2026-04-06 21:21:52,504 [INFO] ============================================================ 2026-04-06 21:21:52,504 [INFO] STUDY B: SPXW Trade Flow Direction During Spikes 2026-04-06 21:21:52,504 [INFO] Dates: 11, subprocess per date 2026-04-06 21:21:52,504 [INFO] ============================================================ 2026-04-06 21:21:52,510 [INFO] Events on SPXW dates: 209 across 11 dates 2026-04-06 21:21:52,521 [INFO] [1/11] Processing 2026-03-03... 2026-04-06 21:21:53,681 [INFO] [worker] /Users/lutherbot/Library/Python/3.9/lib/python/site-packages/urllib3/__init__.py:35: NotOpenSSLWarning: urllib3 v2 only supports OpenSSL 1.1.1+, currently the 'ssl' module is compiled with 'LibreSSL 2.8.3'. See: https://github.com/urllib3/urllib3/issues/3020 2026-04-06 21:21:53,681 [INFO] [worker] warnings.warn( 2026-04-06 21:21:53,681 [INFO] [worker] 2026-03-03: loading 34 events, trade file... 2026-04-06 21:21:53,681 [INFO] [worker] 2026-03-03: 17240 instruments (8620 puts, 8620 calls) 2026-04-06 21:21:53,681 [INFO] [worker] 2026-03-03: streaming trades... 2026-04-06 21:21:53,681 [INFO] [worker] 2026-03-03: DONE — 1.3M records, 0 matched trades, 1s 2026-04-06 21:21:53,682 [INFO] [worker] 2026-03-03: wrote 34 enriched events 2026-04-06 21:21:53,682 [INFO] Running total: 34 enriched events 2026-04-06 21:21:53,682 [INFO] [2/11] Processing 2026-03-05... 2026-04-06 21:21:56,076 [INFO] [worker] /Users/lutherbot/Library/Python/3.9/lib/python/site-packages/urllib3/__init__.py:35: NotOpenSSLWarning: urllib3 v2 only supports OpenSSL 1.1.1+, currently the 'ssl' module is compiled with 'LibreSSL 2.8.3'. See: https://github.com/urllib3/urllib3/issues/3020 2026-04-06 21:21:56,077 [INFO] [worker] warnings.warn( 2026-04-06 21:21:56,077 [INFO] [worker] 2026-03-05: loading 20 events, trade file... 2026-04-06 21:21:56,077 [INFO] [worker] 2026-03-05: 17362 instruments (8681 puts, 8681 calls) 2026-04-06 21:21:56,077 [INFO] [worker] 2026-03-05: streaming trades... 2026-04-06 21:21:56,077 [INFO] [worker] 2026-03-05: DONE — 1.5M records, 0 matched trades, 2s 2026-04-06 21:21:56,077 [INFO] [worker] 2026-03-05: wrote 20 enriched events 2026-04-06 21:21:56,077 [INFO] Running total: 54 enriched events 2026-04-06 21:21:56,077 [INFO] [3/11] Processing 2026-03-09... 2026-04-06 21:21:58,389 [INFO] [worker] /Users/lutherbot/Library/Python/3.9/lib/python/site-packages/urllib3/__init__.py:35: NotOpenSSLWarning: urllib3 v2 only supports OpenSSL 1.1.1+, currently the 'ssl' module is compiled with 'LibreSSL 2.8.3'. See: https://github.com/urllib3/urllib3/issues/3020 2026-04-06 21:21:58,390 [INFO] [worker] warnings.warn( 2026-04-06 21:21:58,390 [INFO] [worker] 2026-03-09: loading 23 events, trade file... 2026-04-06 21:21:58,390 [INFO] [worker] 2026-03-09: 17856 instruments (8928 puts, 8928 calls) 2026-04-06 21:21:58,390 [INFO] [worker] 2026-03-09: streaming trades... 2026-04-06 21:21:58,390 [INFO] [worker] 2026-03-09: DONE — 1.4M records, 0 matched trades, 1s 2026-04-06 21:21:58,390 [INFO] [worker] 2026-03-09: wrote 23 enriched events 2026-04-06 21:21:58,390 [INFO] Running total: 77 enriched events 2026-04-06 21:21:58,390 [INFO] [4/11] Processing 2026-03-13... 2026-04-06 21:21:59,489 [INFO] [worker] /Users/lutherbot/Library/Python/3.9/lib/python/site-packages/urllib3/__init__.py:35: NotOpenSSLWarning: urllib3 v2 only supports OpenSSL 1.1.1+, currently the 'ssl' module is compiled with 'LibreSSL 2.8.3'. See: https://github.com/urllib3/urllib3/issues/3020 2026-04-06 21:21:59,489 [INFO] [worker] warnings.warn( 2026-04-06 21:21:59,490 [INFO] [worker] 2026-03-13: loading 11 events, trade file... 2026-04-06 21:21:59,490 [INFO] [worker] 2026-03-13: 17912 instruments (8956 puts, 8956 calls) 2026-04-06 21:21:59,490 [INFO] [worker] 2026-03-13: streaming trades... 