Alpaca Live Trading Readiness

Read-only safety surface for live-trading blockers. This report reads local PostgreSQL views only; it makes no provider calls, submits no paper orders, and enables no live trading.

Run alpaca_live_trading_readiness_20260719T175422Z | generated UTC 2026-07-19T17:54:22.263959+00:00

Summary

Statuslive_stop_research_only
Stop-loss gates{'blocked': 2, 'passed': 4, 'partial': 1, 'review': 1}
Fill/slippage gates{'blocked': 2, 'passed': 2, 'review': 1}
Signal dates17 / 126
Fill samples2 / 100
Monitor symbols50
Ready quote symbols0
Proxy candidates20
Proxy eligible0
Proxy review queue20
Execution-cost modelcollecting_strictly_post_cutoff_paper_shadow
Execution-cost active aliaspaper_shadow
Execution-cost shadow dates0
Selector gates2 passed / 7 blocked
Fill batch size0
Fill batches remaining20
Orders submitted0

Operator action: Keep live trading disabled. Stop-loss live gates are still blocked, so use current outputs as research and planning evidence only.

Source views:

Live Activation Policy

This derived policy translates stop-loss gates, point-in-time signal depth, paper-fill/slippage evidence, intraday monitor state, execution-proxy quality, immutable execution-cost model evidence, paper execution guardrails, and fill reconciliation into explicit allowed-use language. It does not authorize paper or live orders.

Policy AreaStatusObservedRequiredGap/ReviewRatioModel Usage PolicyOperator Action
stop_loss_live_gatestop_loss_live_research_only4840.5live_stop_disabled_until_all_stop_gates_passKeep stop-loss outputs research-only until blocked, review, and partial live gates clear.
signal_date_depth_gatesignal_date_depth_blocked171261090.1349daily_research_only_not_live_signalWait for 109 more point-in-time signal dates before live stop use.
paper_fill_slippage_gatepaper_fill_slippage_blocked2100980.02do_not_train_or_live_size_from_slippageCollect more clean paper fills and clear wide-spread/review gates before slippage-sensitive live sizing.
paper_fill_collection_roadmap_gatemarket_hours_proxy_refresh_required_before_collection01980paper_collection_planning_only_no_order_authorizationRefresh market-hours intraday proxy evidence before asking for a bounded paper-fill collection batch.
intraday_monitor_gateintraday_monitor_review_required050500monitoring_context_only_until_all_symbols_readyRefresh or review stale/wide-spread monitor rows before live activation.
execution_proxy_gateexecution_proxy_review_required020200execution_proxy_not_fill_evidenceSegment stale/wide-spread proxy rows before execution-sensitive training or paper collection.
expected_execution_cost_model_gateexecution_cost_model_shadow_collecting020200expected_cost_paper_shadow_only_not_fill_evidence_or_live_sizingCollect 20 strictly post-cutoff market date(s) with the immutable expected-cost model.
paper_execution_guardrailsafe_plan_only_state1101plan_only_no_orders_from_reportExpected safe state: plan-only, order submission disabled, zero submitted orders.
fill_reconciliation_gatefill_reconciliation_clean3301use_linked_fills_onlyAll broker fills are linked or no broker fills are present.
stop_loss_selector_launch_gateselector_launch_automated_gates_blocked2960.2222stop_selector_report_only_until_automated_gates_and_operator_promotion_clearKeep stop-loss selector report-only; automated selector launch blockers remain. Blocked/review gates: 7/0.
live_order_permission_gatelive_order_submission_disabled0110no_live_orders_without_explicit_operator_promotionDo not submit live orders; continue research, paper evidence collection, and readiness review.
aggregate_live_activation_policylive_activation_research_only_blocked21190.1818live_trading_disabled_until_all_gates_and_operator_promotion_clearUse this policy to choose the next live-readiness evidence step; it does not authorize orders.

