Release v0.1.2

.github/workflows/release.yml

@@ -4,6 +4,8 @@ on:
   push:
     branches:
       - master
+      - "release/**"
+  workflow_dispatch:
 
 permissions:
   contents: write

README.md

@@ -21,7 +21,7 @@ autonomy and risk settings.
 > real orders against a real account. Use advisory or paper mode until you have
 > verified configuration, data quality, account state, and risk limits.
 
-Latest release: [v0.1.1](docs/releases/v0.1.1.md)
+Latest release: [v0.1.2](docs/releases/v0.1.2.md)
 
 ## Terminal UI
 
@@ -51,7 +51,7 @@ Check market, portfolio, journal, and backtest state:
 /quote VCB
 /positions
 /journal decisions 10
-/backtest 2025-01-03 2025-04-30 1000000000
+/backtest
 ```
 
 ## Highlights
@@ -166,12 +166,25 @@ Check market and portfolio state:
 /journal decisions 10
 ```
 
-Run a backtest:
+Run a backtest for the previous calendar week:
+
+```text
+/backtest
+```
+
+You can still provide an explicit range and starting cash:
 
 ```text
 /backtest 2025-01-03 2025-04-30 1000000000
 ```
 
+Backtests default to 30-minute turns. Use `--interval` to choose a slower
+cadence such as `1h` or `2h`:
+
+```text
+/backtest 2025-01-03 2025-04-30 1000000000 --interval 1h
+```
+
 Manage sessions:
 
 ```text
@@ -219,7 +232,7 @@ still stream the full local team flow.
 | --- | --- |
 | `/team <message>` | Run a multi-agent debate on a market or portfolio question. |
 | `/analyze <ticker> [--rounds N]` | Run structured team analysis for one ticker. |
-| `/backtest [start] [end] [cash]` | Run a weekly backtest and render results inline. |
+| `/backtest [start] [end] [cash] [--interval 30m\|1h\|2h]` | Run an interval backtest and render results inline. Defaults to previous calendar week at 30-minute cadence. |
 | `/journal [decisions\|orders\|fills\|alerts] [N]` | Show recent journal rows. |
 | `/quote <ticker>` | Request quote, technicals, and recent news for a ticker. |
 | `/positions` | Summarize current portfolio positions and exposures. |
@@ -325,6 +338,8 @@ reduce repeated network calls.
 
 ## Release Notes
 
+- [v0.1.2](docs/releases/v0.1.2.md) - dynamic stock discovery, last-week
+  default backtests, and configurable interval replay cadence.
 - [v0.1.1](docs/releases/v0.1.1.md) - pipeline-published package release for
   the v0.1 public baseline.
 - [v0.1.0](docs/releases/v0.1.0.md) - consolidated public baseline with chat

docs/agent-team.md

@@ -137,18 +137,20 @@ The top-level chat agent can also route automatically:
 
 Azoth's `/backtest` command reuses the same team analysis engine in replay
 mode. Instead of asking the team to analyze one live ticker, the backtest runner
-walks through historical Friday closes, discovers candidates, runs the team on
-each candidate as of that historical date, converts final decisions into paper
-broker orders, and records the resulting equity curve.
+walks through historical interval closes, discovers candidates, runs the team
+on each candidate as of that historical timestamp, converts final decisions into
+paper broker orders, and records the resulting equity curve. The default
+interval is 30 minutes; `/backtest --interval 1h` or `--interval 2h` can be used
+to slow the replay cadence.
 
