Temporal Pattern Detection System

[iAmGiG]

Temporal Pattern Detection System ✅

Status: SUBSTANTIALLY COMPLETE

✅ Core temporal detection implemented in MarketMechanicsAgent:

• OPEX week detection with is_opex_week()
• FOMC proximity calculation (_days_to_next_fomc())
• Month/quarter-end detection
• Intraday timestamp support ('2024-06-07 15:30:00')

✅ Friday 3:30 PM detection for gamma pinning validation (75% success rate from Issue #73)

✅ Temporal confidence adjustments for OPEX/FOMC periods integrated into pattern scoring

✅ Integration complete with pattern detection and LLM context

Implementation Status

Location: src/agents/market_mechanics_agent.py:611-624 (_get_temporal_context())

Temporal patterns detected:

• OPEX effects (monthly expiration)
• FOMC positioning (T-3 days)
• Quarter-end rebalancing
• Friday 3:30 PM pin setups
• Month-end window dressing

Success metrics:

• 75% pin success rate on Friday 3:30 PM (Issue Gamma Pinning Pre-Experiment: June 2024 0DTE Validation #73 validated)
• Temporal context enhances pattern confidence scoring
• Intraday support working in production

Remaining Work (Optional)

• Expand temporal pattern library with more specific setups
• Add earnings calendar integration
• Holiday effects modeling

Core temporal detection is production-ready. Issue substantially complete.

[iAmGiG]

Validation Script Testing Update (2025-09-21)

✅ Temporal pattern detection validated in test framework

Validation Script Results:

• ✅ Temporal context detection working (OPEX, Friday timing)
• ✅ Pattern detection including temporal patterns functional
• ✅ Database and cache integration complete

Temporal Patterns Detected in Test:

• Short squeeze patterns with temporal context
• Vol squeeze patterns with timing validation
• Friday 3:30 PM gamma pinning logic operational (75% validated success rate from Issue Gamma Pinning Pre-Experiment: June 2024 0DTE Validation #73)

Integration Status:

• ✅ _get_temporal_context() method operational in MarketMechanicsAgent
• ✅ OPEX week detection working
• ✅ Intraday timestamp support functional ('2024-06-07 15:30:00')
• ✅ Temporal confidence scoring integrated

Ready for Production:

Core temporal detection system tested and operational. Linux VM testing will validate full AutoGen integration.

Issue #52 temporal detection remains SUBSTANTIALLY COMPLETE with validation framework now confirming functionality.

[iAmGiG]

Closing as substantially complete. Core temporal detection is production-ready and integrated with pattern validation. Remaining optional enhancements (earnings calendar, holiday effects) can be reopened as separate issues if needed for future research.

Completed features:

• ✅ OPEX/FOMC/quarter-end detection
• ✅ Friday 3:30 PM gamma pinning (75% validated)
• ✅ Temporal confidence adjustments
• ✅ Intraday timestamp support

Implementation: src/agents/market_mechanics_agent.py:611-624 (_get_temporal_context())