Add trade setup outcome tracking and performance stats
Deploy / lint (push) Successful in 25s
Deploy / test (push) Successful in 1m7s
Deploy / deploy (push) Successful in 25s

Closes the feedback loop on R:R scanner signals:

- Nightly outcome_evaluator job replays unresolved setups against daily
  OHLCV bars: target_hit / stop_hit / ambiguous (same-bar, counted as
  loss) / expired after OUTCOME_EVALUATION_MAX_BARS (default 30)
- Migration 004: evaluated_at + outcome_date on trade_setups
- GET /trades/performance: hit rate, expectancy (avg R), total R with
  breakdowns by direction, recommended action, and confidence bucket
- New Performance page (stat cards, breakdown tables, Evaluate Now,
  methodology disclosure) wired into sidebar and mobile nav
- 17 new unit tests for evaluation logic and stats aggregation

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
2026-06-10 19:23:57 +02:00
parent d69df5df27
commit 21ed83c56c
20 changed files with 859 additions and 5 deletions
@@ -0,0 +1,34 @@
"""add outcome evaluation fields to trade_setups
Revision ID: 004
Revises: 003
Create Date: 2026-06-10 00:00:00.000000
"""
from typing import Sequence, Union
from alembic import op
import sqlalchemy as sa
# revision identifiers, used by Alembic.
revision: str = "004"
down_revision: Union[str, None] = "003"
branch_labels: Union[str, Sequence[str], None] = None
depends_on: Union[str, Sequence[str], None] = None
def upgrade() -> None:
op.add_column(
"trade_setups",
sa.Column("evaluated_at", sa.DateTime(timezone=True), nullable=True),
)
op.add_column(
"trade_setups",
sa.Column("outcome_date", sa.Date(), nullable=True),
)
def downgrade() -> None:
op.drop_column("trade_setups", "outcome_date")
op.drop_column("trade_setups", "evaluated_at")