windows-cupy-nvrtc
Fix CuPy NVRTC compilation errors on Windows. Trigger: NVRTC_ERROR_BUILTIN_OPERATION_FAILURE, nvrtc-builtins64 not found
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Fix CuPy NVRTC compilation errors on Windows. Trigger: NVRTC_ERROR_BUILTIN_OPERATION_FAILURE, nvrtc-builtins64 not found
Safely review and merge remote branches into stable. Trigger when: (1) reviewing open PRs, (2) integrating feature branches, (3) checking for stale branches with potential conflicts.
Alpaca broker limitations: crypto shorts blocked (broker doesn't support), stock shorts allowed. Trigger when: (1) shorting gate blocks wrong assets, (2) SELL signals blocked, (3) order type confusion.
Multi-format channel name parsing for KINTSUGI CHANNELNAMES.txt files
Colab file paths after unzipping repo. Trigger when: (1) API key file not found, (2) file path errors in Colab, (3) configuring notebook paths, (4) 'yfinance fallback' despite keys existing.
Simplify crypto hard filters to essential checks only. Trigger when: (1) crypto symbols fail multiple filters, (2) data_quality/spread/trading_status fail for crypto, (3) yfinance data gaps causing false failur...
Fix common PyTorch bugs: percentile calculations, LayerNorm for Conv1d, buffer edge cases. Trigger when writing PyTorch code for RL or neural networks.
Persistent data cache with gap-filling for historical market data. Trigger when: (1) cache re-downloads complete data unnecessarily, (2) time-based cache expiry wastes API calls, (3) historical data needs incre...
Consistent drawdown control pattern for trading systems - backtests, live trading, and training
FAIL LOUDLY pattern for selection constraints. Trigger when: (1) correlated stocks selected together, (2) min_crypto_positions ignored, (3) constraints violated silently.
Correct import patterns and file paths for maxfuse Jupyter notebooks
KINTSUGI deconvolution: Output scaling must preserve original intensity relationships for quantitative analysis. Trigger: deconvolution saturates at 65535, channel intensity ratios inverted, hist_clip scaling i...
Cache yfinance sector data permanently to avoid Yahoo Finance rate limits. Trigger when: (1) 401 errors during sector fetching, (2) sector updates take too long, (3) need selective sector refresh.
Specific description with trigger conditions
When editing KINTSUGI notebook modules (Kdecon, Kstitch, Kreg, etc.), always edit the main repo first then sync to project folders
Statistical analysis for selecting trading symbols compatible with mean-reversion/momentum strategies, GARCH risk models, and Markov regime detection
Save backtest results to SQLite database for comparison. Trigger when: (1) tracking backtest history, (2) comparing model performance, (3) querying best backtests.
Fix HOLD bias in RL reward function. Trigger when: (1) model learns to always HOLD, (2) trade rate is too low (
Fix PyPI package name collisions when local package name exists on PyPI
Analysis of crypto-to-crypto vs crypto-to-fiat (USD) trading on Alpaca for fee optimization and risk considerations
Risk managers should SIZE trades, not BLOCK them. Trigger when: (1) capital manager blocks trades, (2) risk manager rejects orders, (3) trades fail due to 'exceeds limit', (4) components don't work in harmony.
SUPERSEDED by persistent-cache-gap-filling (v2.8.0). Cache data during symbol selection for instant repeat runs.
Efficient development testing workflow for HPC environments with VS Code tunneling. Trigger: testing code changes on HPC, development workflow with external data directories, VS Code Remote SSH development
Converting backtest visualizations from bar indices/timesteps to actual datetime axes for clearer time context
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