 ```mermaid
 flowchart TD
-  User["User: /backtest START END CASH"] --> Init["Create backtest run"]
+  User["User: /backtest [START END CASH]"] --> Init["Create backtest run"]
   Init --> Broker["Create isolated paper broker"]
   Init --> Data["Load universe OHLCV and VNINDEX"]
-  Data --> Fridays["Find Friday trading turns"]
+  Data --> Intervals["Find interval turns"]
 
-  Fridays --> Turn["Weekly turn"]
+  Intervals --> Turn["Interval turn"]
   Turn --> AsOf["Set simulated as-of date"]
   AsOf --> Discovery["Discover momentum candidates"]
   Discovery --> Held["Include existing holdings"]
@@ -168,17 +170,23 @@ flowchart TD
   Persist --> Drawdown{"Drawdown above floor?"}
   Drawdown -- yes --> Freeze["Freeze new buys next turn"]
   Drawdown -- no --> Continue["Continue normally"]
-  Freeze --> Next{"More Fridays?"}
+  Freeze --> Next{"More intervals?"}
   Continue --> Next
   Next -- yes --> Turn
   Next -- no --> Summary["Return summary: return, benchmark, max DD, trades, rejected trades, tokens, cost"]
 ```
 
 The backtest loop has several important constraints:
 
-- The active clock is pinned to the historical Friday turn, so market tools do
-  not see future bars.
-- Candidate discovery defaults to a momentum scan over Azoth's default universe.
+- The active clock is pinned to each historical interval close, so market tools
+  do not see future bars.
+- When no date range is supplied, `/backtest` uses the previous calendar week.
+- The strategy makes decisions one configured interval at a time. It does not
+  batch the whole day or week into one decision.
+- Team prompts and operating rules treat Vietnam listed equity settlement as
+  T+2 and prohibit same-day round trips.
+- Candidate discovery can scan listed equities or a caller-provided ticker
+  basket; backtests use the default liquid universe to keep replay cost bounded.
 - Each candidate receives a one-round team analysis to keep replay cost bounded.
 - Web search is disabled during backtests so historical turns rely on Azoth's
   market data and cached/local tools rather than current open-web context.
@@ -194,9 +202,9 @@ The backtest loop has several important constraints:
 Backtest persistence uses the same local SQLite runtime:
 
 - `backtest_runs` stores strategy name, start/end dates, initial cash, universe,
-  model, broker name, candidate limit, and risk settings.
+  model, broker name, interval, candidate limit, and risk settings.
 - `backtest_turns` stores the prompt, team response summary, token usage, and
-  cost for each historical turn.
+  cost for each historical interval turn.
 - `backtest_equity` stores cash, mark-to-market equity, and benchmark equity.
 - Broker tables store paper orders, fills, rejects, positions, and cash.
 - Team-run tables store the role outputs generated during candidate analysis.

docs/releases/v0.1.2.md

@@ -0,0 +1,32 @@
+# Azoth v0.1.2
+
+Release date: 2026-05-04
+
+Azoth v0.1.2 improves stock discovery and backtest replay control for the
+Vietnam equity agent workflow.
+
+## Highlights
+
+- Stock discovery can scan listed HOSE/HNX/UPCOM equities, exchange-specific
+  universes, preset baskets, or caller-provided ticker baskets instead of being
+  fixed to a small index-style list.
+- Discovery supports signal and strategy aliases such as trend following,
+  breakout, mean reversion, defensive, liquidity surge, relative strength, and
+  weakness.
+- `/backtest` defaults to the previous calendar week when no dates are
+  provided.
+- Backtests replay interval turns instead of one whole-week decision. The
+  default cadence is 30 minutes, with `--interval` support for slower cadences
