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
+15
View File
@@ -6,6 +6,7 @@ from sqlalchemy.ext.asyncio import AsyncSession
from app.dependencies import get_db, require_access
from app.schemas.common import APIEnvelope
from app.schemas.trade_setup import RecommendationSummaryResponse, TradeSetupResponse
from app.services.outcome_service import get_performance_stats
from app.services.rr_scanner_service import get_trade_setup_history, get_trade_setups
router = APIRouter(tags=["trades"])
@@ -48,6 +49,20 @@ async def list_trade_setups(
return APIEnvelope(status="success", data=data)
@router.get("/trades/performance", response_model=APIEnvelope)
async def get_trade_performance(
_user=Depends(require_access),
db: AsyncSession = Depends(get_db),
) -> APIEnvelope:
"""Aggregate outcome statistics over evaluated trade setups.
Outcomes are written by the nightly outcome_evaluator job (win = target
hit first, loss = stop hit first, expired = neither within the window).
"""
stats = await get_performance_stats(db)
return APIEnvelope(status="success", data=stats)
@router.get("/trades/{symbol}", response_model=APIEnvelope)
async def get_ticker_trade_setups(
symbol: str,