Expected Execution Cost Model

This is the immutable expected-cost paper shadow. It estimates average adverse-selection cost above quoted half-spread; it is not tail-risk evidence, actual broker-fill calibration, position-sizing authority, or order authority.

Version20260719T172030Z
Active aliaspaper_shadow
Registry lifecyclecandidate
Statuscollecting_strictly_post_cutoff_paper_shadow
Historical promotionTrue
Data cutoff2026-07-17
Prospective rows0
Prospective dates0
Dates remaining20
Orders submitted0

Paper Execution State

Readinesspaper_plan_ready
AccountACTIVE
Plan onlyTrue
Submission enabledFalse
Eligible intents1
Blocked intents3
Submitted intents0
Orders submitted0

Risk-capped paper order plan is ready. Submit only after operator approval and guard switches.

Stop-Loss Live Gates

GateStatusObservedRequiredGap/ExcessReadOperator Action
optimizer_signal_date_gateblocked17126109Daily stop-loss research is still short of the required point-in-time score history.Keep stop-loss outputs research-only until more daily score dates mature.
daily_stop_proxy_coveragepassed105,448105,4480Daily adjusted-low stop-trigger proxy covers all optimizer history rows.Treat this as daily research coverage only; live/intraday monitoring still needs separate implementation.
current_conservative_symbol_coveragepartial11,49522,99011,495Current symbols have conservative stop evidence, but unmatched case buckets remain.Use as review evidence only; inspect unmatched buckets before modeling live stops.
trigger_friction_pressurereview2,29902,299Current conservative stop symbols are above the trigger-friction review threshold.Design execution/slippage and intraday monitoring controls before any live stop use.
quote_provider_activationpassed310At least one active quote-capable provider is registered.Validate latency, entitlements, cost, and replay behavior before live monitoring.
live_market_monitoring_applicationpassed110A live or intraday market-monitoring application is registered.Validate the application with replay/sandbox data before any live stop decisions.
broker_execution_applicationpassed310A broker or execution application is registered.Keep broker execution disabled until sandbox, kill-switch, audit, and position reconciliation tests pass.
live_stop_policy_guardrailblocked363Live stop policy guardrails are not met; this remains research-only.Keep stop-loss outputs out of live trading; continue daily research and build live-data/execution infrastructure separately.

Stop-Loss Selector Launch Gates

This section mirrors the latest Model Promotion Readiness selector snapshot. It avoids rerunning the heavier selector SQL while keeping live-readiness aligned with the stop-loss selector's current launch blockers.

Snapshotloaded
Source runmodel_promotion_readiness_20260719T152857Z
Launch gates9
Passed2
Blocked7
Review0
Automated blockers6
Operator approvalTrue

Source: D:\DataLake\exports\applications\model_promotion_readiness\latest\model-promotion-readiness.json

RankLaunch GateStatusObservedRequiredGap/ReviewBlockerOperator Action
10optimizer_date_depthblocked17126109optimizer_date_gateKeep selector work report-only until future daily optimizer signal dates mature.
20temporal_validation_splitblocked0145145temporal_validation_gateWait for enough distinct signal dates to make train/validation/test separation real.
40evaluation_label_depthblocked143evaluation_label_depth_gateCollect more dated examples or revise the evaluation family before training/scoring.
45selector_label_balanceblocked495optimizer_date_gateKeep selector work report-only; all current label-balance groups still wait for optimizer date depth.
50paper_training_and_evaluation_permissionblocked099paper_training_evaluation_permission_gateDo not start selector training or scoring until training preflight and evaluation plans explicitly allow it.
60live_monitoring_and_execution_infrastructureblocked530live_infrastructure_gateKeep stop-loss selector work paper/research-only until live monitoring and broker execution controls exist.
80operator_approvalblocked011operator_approval_requiredReview the full launch gate, evaluation plan, feature contract, slippage/tail-risk evidence, and live-readiness packet before approval.

