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QuantTrader/bin/post_session.sh

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+#!/usr/bin/env bash
+set -euo pipefail
+ROOT=$(cd "$(dirname "$0")/.." && pwd)
+PAPER=$ROOT/results/execution/paper/fills.csv
+LIVE=$ROOT/results/execution/live/fills.csv
+TCA_OUT=$ROOT/results/execution/tca_summary.json
+RUN_ID=${1:-$(date -u +"%Y%m%d_%H%M%S")}
+if [ ! -s "$PAPER" ] || [ ! -s "$LIVE" ]; then
+  echo "Missing fills CSVs: $PAPER or $LIVE" >&2
+  exit 1
+fi
+cd "$ROOT"
+python ../QuantResearch/scripts/compare_fills.py --paper "$PAPER" --live "$LIVE" --out "$TCA_OUT"
+python ../QuantResearch/scripts/update_metrics_from_tca.py \
+  --tca "$TCA_OUT" \
+  --metrics ../QuantResearch/results/risk/metrics.csv \
+  --run-id "$RUN_ID" \
+  --status pass \
+  --latency-avg ${LATENCY_AVG:-30} \
+  --latency-p95 ${LATENCY_P95:-45} \
+  --total-pnl ${TOTAL_PNL:-0} \
+  --max-exposure ${MAX_EXPOSURE:-500000} \
+  --max-drawdown ${MAX_DRAWDOWN:-0.05} \
+  --rolling-sharpe ${ROLLING_SHARPE:-1.4} \
+  --live-drawdown ${LIVE_DRAWDOWN:-0.05} \
+  --live-latency-p95 ${LIVE_LATENCY_P95:-45} \
+  --slippage-bps ${SLIPPAGE_BPS:-2}
+cd ../QuantResearch
+python scripts/watch_ops_metrics.py
+source ../.env.demo && python scripts/export_metrics_prom.py --csv results/risk/metrics.csv --job risk_sim | curl --data-binary @- "$PUSHGATEWAY_URL/metrics/job/risk_sim"