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Changelog

All notable changes to SkopaqTrader. The format follows Keep a Changelog, and versions follow Semantic Versioning (pre-1.0: minor versions may break things).

[Unreleased]

Moves the vendored TradingAgents from v0.5.1 to v0.5.2 (upstream commit 5eb5085, 65 commits). No Skopaq-facing behaviour change beyond the notes below.

Breaking

  • The parallel_analysts config key is gone. Upstream v0.5.2 (#1255) made the parallel analyst graph the only layout, using the same isolated-subgraph design Skopaq had added behind that key. Config files still naming parallel_analysts are ignored. Sequential analyst runs are no longer available. Upstream also stops an analyst after max_tool_rounds and asks it to write its report, so a model that keeps calling tools can no longer run the graph into its recursion limit.
  • Upstream requires Python 3.11+ and pandas 3. Python is already 3.11+ here; the pandas floor moves and is a real runtime change, not just a version string.

Upstream changes worth knowing

  • tradingagents.decision_log → tradingagents.memory.log; tradingagents.graph.settlement → tradingagents.memory.settlement; tradingagents.graph.reflection → tradingagents.memory.reflection. No action needed for CLI or config users.
  • The Portfolio Manager's decision is now the top-level final_trade_decision; judge_decision left RiskDebateState.
  • The price and indicator tools take their ticker from state instead of from the model, so every vendor now receives the exchange-qualified symbol (RELIANCE.NS). The INDstocks vendor strips the suffix it does not want.

Internal

  • VENDOR_LIST is re-added by Skopaq; upstream deleted it in v0.5.2. See UPSTREAM_CHANGES.md modification 2.
  • Verified against upstream's own suite: 1137 passed, identical to the pristine v0.5.2 baseline. Skopaq's tests/unit: 1664 passed.

0.2.0 — 2026-09-26

This release moves SkopaqTrader onto TradingAgents v0.5.1. It adds calibrated decisions with TypeSafe Jev, hardens order safety end to end, and makes the stack run unattended on a Mac mini M4 (or any Docker host). Paper trading is still the default everywhere.

Upgrade notes

  • Apply supabase/migrations/003_system_flags.sql in the Supabase SQL editor. The kill switch uses it to halt every process and machine at once.
  • Copy the new settings from .env.example:
  • scheduler: SKOPAQ_SCHEDULER_*;
  • API security: SKOPAQ_API_TOKEN, SKOPAQ_CORS_ORIGINS;
  • URLs: SKOPAQ_PUBLIC_BASE_URL, SKOPAQ_API_BASE_URL;
  • Telegram: SKOPAQ_TELEGRAM_ALLOWED_CHAT_IDS;
  • Jev: SKOPAQ_JEV_*;
  • live order confirmation: SKOPAQ_ORDER_*, SKOPAQ_MONITOR_RESYNC_CYCLES and SKOPAQ_ALLOW_SELL_WITHOUT_ORDER_BOOK (off by default; see below).
  • Live BUYs that don't fill within 30 seconds are cancelled (SKOPAQ_ORDER_FILL_TIMEOUT_SECONDS). INDstocks turns MARKET orders into LIMITs at the live price, so some entries will not fill and are cancelled rather than left resting.
  • In live mode a SELL is refused if the broker's order book can't be read. You get a critical alert. SKOPAQ_ALLOW_SELL_WITHOUT_ORDER_BOOK=true overrides this; every use is logged and alerted.
  • Kite orders are real, whatever the trading mode. With a Kite session, the MCP server's advanced-order tools (AMO, bracket, cover, basket, options, futures, mutual funds, GTT, swing trade) place real Zerodha orders even in paper mode, outside the safety checks. Claude Code asks your permission for each one. Behaviour unchanged, now documented.
  • Telegram is private by default. Only chats in SKOPAQ_TELEGRAM_ALLOWED_CHAT_IDS (or SKOPAQ_TELEGRAM_CHAT_ID) get answers. Trades wait for /confirm.
  • Railway's daemon cron now runs at 09:15 IST, up from 09:10. Disable it before starting the Docker scheduler, or two daemons will trade the same account.
  • docker/Dockerfile is gone. Every deployment (compose, Fly, Railway) builds the root Dockerfile.
  • INDstocks only accepts whitelisted IPs. An always-on host needs a static egress IPv4 on that whitelist. A Cloudflare Tunnel does not provide one; see docs/deployment/mac-mini.md §3.
  • LLM models moved to Gemini 3.8 Flash, Grok 4.6 (OpenRouter) and Claude Opus 5.

