOG_DIR}"
+
+while true; do
+  if pgrep -f "${PROCESS_PATTERN}" >/dev/null 2>&1; then
+    sleep 60
+    continue
+  fi
+
+  echo "$(date -u '+%Y-%m-%dT%H:%M:%SZ') starting moomoo OpenD"
+  /usr/bin/open -ga "${APP_PATH}"
+  sleep 60
+done

ops/setup_market_wake_schedule.sh

@@ -0,0 +1,11 @@
+#!/bin/zsh
+set -euo pipefail
+
+if [[ "$(id -u)" -ne 0 ]]; then
+  echo "This script must be run with sudo because pmset power scheduling is system-wide." >&2
+  echo "Run: sudo /Users/sakura/WebstormProjects/gamma-scope/ops/setup_market_wake_schedule.sh" >&2
+  exit 1
+fi
+
+pmset repeat wakeorpoweron MTWRF 06:20:00
+pmset -g sched

services/collector/gammascope_collector/moomoo_config.py

@@ -110,7 +110,9 @@ def default_moomoo_universe() -> list[MoomooSymbolConfig]:
             strike_window_down=20,
             strike_window_up=20,
             family_filter="RUTW",
-            requires_manual_spot=True,
+            spot_proxy_code="US.IWM",
+            spot_proxy_multiplier=10.0,
+            infer_spot_from_options=True,
             priority=50,
         ),
         MoomooSymbolConfig(
@@ -119,7 +121,9 @@ def default_moomoo_universe() -> list[MoomooSymbolConfig]:
             strike_window_down=50,
             strike_window_up=50,
             family_filter="NDXP",
-            requires_manual_spot=True,
+            spot_proxy_code="US.QQQ",
+            spot_proxy_multiplier=40.0,
+            infer_spot_from_options=True,
             priority=60,
         ),
     ]

services/collector/gammascope_collector/moomoo_snapshot.py

@@ -677,14 +677,15 @@ def _normalize_record(row: object) -> dict[str, object]:
 
 
 def _resolve_symbol_spot(client: MoomooQuoteClient, symbol_config: MoomooSymbolConfig) -> float | None:
+    manual_spot = _positive_float_or_none(symbol_config.manual_spot)
+    if manual_spot is not None:
+        return manual_spot
+
     if symbol_config.spot_proxy_code:
         spot = _snapshot_proxy_spot(client, symbol_config)
         if spot is not None:
             return spot
 
-    manual_spot = _positive_float_or_none(symbol_config.manual_spot)
-    if manual_spot is not None:
-        return manual_spot
     if symbol_config.requires_manual_spot:
         return None
     return _snapshot_underlying_spot(client, symbol_config.owner_code)
@@ -700,7 +701,13 @@ def _snapshot_proxy_spot(client: MoomooQuoteClient, symbol_config: MoomooSymbolC
 
 
 def _spot_proxy_requests_per_refresh(symbols: Sequence[MoomooSymbolConfig]) -> int:
-    proxy_codes = sorted({symbol.spot_proxy_code for symbol in symbols if symbol.spot_proxy_code})
+    proxy_codes = sorted(
+        {
+            symbol.spot_proxy_code
+            for symbol in symbols
+            if symbol.spot_proxy_code and _positive_float_or_none(symbol.manual_spot) is None
+        }
+    )
     return len(list(chunked(proxy_codes, SNAPSHOT_CODE_LIMIT))) if proxy_codes else 0
 
 
@@ -729,7 +736,11 @@ def _snapshot_proxy_spots(
     symbols: Sequence[MoomooSymbolConfig],
     warnings: list[str],
 ) -> dict[str, float]:
-    proxy_symbols = [symbol for symbol in symbols if symbol.spot_proxy_code]
+    proxy_symbols = [
+        symbol
+        for symbol in symbols
+        if symbol.spot_proxy_code and _positive_float_or_none(symbol.manual_spot) is None
+    ]
     if not proxy_symbols:
         return {}
 

services/collector/tests/test_moomoo_config.py

@@ -43,7 +43,15 @@ def test_default_universe_matches_moomoo_design() -> None:
     assert spx.spot_proxy_code == "US.SPY"
     assert spx.spot_proxy_multiplier == 10.035
     assert spx.infer_spot_from_options is True
-    assert [item.symbol for item in universe if item.requires_manual_spot] == ["RUT", "NDX"]
+    rut = next(item for item in universe if item.symbol == "RUT")
+    assert rut.spot_proxy_code == "US.IWM"
+    assert rut.spot_proxy_multiplier == 10.0
+    assert rut.infer_spot_from_options is True
+    ndx = next(item for item in universe if item.symbol == "NDX")
+    assert ndx.spot_proxy_code == "US.QQQ"
+    assert ndx.spot_proxy_multiplier == 40.0
+    assert ndx.infer_spot_from_options is True
+    assert [item.symbol for item in universe if item.requires_manual_spot] == []
 
 
 def test_collector_config_defaults_populate_moomoo_universe() -> None:

services/collector/tests/test_moomoo_snapshot.py

@@ -299,6 +299,44 @@ def test_discover_symbol_contracts_uses_live_spot_proxy_for_index_options() -> N
     ]
 
 
+def test_discover_symbol_contracts_prefers_manual_spot_over_proxy() -> None:
+    client = FakeQuoteClient(
+        chains={
+            "US..RUT": [
+                _option("US.RUTW260427C02050000", strike=2050, option_type="CALL", name="RUTW 2050C"),
+                _option("US.RUTW260427P02050000", strike=2050, option_type="PUT", name="RUTW 2050P"),
+                _option("US.RUTW260427C02200000", strike=2200, option_type="CALL", name="RUTW 2200C"),
+                _option("US.RUTW260427P02200000", strike=2200, option_type="PUT", name="RUTW 2200P"),
+            ]
+        },
+        snapshots={
+            "US.IWM": {
+                "code": "US.IWM",
+                "last_price": 220.0,
+            }
+        },
+    )
+    symbol = MoomooSymbolConfig(
+        symbol="RUT",
+        owner_code="US..RUT",
+        strike_window_down=0,
+        strike_window_up=0,
+        family_filter="RUTW",
+        manual_spot=2050.0,
+        spot_proxy_code="US.IWM",
+        spot_proxy_multiplier=10.0,
+    )
+
+    result = discover_symbol_contracts(client, symbol, expiry=date(2026, 4, 27))
+
+    assert client.snapshot_calls == []
+    assert result.spot == pytest.approx(2050.0)
+    assert [contract.option_code for contract in result.contracts] == [
+        "US.RUTW260427C02050000",
+        "US.RUTW260427P02050000",
+    ]
+
+
 def test_missing_required_manual_spot_skips_symbol_without_fetching_option_chain() -> None:
     client = FakeQuoteClient()
     symbol = MoomooSymbolConfig(
@@ -1123,7 +1161,7 @@ def test_main_max_loops_zero_runs_until_interrupted_and_publishes_each_snapshot(
     monkeypatch: pytest.MonkeyPatch,
 ) -> None:
     client = InterruptingQuoteClient(
-        interrupt_after_snapshots=5,
+        interrupt_after_snapshots=2,
         chains={
             "US..SPX": [
                 _option("US.SPXW260427C07050000", strike=7050, option_type="CALL", name="SPXW 7050C"),