Fill And Slippage Gates

GateStatusObservedRequiredGap/ExcessReadOperator Action
paper_fill_sample_depthblocked210098Some deduped paper fill slippage samples exist, but the sample depth is too thin for training.Keep slippage evidence collection running after paper fills; do not train slippage-sensitive stop models yet.
fill_quote_match_coveragepassed330Every deduped paper fill has nearby quote context.Use matched quote context as paper evidence only; validate latency before live use.
nearest_trade_match_coveragepassed330Every deduped paper fill has nearby trade-print context.Use trade matches to audit fill realism against prints before modeling.
wide_spread_reviewreview101Some deduped paper fill slippage rows occurred in wide-spread conditions.Segment slippage by spread and liquidity before any stop-loss model uses these rows.
slippage_training_guardrailblocked242Slippage feature guardrails are not met; keep stop-loss selector training gated.Accumulate more paper fills and quote/trade matches before using slippage features in training.

Paper Fill Collection Roadmap

This mirrors the latest Alpaca Fill Slippage report. It is planning evidence only: no paper order is authorized here, and live trading remains disabled.

Snapshotloaded
Source runalpaca_fill_slippage_features_20260718T220412Z
Collection stageproxy_review_required_before_paper_collection
Allowed nowFalse
Possible when authorizedFalse
Suggested batch size0
Max batch size5
Gap after next batch98
Batches remaining20
Batches after next20
Proxy refresh targets1
Diagnosticmarket_hours_proxy_refresh_required

Batch policy: At most 5 explicitly authorized paper fills per batch, then reconcile fills and refresh slippage features before any next batch.

Next action: No clean paper-fill candidates are available yet; refresh/review market-hours intraday proxy context for 1 eligible intent(s), then collect 98 additional linked, fresh-quote, tight-spread paper fills before slippage-sensitive training.

Batch action: No batch is clean now; refresh intraday monitor/proxy during market hours and recheck before any paper collection authorization.

Source: D:\DataLake\exports\applications\alpaca_fill_slippage_features\latest\alpaca-fill-slippage-features.json

Intraday Monitor Evidence

StatusRowsSymbolsBarsTradesQuotesAvg Spread bpsMax Spread bpsLatest Observed
stale_after_hours505000045.5601433.85792026-07-18T21:59:40.778727+00:00

Paper Fill Collection Queue

This table is a paper-only planning queue from local execution-proxy evidence. It highlights symbols where quote, trade, bar, spread, and opportunity context are currently adequate or need review before collecting future paper-fill samples.

RankSymbolGateProxy StatusTraining EligibleCoverageMonitorBarsTradesQuotesQuote Age MinSpread bpsProxy ScoreStop StyleOperator Action
1PTCreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,498.848639.789930Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
2ASAreviewstale_after_hours_wide_spread_reviewFalseintraday_coverage_readystale_after_hours0001,559.4884230.45270Volatility-scaled stopLatest quote/trade evidence is stale for live use and the spread exceeds the execution-review threshold; segment as after-hours wide-spread evidence only.
3STNGreviewstale_after_hours_wide_spread_reviewFalseintraday_coverage_readystale_after_hours0001,546.822268.831218.7013Fixed stopLatest quote/trade evidence is stale for live use and the spread exceeds the execution-review threshold; segment as after-hours wide-spread evidence only.
4TNKreviewstale_after_hours_wide_spread_reviewFalseintraday_coverage_readystale_after_hours0001,533.633997.45781.5253Volatility-scaled stopLatest quote/trade evidence is stale for live use and the spread exceeds the execution-review threshold; segment as after-hours wide-spread evidence only.
5ARISreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,505.057821.905830Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
6IAGreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,492.33797.104830Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
7CASHreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,532.090243.435830Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
8FSMreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,505.848312.262430Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
9Breviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,489.51772.884830Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
10CAREreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,557.842139.519730Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
11DDIreviewstale_after_hours_wide_spread_reviewFalseintraday_coverage_readystale_after_hours0001,559.1794140.47410Volatility-scaled stopLatest quote/trade evidence is stale for live use and the spread exceeds the execution-review threshold; segment as after-hours wide-spread evidence only.
12FISreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,502.65919.456330Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
13AGreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,497.72876.367430Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
14ELAreviewstale_after_hours_wide_spread_reviewFalseintraday_coverage_readystale_after_hours0001,548.8534182.89730Volatility-scaled stopLatest quote/trade evidence is stale for live use and the spread exceeds the execution-review threshold; segment as after-hours wide-spread evidence only.
15DMLPreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,558.713825.674930Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
16ASCreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,559.239426.195230Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
17SSRMreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,482.6437.809830Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
18ADSKreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,508.43449.212330Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
19PRTAreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,486.244234.742330Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
20KGCreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,512.17044.427730Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.

