feat: market regime, self-learning journal, AI investment committee

- regime.py: computed SPY/VIX/sector-momentum snapshot injected into every kickoff
- journal.py: each agent sees its own past picks marked-to-market (learns from wins/losses)
- committee.py: Chief-Risk-Officer LLM pass over the whole book — approve/reduce/veto
  per pick with reasons; memo lands in reports; executor enforces verdicts at open

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_016DvdRZkyCy9NJpHYDdPqmS

orchestration/regime.py

@@ -0,0 +1,67 @@
+"""Market regime snapshot — computed in code (deterministic, no LLM), injected into every
+agent's kickoff so all three personas share the same ground truth about the tape.
+
+Covers: SPY trend (5/20/50d), VIX level, and sector ETF momentum ranking (20d).
+"""
+
+from __future__ import annotations
+
+from loguru import logger
+
+_SECTORS = {
+    "XLK": "Tech", "XLF": "Financials", "XLE": "Energy", "XLV": "Health",
+    "XLY": "Cons.Disc", "XLP": "Staples", "XLI": "Industrials", "XLU": "Utilities",
+    "XLB": "Materials", "XLC": "Comms",
+}
+
+
+def _pct(series, days: int) -> float | None:
+    try:
+        if len(series) <= days:
+            return None
+        return float((series.iloc[-1] / series.iloc[-1 - days] - 1) * 100)
+    except Exception:
+        return None
+
+
+def market_regime() -> str:
+    """One compact paragraph describing the current tape. Empty string on failure."""
+    try:
+        import yfinance as yf
+
+        data = yf.download(
+            ["SPY", "^VIX", *_SECTORS], period="4mo", interval="1d",
+            progress=False, group_by="ticker", threads=True,
+        )
+        spy = data["SPY"]["Close"].dropna()
+        r5, r20, r50 = _pct(spy, 5), _pct(spy, 20), _pct(spy, 50)
+        trend = "uptrend" if (r20 or 0) > 0 and (r50 or 0) > 0 else (
+            "downtrend" if (r20 or 0) < 0 and (r50 or 0) < 0 else "mixed/chop")
+
+        try:
+            vix = float(data["^VIX"]["Close"].dropna().iloc[-1])
+            vol = "low" if vix < 15 else ("elevated" if vix < 25 else "HIGH — risk-off")
+            vix_s = f"VIX {vix:.1f} ({vol} volatility)"
+        except Exception:
+            vix_s = "VIX unavailable"
+
+        sect = []
+        for etf, name in _SECTORS.items():
+            try:
+                r = _pct(data[etf]["Close"].dropna(), 20)
+                if r is not None:
+                    sect.append((name, r))
+            except Exception:
+                continue
+        sect.sort(key=lambda x: x[1], reverse=True)
+        leaders = ", ".join(f"{n} {r:+.1f}%" for n, r in sect[:3])
+        laggards = ", ".join(f"{n} {r:+.1f}%" for n, r in sect[-3:])
+
+        return (
+            f"MARKET REGIME (computed now): SPY {trend} — 5d {r5:+.1f}%, 20d {r20:+.1f}%, "
+            f"50d {r50:+.1f}%. {vix_s}. Sector momentum (20d): leaders {leaders}; "
+            f"laggards {laggards}."
+        )
+    except Exception as e:
+        logger.warning("regime snapshot failed: {}", e)
+        return ""