Added

  • TradingAgents v0.5.1 base. It brings the append-only decision log, settled against NIFTY once each call's holding window has traded, and upstream's own test suite runs in CI against our tradingagents/. Every local modification is listed in UPSTREAM_CHANGES.md.
  • Always-on deployment (docker-compose.yml, runbook docs/deployment/mac-mini.md, checks scripts/macmini/verify.sh):
  • api, telegram and a scheduler service run on persistent volumes;
  • one non-root image, built natively for linux/arm64 and amd64;
  • a health check per service.
  • Scheduler (skopaq schedule):
  • runs one daemon session per NSE trading day at 09:15 IST, with catch-up until 11:30 and a hard stop at 15:45;
  • checks the INDstocks token at 08:45;
  • settles decisions at 18:30;
  • optional dead-man's-switch ping;
  • holds a single-instance lock.
  • In live mode it keeps positions protected with skopaq monitor after a failed, killed or interrupted session, and resumes that protection after a restart.
  • TypeSafe Jev, off unless SKOPAQ_JEV_ENABLED=true:
  • calibrated confidence for entry signals, where a confident contradiction becomes HOLD;
  • the sell analyst's exit call;
  • catalyst scoring in the scanner;
  • the MCP quick_decision tool;
  • it can run through a TypeSafe-compatible gateway such as OpenRouter (SKOPAQ_JEV_BASE_URL).
  • Kill switch: skopaq halt / skopaq resume, the Telegram /halt and /resume commands, and the MCP halt_trading / resume_trading tools. While halted, every BUY is rejected on every path, and SELLs still protect open positions.
  • Track record (skopaq report, MCP performance_report):
  • AI calls against NIFTY;
  • closed trades: win rate, profit factor, drawdown;
  • confidence calibration.
  • skopaq monitor exit code: exits 4 in live mode when positions or unconfirmed orders are left, so the scheduler alerts.
  • docs/indstocks_api.md: the INDstocks API reference that CLAUDE.md already pointed to.
  • skopaq settle: settles past decisions whose holding window has traded.
  • skopaq memory legacy: exports or deletes pre-v0.5.1 agent memories.
  • Parallel analysts in isolated message channels (opt-in upstream, on in Skopaq).
  • CI on every PR:
  • unit tests on Python 3.11, 3.12 and 3.14;
  • a lint gate for syntax errors and undefined names;
  • upstream TradingAgents' suite;
  • a Docker image build with the compose stack brought up and health-checked.
  • API access control: SKOPAQ_API_TOKEN guards the endpoints that run tools or hand out credentials, and CORS origins are configurable.

Changed

  • Protective exits are MARKET orders. This covers the monitor's hard stop, trailing stop, EOD exit and AI SELL, and the daemon's closing sell-all. Exit P&L is measured against the cost basis of the shares sold.
  • Risk limits on new positions apply to BUYs only: position size, order value, lot count, the daily/weekly/monthly loss limits and the cool-down after a loss. A SELL can only reduce shares you hold. Market hours, the order rate limit and the no-short-sale rule still apply to SELLs.
  • Loss limits hold across processes. Daily, weekly and monthly limits are seeded from P&L already realised (Supabase), not only from trades in the current process.
  • Daemon exit codes: 1 when a session fails, 3 when pre-open fails, 0 otherwise (one stock's failed analysis no longer counts as a failure).
  • Kite: a saved access token expires at 06:00 IST, and login links use SKOPAQ_PUBLIC_BASE_URL instead of a hard-coded Fly host.

Fixed

  • Stop-losses below entry never executed. Exits were LIMIT orders at the entry price.
  • Paper refused the fill on every cycle.
  • Live would have left a resting order above the market while recording the exit at breakeven.
  • Separately, after one loss, the cool-down and the loss limits blocked the next stop-loss.
  • Live orders counted as filled when merely accepted. An order now counts only when INDstocks confirms it, at the real average price and filled quantity.
  • A rejected, cancelled or unconfirmed order never counts.
  • A protective exit that rests is re-priced to the instrument's tick size and re-placed, within a deadline that finishes before the scheduler's shutdown. If it still doesn't fill, you get a critical alert.
  • An unfilled entry is cancelled, and only the filled quantity reaches trade rows, P&L and the monitor.
  • Stuck and late orders are journalled, so a recovery skopaq monitor picks them up, and their fills are booked exactly once.
  • The no-short-sale check ignored today's sales, counted paper shares twice, and did not count pending SELL orders. It now reads the order book before positions.
  • It subtracts open SELLs, and filled SELLs that positions don't show yet.
  • It also subtracts Skopaq's own stuck exits.
  • A per-symbol lock stops two processes from selling the same shares.
  • Protective exits never dip into older delivery holdings.
  • Paper SELLs could close live trade rows, even when refused, so phantom P&L reached the live loss limits.
  • Live broker data: holdings parsed as zero, a null field crashed positions, and the client read the wrong order-status field.
  • The Docker image:
  • the container user could not write its own state, so every analysis failed;
  • unquoted >= specifiers were shell redirections, so version pins were dropped;
  • secrets could reach the image;
  • the MCP stdio server was corrupted by a startup banner.
  • Compose: containers that first-mounted a fresh volume together could fail with mkdir ...: file exists.
  • The scheduler:
  • a full disk could freeze a live session;
  • a mistyped setting crash-looped every container;
  • a second scheduler treated the running session as interrupted.
  • Tests: with a real .env loaded, the suite wrote a halt to production Supabase. Tests could also read the host's Kite session file.
  • Telegram: the bot answered anyone who found it. It now serves only the allow-list, and trades wait for /confirm.
  • Other fixes:
  • INDstocks instruments were downloaded on every lookup;
  • a stale token file shadowed a valid env token;
  • the checkpoint key ignored parallel mode;
  • three undefined-name bugs were found by the new lint gate.

Known limits

  • INDstocks turns MARKET orders into LIMITs at the live price. Exits are re-priced and retried, but a very fast fall can still leave one unfilled until the next attempt.
  • The Kite MCP order tools act outside Skopaq's safety checks (see Upgrade notes).
  • Holiday lists must be updated each December (skopaq/risk/calendar.py or SKOPAQ_NSE_HOLIDAYS). Without them the scheduler fails closed and alerts.

0.1.0 — 2026-04-08

The initial platform, built on TradingAgents v0.2.0:

  • the multi-agent analysis pipeline;
  • INDstocks and Kite Connect brokers, with a paper engine;
  • the autonomous daemon, with position monitoring and an AI sell analyst;
  • the multi-model scanner;
  • options selling, GTT orders and CNC swing trading;
  • an MCP server with 31 tools;
  • the Telegram bot, with scheduled jobs and notifications;
  • backtesting and strategy refinement;
  • Fly.io, Railway and Vercel deployments;
  • the MkDocs documentation site.