feat(polygon_client): cache grouped-daily responses per-instance#57
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DataPhase1's universe_returns collector makes 4 get_grouped_daily calls per eval_date (t0, +5d, +10d, +30d). Across consecutive eval_dates the calendar dates overlap heavily — 71 eval_dates enqueue ~284 API calls, but only ~80-90 unique calendar dates. Against polygon's free-tier 5 calls/min cap that's 57 min of rate-limit wait; the dedup'd path is ~16 min (~3.5x speedup). Historical grouped-daily is immutable, so no TTL needed. Cache is per-PolygonClient instance (so per-process via the singleton) and covers empty responses too (non-trading days return the same empty payload). Discovered when tonight's Saturday Step Function DataPhase1 ran ~71 dates and blew past the 90 min phase budget. Tests: 4 cases — cache hit, cache miss across distinct dates, empty-response caching, per-instance isolation. Full suite 88/88 green.
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cipher813
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Picks up `alpha_engine_lib.ssm_log_capture` — the Python CLI chokepoint
for SSM-step log capture that replaces the inline-bash `trap 'aws s3 cp
... ' EXIT` + `tee` pattern. Required by the follow-up SF-JSON-conversion
PR (alpha-engine-data) which switches 8 broken Saturday-SF spot states to
`python -m alpha_engine_lib.ssm_log_capture run ... -- bash <launcher> {}`.
See alpha-engine-lib PR #57 for the lift rationale and the 2026-05-22
Friday-PM dry-pass break that surfaced the need.
Blocks on alpha-engine-lib PR #57 merge (auto-tags v0.25.0).
Co-authored-by: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
cipher813
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…m_log_capture CLI (#290) Closes the 2026-05-22 Friday-PM dry-pass failure (Alpha Engine Saturday Pipeline FAILED at MorningEnrich, exit 127, "trap: s3: invalid signal specification"). Lifts the inline `trap 'aws s3 cp /var/log/X.log "s3://..." || true' EXIT` + `tee /var/log/X.log` pattern out of JSON and into the alpha_engine_lib.ssm_log_capture Python CLI (lib v0.25.0). **Root cause** of the dry-pass break: PR #253 (merged 2026-05-17) flipped 8 Saturday-SF spot states from plain `commands` JSON arrays to `commands.$ States.Array(...)` so they could splice `$.run_date` / `$.preflight_args` via States.Format. Inside States.Array arg strings, ASL's documented escape for an inner single quote is `\'` — but the AWS ASL evaluator does NOT unescape `\'` to `'` in practice; it passes the backslash through literally. The trap line `'trap \'cmd\' EXIT'` therefore rendered into the SSM `_script.sh` as `trap \'cmd\' EXIT`. Bash interpreted the `\'` outside quotes as a literal apostrophe stripped of its quoting power, then word-split the line and passed every token after `aws` to `trap` as a signal name. Exit 127, line 7. Same defect lurked in ALL 8 Saturday-SF spot states (MorningEnrich first only because it's the first to run; everything downstream would have failed the same way). The 2026-05-22 Friday-PM shell-run dry-pass — designed exactly to catch break classes like this ~12h before the Saturday 09:00 UTC firing — exposed the latent regression on its first execution under the broken pattern (no Saturday SF had run between #253 merge and the dry-pass). The Friday-PM dry-pass safety net worked as designed. **Fix shape (institutional, per CLAUDE.md SOTA sub-sub-rule):** Each affected state now invokes a single States.Format-rendered token list with no bash trap and no inner single quotes: /home/ec2-user/alpha-engine-dashboard/.venv/bin/python \ -m alpha_engine_lib.ssm_log_capture run \ --slug X --log /var/log/X.log -- bash <launcher> ... The lib CLI internalizes the tee + S3 ship-on-exit + exit-code propagation. No ASL escape surface. Tested independently in lib v0.25.0 (20 unit tests; see alpha-engine-lib PR #57). States converted (slug → launcher): - morning-enrich → spot_data_weekly.sh --morning-enrich-only - data-weekly → spot_data_weekly.sh --phase1-only - rag-ingestion → spot_data_weekly.sh --rag-only - predictor-training → spot_train.sh --full-only (alpha-engine-predictor) - drift-detection → spot_drift_detection.sh - backtester → spot_backtest.sh --skip-stages=parity,evaluator (alpha-engine-backtester) - parity → spot_backtest.sh --skip-stages=backtest,evaluator (alpha-engine-backtester) - evaluator → spot_backtest.sh --skip-stages=backtest,parity (alpha-engine-backtester) The `States.Format('export RUN_DATE=\\'{}\\'', $.run_date)` line in Backtester/Parity/Evaluator stays as-is — `States.Format` template unescaping IS reliable (different ASL code path than States.Array arg unescaping). **Test gaps closed in the same diff:** 1. `test_sf_ssm_pipefail_wiring._iter_ssm_command_blocks` previously only iterated plain `commands` arrays — silently skipped every `commands.$ States.Array(...)` state. That was why the broken trap form went undetected from #253 (2026-05-17) until the dry-pass actually fired in production (2026-05-22). The helper now uses the shared `tests.sf_command_utils.extract_commands` to handle both forms uniformly. 2. `test_long_ssm_steps_ship_log_to_s3` now accepts EITHER an inline bash trap (plain `commands` form, used by weekday + EOD SFs) OR the alpha_engine_lib.ssm_log_capture CLI (commands.$ States.Array form, used by Saturday SF). Either shape satisfies the S3-log-capture invariant; the test enforces presence + correctness without prescribing one form. 3. `tests/fixtures/sf_prekeystone_spot_commands.json` regenerated from the new SF (the fixture's docstring explicitly permits this for "deliberate, reviewed change to a spot state's absent-path command" — this is exactly that case). Pre-keystone form had the broken `\'`-escape trap baked in; new baseline reflects the lib-CLI shape. The Friday-PM keystone byte-identicality proof still holds (absent path = lib-CLI invocation with preflight_args=""). 4. `test_morning_enrich_has_s3_log_trap_before_work` and the analogous parity test renamed/rewritten to assert the lib-CLI presence instead of the inline-trap presence. Both also assert that NO inline trap coexists with the lib CLI in the same state (would race on /var/log). 5. `test_spot_command_carries_preflight_only_under_shell_run` updated to assert the new shell_run command shape (lib CLI + `--` separator + launcher + --preflight-only). **Dependency chain (must merge in order):** 1. alpha-engine-lib #57 — adds ssm_log_capture, auto-tags v0.25.0 2. alpha-engine-data #289 — bumps lib pin to v0.25.0 (spot side) 3. alpha-engine-predictor #188 — bumps lib pin (PredictorTraining spot) 4. alpha-engine-backtester #243 — bumps lib pin (Backtester/Parity/Evaluator spots) 5. alpha-engine-dashboard #118 — bumps lib pin (ae-dashboard = SSM target, hosts the .venv where the lib CLI runs) 6. **THIS PR** — converts SF JSON to invoke the lib CLI 7. Run alpha-engine-data/infrastructure/deploy_step_function.sh 8. Redrive the Friday-PM dry-pass; confirm 8/8 spot states green 9. Saturday 09:00 UTC SF runs cleanly Suite: 1430 passed, 1 skipped, 7 warnings (FutureWarnings unrelated to this change). Co-authored-by: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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DataPhase1's universe_returns collector makes 4 get_grouped_daily calls per eval_date (t0, +5d, +10d, +30d). Across consecutive eval_dates the calendar dates overlap heavily — 71 eval_dates enqueue ~284 API calls, but only ~80-90 unique calendar dates. Against polygon's free-tier 5 calls/min cap that's 57 min of rate-limit wait; the dedup'd path is ~16 min (~3.5x speedup). Historical grouped-daily is immutable, so no TTL needed.
Cache is per-PolygonClient instance (so per-process via the singleton) and covers empty responses too (non-trading days return the same empty payload).
Discovered when tonight's Saturday Step Function DataPhase1 ran ~71 dates and blew past the 90 min phase budget.
Tests: 4 cases — cache hit, cache miss across distinct dates, empty-response caching, per-instance isolation. Full suite 88/88 green.