PrintRunner, Closed-Loop Earnings Agent

PrintRunner is an autonomous, auditable earnings-season options agent built for Alpaca paper trading. Every position is one defined-risk mleg order — vertical debit spreads for run-up drift or iron condors for volatility crush — with max loss known before submission. An LLM swarm (earnings, flow, technicals, sentiment, macro) with no cross-talk picks from a deterministic shortlist; it never invents strikes, prices, or symbols. Ten hard gates (missing data, stale quotes, price sanity, structure consistency, expiry window, liquidity, risk budget, market shock, runup, edge) plus conviction-scaled sizing (max $1k per event, $4k aggregate, 5 concurrent, 2/day) sit in code, not prompts, and are re-checked on fresh quotes immediately before submission. Fail-closed throughout: stale data, missing history, or provider downtime means "say NO" and journal it. The loop is the product. Research (Finnhub calendar + yfinance fallback with point-in-time provenance and two-cycle confirmation), code (structure desk from live chain), backtest discipline (breaker re-prices every open position at 2x spread and worst SPY regimes), live (Alpaca Trading + Market Data + throttled caches, deterministic client_order_id, reconcile-before-write), post-mortem (every decision, gate failure, and fill is hash-chained in data/journal.jsonl), and fine-tune (persistent hypothesis graph that stores every rejected hypothesis and its regime; the next swarm query retrieves the 3 most similar failures first). A preregistered thesis (expected move, hold days, invalidation) is immutably hashed before submission and later compared in autopsy. A latched kill-switch (drawdown 8% or day loss 5%) persists until pr resume --confirm ACK. The static dashboard (docs/index.html, GitHub Pages) shows open risk, theses, hypothesis graph, breaker kills, and equity. Forward paper only — one contest week proves process, not profitability.