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>
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@@ -67,12 +67,13 @@ async def paper_trade_equity_curve(
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@router.get("/paper-trades/performance", response_model=APIEnvelope)
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async def paper_trade_performance(
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_user: User = Depends(require_access),
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user: User = Depends(require_access),
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db: AsyncSession = Depends(get_db),
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) -> APIEnvelope:
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"""Shadow book vs discretionary book vs SPY since the configured start date."""
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return APIEnvelope(
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status="success", data=await paper_trade_service.performance_summary(db)
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status="success",
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data=await paper_trade_service.performance_summary(db, user.id),
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)
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