feat: add five-session post-stop reentry lockdown

app/services/trade_policy.py

@@ -0,0 +1,68 @@
+"""Shared live/backtest trading-policy constants and availability checks."""
+
+from __future__ import annotations
+
+from datetime import date, datetime, time, timezone
+
+from sqlalchemy import select
+from sqlalchemy.ext.asyncio import AsyncSession
+
+from app.models.ohlcv import OHLCVRecord
+from app.models.paper_trade import PaperTrade
+
+# A ticker stopped at its initial stop may qualify again immediately, but the
+# July 2026 event study showed that waiting five market sessions materially
+# improved the production book. The stop session is wait_session=0; the first
+# permitted re-entry is wait_session=5, provided the normal gate still passes.
+REENTRY_LOCKDOWN_SESSIONS = 5
+
+
+async def get_reentry_lockdown_ticker_ids(
+    db: AsyncSession,
+    *,
+    as_of: date | None = None,
+    sessions: int = REENTRY_LOCKDOWN_SESSIONS,
+) -> set[int]:
+    """Ticker ids still inside the post-initial-stop market-session lockdown.
+
+    The market calendar is derived from stored OHLCV dates, not calendar days.
+    A stop on session D is released once five later stored sessions exist. Only
+    an initial-stop close (``close_reason == "stop"``) starts the lockdown;
+    trailing, target, time, and manual exits do not.
+    """
+    sessions = max(0, int(sessions))
+    if sessions == 0:
+        return set()
+
+    session_cutoff = as_of or datetime.now(timezone.utc).date()
+    session_result = await db.execute(
+        select(OHLCVRecord.date)
+        .where(OHLCVRecord.date <= session_cutoff)
+        .distinct()
+        .order_by(OHLCVRecord.date.desc())
+        .limit(sessions)
+    )
+    recent_sessions = [row[0] for row in session_result.all()]
+    if not recent_sessions:
+        return set()
+
+    # Stops on or after the oldest of the latest N sessions have fewer than N
+    # later completed sessions. Once that oldest session rolls forward, the
+    # corresponding stop automatically leaves the result set.
+    lockdown_threshold = min(recent_sessions)
+    threshold_start = datetime.combine(
+        lockdown_threshold,
+        time.min,
+        tzinfo=timezone.utc,
+    )
+    result = await db.execute(
+        select(PaperTrade.ticker_id)
+        .where(
+            PaperTrade.status == "closed",
+            PaperTrade.close_reason == "stop",
+            PaperTrade.closed_at.is_not(None),
+            PaperTrade.closed_at >= threshold_start,
+        )
+        .distinct()
+    )
+    return {ticker_id for ticker_id, in result.all()}