2026-04-06 21:21:59,490 [INFO] [worker] 2026-03-13: DONE — 1.4M records, 0 matched trades, 1s 2026-04-06 21:21:59,490 [INFO] [worker] 2026-03-13: wrote 11 enriched events 2026-04-06 21:21:59,490 [INFO] Running total: 88 enriched events 2026-04-06 21:21:59,490 [INFO] [5/11] Processing 2026-03-18... 2026-04-06 21:22:00,474 [INFO] [worker] /Users/lutherbot/Library/Python/3.9/lib/python/site-packages/urllib3/__init__.py:35: NotOpenSSLWarning: urllib3 v2 only supports OpenSSL 1.1.1+, currently the 'ssl' module is compiled with 'LibreSSL 2.8.3'. See: https://github.com/urllib3/urllib3/issues/3020 2026-04-06 21:22:00,474 [INFO] [worker] warnings.warn( 2026-04-06 21:22:00,474 [INFO] [worker] 2026-03-18: loading 16 events, trade file... 2026-04-06 21:22:00,474 [INFO] [worker] 2026-03-18: 17764 instruments (8882 puts, 8882 calls) 2026-04-06 21:22:00,474 [INFO] [worker] 2026-03-18: streaming trades... 2026-04-06 21:22:00,474 [INFO] [worker] 2026-03-18: DONE — 1.1M records, 0 matched trades, 1s 2026-04-06 21:22:00,474 [INFO] [worker] 2026-03-18: wrote 16 enriched events 2026-04-06 21:22:00,475 [INFO] Running total: 104 enriched events 2026-04-06 21:22:00,475 [INFO] [6/11] Processing 2026-03-24... 2026-04-06 21:22:01,678 [INFO] [worker] /Users/lutherbot/Library/Python/3.9/lib/python/site-packages/urllib3/__init__.py:35: NotOpenSSLWarning: urllib3 v2 only supports OpenSSL 1.1.1+, currently the 'ssl' module is compiled with 'LibreSSL 2.8.3'. See: https://github.com/urllib3/urllib3/issues/3020 2026-04-06 21:22:01,678 [INFO] [worker] warnings.warn( 2026-04-06 21:22:01,678 [INFO] [worker] 2026-03-24: loading 20 events, trade file... 2026-04-06 21:22:01,678 [INFO] [worker] 2026-03-24: 18772 instruments (9386 puts, 9386 calls) 2026-04-06 21:22:01,678 [INFO] [worker] 2026-03-24: streaming trades... 2026-04-06 21:22:01,678 [INFO] [worker] 2026-03-24: DONE — 1.3M records, 0 matched trades, 1s 2026-04-06 21:22:01,678 [INFO] [worker] 2026-03-24: wrote 20 enriched events 2026-04-06 21:22:01,678 [INFO] Running total: 124 enriched events 2026-04-06 21:22:01,678 [INFO] [7/11] Processing 2026-03-25... 2026-04-06 21:22:02,804 [INFO] [worker] /Users/lutherbot/Library/Python/3.9/lib/python/site-packages/urllib3/__init__.py:35: NotOpenSSLWarning: urllib3 v2 only supports OpenSSL 1.1.1+, currently the 'ssl' module is compiled with 'LibreSSL 2.8.3'. See: https://github.com/urllib3/urllib3/issues/3020 2026-04-06 21:22:02,804 [INFO] [worker] warnings.warn( 2026-04-06 21:22:02,804 [INFO] [worker] 2026-03-25: loading 15 events, trade file... 2026-04-06 21:22:02,804 [INFO] [worker] 2026-03-25: 18872 instruments (9436 puts, 9436 calls) 2026-04-06 21:22:02,804 [INFO] [worker] 2026-03-25: streaming trades... 2026-04-06 21:22:02,804 [INFO] [worker] 2026-03-25: DONE — 1.3M records, 0 matched trades, 1s 2026-04-06 21:22:02,804 [INFO] [worker] 2026-03-25: wrote 15 enriched events 2026-04-06 21:22:02,804 [INFO] Running total: 139 enriched events 2026-04-06 21:22:02,804 [INFO] [8/11] Processing 2026-03-26... 2026-04-06 21:22:04,136 [INFO] [worker] /Users/lutherbot/Library/Python/3.9/lib/python/site-packages/urllib3/__init__.py:35: NotOpenSSLWarning: urllib3 v2 only supports OpenSSL 1.1.1+, currently the 'ssl' module is compiled with 'LibreSSL 2.8.3'. See: https://github.com/urllib3/urllib3/issues/3020 2026-04-06 21:22:04,136 [INFO] [worker] warnings.warn( 2026-04-06 21:22:04,136 [INFO] [worker] 2026-03-26: loading 21 events, trade file... 2026-04-06 21:22:04,136 [INFO] [worker] 2026-03-26: 18664 instruments (9332 puts, 9332 calls) 2026-04-06 21:22:04,136 [INFO] [worker] 2026-03-26: streaming trades... 