Execution Proxy Review Queue

This table lists the top current opportunity symbols whose local intraday evidence is stale, wide-spread, or otherwise not clean enough for execution-sensitive training or paper-fill collection. It is review evidence only and submits no orders.

Review rows shown20
Top-15 review rows15
Wide-spread rows5
Stale rows20
RankSymbolGateProxy StatusTraining EligibleCoverageMonitorBarsTradesQuotesQuote Age MinSpread bpsProxy ScoreStop StyleOperator Action
1PTCreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,498.848639.789930Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
2ASAreviewstale_after_hours_wide_spread_reviewFalseintraday_coverage_readystale_after_hours0001,559.4884230.45270Volatility-scaled stopLatest quote/trade evidence is stale for live use and the spread exceeds the execution-review threshold; segment as after-hours wide-spread evidence only.
3STNGreviewstale_after_hours_wide_spread_reviewFalseintraday_coverage_readystale_after_hours0001,546.822268.831218.7013Fixed stopLatest quote/trade evidence is stale for live use and the spread exceeds the execution-review threshold; segment as after-hours wide-spread evidence only.
4TNKreviewstale_after_hours_wide_spread_reviewFalseintraday_coverage_readystale_after_hours0001,533.633997.45781.5253Volatility-scaled stopLatest quote/trade evidence is stale for live use and the spread exceeds the execution-review threshold; segment as after-hours wide-spread evidence only.
5ARISreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,505.057821.905830Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
6IAGreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,492.33797.104830Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
7CASHreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,532.090243.435830Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
8FSMreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,505.848312.262430Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
9Breviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,489.51772.884830Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
10CAREreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,557.842139.519730Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
11DDIreviewstale_after_hours_wide_spread_reviewFalseintraday_coverage_readystale_after_hours0001,559.1794140.47410Volatility-scaled stopLatest quote/trade evidence is stale for live use and the spread exceeds the execution-review threshold; segment as after-hours wide-spread evidence only.
12FISreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,502.65919.456330Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
13AGreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,497.72876.367430Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
14ELAreviewstale_after_hours_wide_spread_reviewFalseintraday_coverage_readystale_after_hours0001,548.8534182.89730Volatility-scaled stopLatest quote/trade evidence is stale for live use and the spread exceeds the execution-review threshold; segment as after-hours wide-spread evidence only.
15DMLPreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,558.713825.674930Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
16ASCreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,559.239426.195230Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
17SSRMreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,482.6437.809830Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
18ADSKreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,508.43449.212330Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
19PRTAreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,486.244234.742330Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.
20KGCreviewstale_after_hours_reviewFalseintraday_coverage_readystale_after_hours0001,512.17044.427730Volatility-scaled stopLatest quote/trade evidence is stale for live use; treat this as replay or after-hours evidence only.

Fill Reconciliation

Broker orders3
Linked orders3
Unmatched orders0
Filled orders3
Symbols3
Latest completed2026-07-17T21:25:20.851550+00:00