Add trade setup outcome tracking and performance stats
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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
+3
View File
@@ -45,6 +45,9 @@ class Settings(BaseSettings):
default_watchlist_auto_size: int = 10
default_rr_threshold: float = 1.5
# Outcome evaluation: trading days before an undecided setup expires
outcome_evaluation_max_bars: int = 30
# Database Pool
db_pool_size: int = 5
db_pool_timeout: int = 30