+  such as `1h` and `2h`.
+- Backtest UI and documentation now report interval cadence and turn count.
+
+## Release Automation
+
+- The release workflow can now run on `release/**` branches and can be started
+  manually with `workflow_dispatch`, so package publication is not limited to
+  pushes on `master`.
+
+## Validation
+
+- `pnpm typecheck`
+- `pnpm test -- tests/tui.test.tsx`

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@toreleon/azoth",
-  "version": "0.1.1",
+  "version": "0.1.2",
   "description": "Professional agent CLI for Vietnam equity research, portfolio workflow, and broker-aware trading operations",
   "type": "module",
   "license": "MIT",

src/agent/backtestRunner.ts

@@ -13,6 +13,7 @@ import type { BrokerPosition, Order, PlaceOrderInput } from "../broker/types.js"
 const BACKTEST_STRATEGY_NAME = "team-default";
 const BACKTEST_DISCOVERY_CRITERION = "momentum";
 const BACKTEST_DISCOVERY_UNIVERSE = "default";
+export const BACKTEST_DEFAULT_INTERVAL = "30m";
 const BACKTEST_MAX_POSITION_PCT = 0.15;
 const BACKTEST_MAX_DRAWDOWN_FLOOR = 0.15;
 const BACKTEST_DEFAULT_CANDIDATES = 3;
@@ -22,7 +23,9 @@ export interface BacktestOptions {
   start: string;
   end: string;
   initialCash: number;
-  /** Number of discovered names to run through the full team each week. */
+  /** Replay cadence. Supports 30m, 60m, 1h, 2h, etc. Default: 30m. */
+  interval?: string;
+  /** Number of discovered names to run through the full team each interval. */
   maxCandidates?: number;
 }
 
@@ -48,14 +51,19 @@ export interface SummaryPayload {
   totalCost: number;
   totalInTokens: number;
   totalOutTokens: number;
+  interval: string;
+  intervals: number;
+  /** @deprecated use intervals */
+  sessions: number;
+  /** @deprecated use intervals */
   weeks: number;
   trades: number;
   rejectedTrades: number;
   reportPath: string | null;
 }
 
 export interface BacktestCallbacks {
-  onStart?: (info: { runId: string; strategy: string; brokerName: string; fridays: number[]; universe: string[] }) => void;
+  onStart?: (info: { runId: string; strategy: string; brokerName: string; interval: string; turns: number[]; fridays: number[]; universe: string[] }) => void;
   onTurnStart?: (info: { asOf: number; dateIso: string }) => void;
   onTeamEvent?: (ev: TeamEvent, ctx: { asOf: number; dateIso: string; ticker: string }) => void;
   onOrder?: (order: Order, ctx: { asOf: number; dateIso: string; decision: FinalDecision }) => void;
@@ -65,24 +73,45 @@ export interface BacktestCallbacks {
   signal?: AbortSignal;
 }
 
-function isoSec(d: string): number {
-  const t = Date.parse(`${d}T15:00:00+07:00`);
+function isoSec(d: string, time = "15:00:00"): number {
+  const t = Date.parse(`${d}T${time}+07:00`);
   if (Number.isNaN(t)) throw new Error(`bad date: ${d}`);
   return Math.floor(t / 1000);
 }
 
-function dateOf(epochSec: number): string {
-  return new Date(epochSec * 1000).toISOString().slice(0, 10);
+function ictLabel(epochSec: number): string {
+  const d = new Date(epochSec * 1000 + 7 * 3600 * 1000);
+  return d.toISOString().slice(0, 16).replace("T", " ");
 }
 
-function fridayCloses(vnindexBars: Bar[], startSec: number, endSec: number): number[] {
-  const out: number[] = [];
-  for (const b of vnindexBars) {
-    if (b.time < startSec || b.time > endSec) continue;
-    const d = new Date(b.time * 1000);
-    const ict = new Date(d.getTime() + 7 * 3600 * 1000);
-    if (ict.getUTCDay() === 5) out.push(b.time);
+function parseBacktestInterval(value: string | undefined): { label: string; minutes: number } {
