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
+57
View File
@@ -34,6 +34,7 @@ from app.providers.fundamentals_chain import build_fundamental_provider_chain
from app.providers.openai_sentiment import OpenAISentimentProvider
from app.providers.protocol import SentimentData
from app.services import fundamental_service, ingestion_service, sentiment_service
from app.services.outcome_service import evaluate_pending_setups
from app.services.rr_scanner_service import scan_all_tickers
from app.services.ticker_universe_service import bootstrap_universe
@@ -676,6 +677,52 @@ async def scan_rr() -> None:
_runtime_finish(job_name, "error", processed=processed, total=total, message=str(exc))
# ---------------------------------------------------------------------------
# Job: Outcome Evaluator
# ---------------------------------------------------------------------------
async def evaluate_outcomes() -> None:
"""Evaluate unresolved trade setups against OHLCV data collected since.
Writes actual_outcome / outcome_date / evaluated_at on each decided setup.
Undecided setups stay pending and are re-checked on the next run.
"""
job_name = "outcome_evaluator"
logger.info(json.dumps({"event": "job_start", "job": job_name}))
_runtime_start(job_name, total=1)
try:
async with async_session_factory() as db:
if not await _is_job_enabled(db, job_name):
logger.info(json.dumps({"event": "job_skipped", "job": job_name, "reason": "disabled"}))
_runtime_finish(job_name, "skipped", processed=0, total=1, message="Disabled")
return
summary = await evaluate_pending_setups(
db, max_bars=settings.outcome_evaluation_max_bars
)
_runtime_progress(job_name, processed=1, total=1)
_runtime_finish(
job_name, "completed", processed=1, total=1,
message=f"Evaluated {summary['evaluated']}, pending {summary['still_pending']}",
)
logger.info(json.dumps({
"event": "job_complete",
"job": job_name,
"summary": summary,
}))
except Exception as exc:
_runtime_finish(job_name, "error", processed=0, total=1, message=str(exc))
logger.error(json.dumps({
"event": "job_error",
"job": job_name,
"error_type": type(exc).__name__,
"message": str(exc),
}))
# ---------------------------------------------------------------------------
# Job: Ticker Universe Sync
# ---------------------------------------------------------------------------
@@ -804,6 +851,16 @@ def configure_scheduler() -> None:
replace_existing=True,
)
# Outcome Evaluator — nightly, after fresh OHLCV has been collected
scheduler.add_job(
evaluate_outcomes,
"interval",
hours=24,
id="outcome_evaluator",
name="Outcome Evaluator",
replace_existing=True,
)
logger.info(
json.dumps({
"event": "scheduler_configured",