2026-04-06 21:22:04,136 [INFO] [worker] 2026-03-26: DONE — 1.4M records, 0 matched trades, 1s 2026-04-06 21:22:04,136 [INFO] [worker] 2026-03-26: wrote 21 enriched events 2026-04-06 21:22:04,137 [INFO] Running total: 160 enriched events 2026-04-06 21:22:04,137 [INFO] [9/11] Processing 2026-03-27... 2026-04-06 21:22:05,276 [INFO] [worker] /Users/lutherbot/Library/Python/3.9/lib/python/site-packages/urllib3/__init__.py:35: NotOpenSSLWarning: urllib3 v2 only supports OpenSSL 1.1.1+, currently the 'ssl' module is compiled with 'LibreSSL 2.8.3'. See: https://github.com/urllib3/urllib3/issues/3020 2026-04-06 21:22:05,276 [INFO] [worker] warnings.warn( 2026-04-06 21:22:05,276 [INFO] [worker] 2026-03-27: loading 18 events, trade file... 2026-04-06 21:22:05,276 [INFO] [worker] 2026-03-27: 18846 instruments (9423 puts, 9423 calls) 2026-04-06 21:22:05,276 [INFO] [worker] 2026-03-27: streaming trades... 2026-04-06 21:22:05,276 [INFO] [worker] 2026-03-27: DONE — 1.4M records, 0 matched trades, 1s 2026-04-06 21:22:05,276 [INFO] [worker] 2026-03-27: wrote 18 enriched events 2026-04-06 21:22:05,276 [INFO] Running total: 178 enriched events 2026-04-06 21:22:05,276 [INFO] [10/11] Processing 2026-03-30... 2026-04-06 21:22:06,311 [INFO] [worker] /Users/lutherbot/Library/Python/3.9/lib/python/site-packages/urllib3/__init__.py:35: NotOpenSSLWarning: urllib3 v2 only supports OpenSSL 1.1.1+, currently the 'ssl' module is compiled with 'LibreSSL 2.8.3'. See: https://github.com/urllib3/urllib3/issues/3020 2026-04-06 21:22:06,311 [INFO] [worker] warnings.warn( 2026-04-06 21:22:06,311 [INFO] [worker] 2026-03-30: loading 11 events, trade file... 2026-04-06 21:22:06,311 [INFO] [worker] 2026-03-30: 19916 instruments (9958 puts, 9958 calls) 2026-04-06 21:22:06,311 [INFO] [worker] 2026-03-30: streaming trades... 2026-04-06 21:22:06,311 [INFO] [worker] 2026-03-30: DONE — 1.4M records, 0 matched trades, 1s 2026-04-06 21:22:06,311 [INFO] [worker] 2026-03-30: wrote 11 enriched events 2026-04-06 21:22:06,311 [INFO] Running total: 189 enriched events 2026-04-06 21:22:06,311 [INFO] [11/11] Processing 2026-04-02... 2026-04-06 21:22:07,407 [INFO] [worker] /Users/lutherbot/Library/Python/3.9/lib/python/site-packages/urllib3/__init__.py:35: NotOpenSSLWarning: urllib3 v2 only supports OpenSSL 1.1.1+, currently the 'ssl' module is compiled with 'LibreSSL 2.8.3'. See: https://github.com/urllib3/urllib3/issues/3020 2026-04-06 21:22:07,407 [INFO] [worker] warnings.warn( 2026-04-06 21:22:07,407 [INFO] [worker] 2026-04-02: loading 20 events, trade file... 2026-04-06 21:22:07,407 [INFO] [worker] 2026-04-02: 19006 instruments (9503 puts, 9503 calls) 2026-04-06 21:22:07,407 [INFO] [worker] 2026-04-02: streaming trades... 2026-04-06 21:22:07,407 [INFO] [worker] 2026-04-02: DONE — 1.4M records, 0 matched trades, 1s 2026-04-06 21:22:07,407 [INFO] [worker] 2026-04-02: wrote 20 enriched events 2026-04-06 21:22:07,407 [INFO] Running total: 209 enriched events 2026-04-06 21:22:07,410 [INFO] Merged: 209 events with SPXW flow features 2026-04-06 21:22:07,410 [INFO] --- TEST 1: SPXW flow direction → SPX return --- 2026-04-06 21:22:07,411 [INFO] --- TEST 2: SPXW flow × spike side agreement --- 2026-04-06 21:22:07,411 [INFO] --- TEST 3: Flow intensity → move size --- 2026-04-06 21:22:07,412 [INFO] --- NULL TESTS --- 2026-04-06 21:22:07,413 [INFO] ============================================================ 2026-04-06 21:22:07,414 [INFO] ✅ STUDY B COMPLETE in 0.2 minutes 2026-04-06 21:22:07,414 [INFO] Results: 0 keys