+  const raw = (value ?? BACKTEST_DEFAULT_INTERVAL).trim().toLowerCase();
+  const m = raw.match(/^(\d+)\s*(m|min|h|hr)$/);
+  if (!m) throw new Error(`bad interval: ${value}. Use 30m, 1h, 2h, etc.`);
+  const n = Number.parseInt(m[1]!, 10);
+  const unit = m[2]!;
+  const minutes = unit.startsWith("h") ? n * 60 : n;
+  if (minutes < 30 || minutes % 30 !== 0) {
+    throw new Error(`bad interval: ${value}. Interval must be 30 minutes or a multiple of 30 minutes.`);
+  }
+  if (minutes > 24 * 60) {
+    throw new Error(`bad interval: ${value}. Interval must be 24h or shorter.`);
   }
+  return { label: minutes % 60 === 0 ? `${minutes / 60}h` : `${minutes}m`, minutes };
+}
+
+function intervalCloses(vnindexBars: Bar[], startSec: number, endSec: number, intervalMinutes: number): number[] {
+  const base = vnindexBars
+    .filter((b) => b.time >= startSec && b.time <= endSec)
+    .map((b) => b.time)
+    .sort((a, b) => a - b);
+  const step = Math.max(1, Math.round(intervalMinutes / 30));
+  if (step === 1) return base;
+
+  const out: number[] = [];
+  for (let i = step - 1; i < base.length; i += step) out.push(base[i]!);
+  const last = base[base.length - 1];
+  if (last != null && out[out.length - 1] !== last) out.push(last);
   return out;
 }
 
@@ -216,8 +245,9 @@ export async function runBacktestSession(
     1,
     Math.min(opts.maxCandidates ?? BACKTEST_DEFAULT_CANDIDATES, BACKTEST_MAX_CANDIDATES),
   );
+  const interval = parseBacktestInterval(opts.interval);
 
-  const startSec = isoSec(opts.start);
+  const startSec = isoSec(opts.start, "00:00:00");
   const endSec = isoSec(opts.end);
   if (endSec <= startSec) throw new Error("end must be after start");
 
@@ -226,36 +256,38 @@ export async function runBacktestSession(
   const broker = getBacktestBroker(brokerName, opts.initialCash);
   broker.reset(opts.initialCash);
 
-  const fetchFrom = startSec - 90 * 86400;
+  const fetchFrom = startSec - 7 * 86400;
   const fetchTo = endSec + 7 * 86400;
   const bars: Record<string, Bar[]> = {};
   for (const t of universe) {
-    bars[t] = await getStockOhlcv(t, "1D", fetchFrom, fetchTo);
+    bars[t] = await getStockOhlcv(t, "30", fetchFrom, fetchTo);
     if (cb.signal?.aborted) throw new Error("aborted");
   }
-  const vnindex = await getIndexOhlcv("VNINDEX", "1D", fetchFrom, fetchTo);
+  const vnindex = await getIndexOhlcv("VNINDEX", "30", fetchFrom, fetchTo);
 
-  const fridays = fridayCloses(vnindex, startSec, endSec);
-  if (fridays.length === 0) throw new Error("no Friday trading days in range");
+  const intervalTurns = intervalCloses(vnindex, startSec, endSec, interval.minutes);
+  if (intervalTurns.length === 0) throw new Error(`no ${interval.label} trading intervals in range`);
 
-  cb.onStart?.({ runId, strategy: BACKTEST_STRATEGY_NAME, brokerName, fridays, universe });
+  cb.onStart?.({ runId, strategy: BACKTEST_STRATEGY_NAME, brokerName, interval: interval.label, turns: intervalTurns, fridays: intervalTurns, universe });
 
   db.prepare(
     `INSERT INTO backtest_runs
        (id, persona, start_date, end_date, cadence, initial_cash_vnd, config_json, created_at)
-     VALUES (?, ?, ?, ?, 'weekly', ?, ?, ?)`,
+     VALUES (?, ?, ?, ?, ?, ?, ?, ?)`,
   ).run(
     runId,
     BACKTEST_STRATEGY_NAME,
     startSec,
     endSec,
+    interval.label,
     opts.initialCash,
     JSON.stringify({
       universe,
       model: cfg.model,
       broker: brokerName,
       strategy: BACKTEST_STRATEGY_NAME,
       engine: "team",
+      interval: interval.label,
       maxCandidates,
       discoveryCriterion: BACKTEST_DISCOVERY_CRITERION,
