fix: harden shadow book against book leakage (review of ba2df8b)

Review of the shadow book found seven ways the two books could leak into
each other; all are fixed here. The most serious silently invalidated the
comparison the shadow book exists to make.

- Shadow holdings no longer suppress the manual candidate list. The
  open-trade exclusion filtered on any book, so shadow taking the
  top-ranked names removed exactly those from the user's list and alerts,
  confining the discretionary book to leftovers. Scoped to the manual
  book. Closed-trade alerts and paper-book equity were leaking the same
  way and are likewise scoped.

- Shadow sizing now matches _simulate_portfolio: min(1% risk, 20% notional
  cap, available cash) from marked equity, plus the sub- dust guard.
  Previously risk-only from realized equity, so a tight stop produced a
  multiples-of-equity leveraged position the strategy would never take.

- Shadow only trades setups from the scan that just ran (<6h old) with one
  setup per ticker. A failed or disabled scan step could otherwise open
  positions from a prior session at stale prices.

- Gate-reset transitions are observed for both books, so a shadow stop-out
  completes fail -> requalify instead of staying locked forever.

- Manual list/close endpoints default to the manual book and reject
  hand-closing shadow trades; the performance endpoint is scoped to the
  caller so 'your picks' is not every user's book.

- run_shadow_book is registered as a paused job so Admin can trigger it.

Also anchors three pre-existing paper-trade tests (and the new alpaca
window test) on the UTC date. They build fixtures from the local date but
the service stamps opened_at in UTC, so they failed only between 00:00 and
02:00 in a UTC+hh timezone -- latent on ba2df8b, exposed by the clock.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
2026-07-21 09:11:14 +02:00
co-authored by Claude Fable 5
parent ba2df8b9fd
commit 247a92a89f
11 changed files with 434 additions and 66 deletions
+3 -2
View File
@@ -67,12 +67,13 @@ async def paper_trade_equity_curve(
@router.get("/paper-trades/performance", response_model=APIEnvelope)
async def paper_trade_performance(
_user: User = Depends(require_access),
user: User = Depends(require_access),
db: AsyncSession = Depends(get_db),
) -> APIEnvelope:
"""Shadow book vs discretionary book vs SPY since the configured start date."""
return APIEnvelope(
status="success", data=await paper_trade_service.performance_summary(db)
status="success",
data=await paper_trade_service.performance_summary(db, user.id),
)