       discoveryUniverse: BACKTEST_DISCOVERY_UNIVERSE,
@@ -269,24 +301,24 @@ export async function runBacktestSession(
     const series = vnindex.filter((b) => b.time <= asOf);
     return series.length ? series[series.length - 1]!.close : null;
   };
-  const vnindexBaseline = vnindexAt(fridays[0]!);
-  if (vnindexBaseline == null) throw new Error("no VNINDEX data at first Friday");
+  const vnindexBaseline = vnindexAt(intervalTurns[0]!);
+  if (vnindexBaseline == null) throw new Error(`no VNINDEX data at first ${interval.label} turn`);
 
   let peakMtm = opts.initialCash;
   let freezeBuys = false;
 
   try {
-    for (const asOf of fridays) {
+    for (const asOf of intervalTurns) {
       throwIfAborted(cb.signal);
-      const dateIso = dateOf(asOf);
+      const dateIso = ictLabel(asOf);
       const priceOverride = (sym: string): number | null => {
         const series = bars[sym]?.filter((b) => b.time <= asOf) ?? [];
         return series.length ? series[series.length - 1]!.close : null;
       };
       broker.setPriceOverride(priceOverride);
       cb.onTurnStart?.({ asOf, dateIso });
 
-      const prompt = `Team backtest ${dateIso}: discover ${BACKTEST_DISCOVERY_CRITERION}/${BACKTEST_DISCOVERY_UNIVERSE}, analyze candidates, execute broker orders from final decisions.`;
+      const prompt = `Team backtest ${dateIso} ICT: ${interval.label} interval turn under T+2 settlement assumptions; discover ${BACKTEST_DISCOVERY_CRITERION}/${BACKTEST_DISCOVERY_UNIVERSE}, analyze candidates, execute broker orders from final decisions.`;
       let response = "";
       let inTokens = 0;
       let outTokens = 0;
@@ -423,6 +455,9 @@ export async function runBacktestSession(
     totalCost,
     totalInTokens: totalIn,
     totalOutTokens: totalOut,
+    interval: interval.label,
+    intervals: equityRows.length,
+    sessions: equityRows.length,
     weeks: equityRows.length,
     trades: orderRows.length,
     rejectedTrades: rejectedOrderRows.length,

src/agent/orchestrator.ts

@@ -54,7 +54,7 @@ export function buildSystemPrompt(): string {
     "- foreign_flow: per-ticker foreign buy/sell/net week-to-date and ownership %.",
     "- portfolio_list: read broker cash, positions, exposure, and unrealized P&L. Avg cost and last close are in thousand VND; monetary totals are in VND.",
     "- journal_append / journal_read: persist and review past decisions.",
-    "- discover_tickers: dynamically scan a curated VN30+midcap universe by criterion (momentum / breakout / oversold / low_volatility / high_volume / top_gainers / top_losers) and return 5–10 ranked candidates.",
+    "- discover_tickers: scan listed Vietnamese equities, an explicit ticker basket, or a preset universe by signal/strategy (momentum, breakout, mean reversion, defensive, liquidity surge, relative strength, weakness) and return 5–10 ranked candidates.",
     "- team_question: delegate complex market, portfolio, or allocation questions to Azoth's bull/bear/risk/portfolio team.",
     "- team_analyze: delegate deep single-ticker buy/sell/hold analysis to Azoth's full analyst/research/trader/risk/portfolio team.",
     cfg.autonomy === "advisory"

src/agent/team/prompts.ts

@@ -231,7 +231,7 @@ export function traderPrompt(
     "Tools:",
     "- portfolio_list (see existing exposure)",
     "- journal_read (recent decisions on this name)",
-    "- discover_tickers (only if you need to compare alternatives)",
+    "- discover_tickers (compare alternatives by signal/strategy; pass explicit tickers when the user names a basket)",
     "",
     "Analyst reports:",
     renderAnalysts(analysts),