Add blue-sky projected targets and played-out setup UX

Fixes stale below-price setups showing as current recommendations. Three
distinct causes share the symptom (get_trade_setups returns the latest stored
setup per direction and never expires it):

- Genuine blue-sky (no overhead S/R): scanner + TargetGenerator now project a
  measured-move target (entry +/- 3*ATR, ~2:1 R:R), flagged projected with a
  low sr_strength probability haircut. Overhead check keys on level tag OR price
  so it never projects through a straddling resistance cluster.
- Projected targets clear a stricter activation bar (long-only, momentum >= 90,
  confidence >= min+10), independent of the general momentum gate. Mirrored in
  frontend qualification.ts.
- Played-out UX (fixes the reported TTWO case, which is R:R-starved under a
  resistance cluster, not blue-sky): when price is at/past target or through the
  stop, RecommendationPanel shows a "No current setup" state and softens the
  stale ticker-level header/reasoning, instead of a stale actionable card.

No migration: the projected flag rides in existing targets_json. 504 backend
unit tests pass; frontend typechecks.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-07-08 19:30:28 +02:00
co-authored by Claude Opus 4.8
parent 61156684ff
commit 294d935030
8 changed files with 475 additions and 27 deletions
+34
View File
@@ -16,6 +16,15 @@ from typing import Any
HIGH_CONVICTION_ACTIONS = {"LONG_HIGH", "SHORT_HIGH"}
# A projected (blue-sky) target has no S/R validation — it is a measured-move
# extension used when nothing sits overhead. Because that is exactly the kind of
# unvalidated target the gate exists to distrust, a projected setup clears a
# STRICTER bar than an S/R-anchored one, regardless of whether the general
# momentum gate is active: long-only (breakout continuation), strong residual
# momentum, and a higher confidence floor. Mirrored in frontend/src/lib/qualification.ts.
PROJECTED_MIN_MOMENTUM_PERCENTILE = 90.0
PROJECTED_CONFIDENCE_MARGIN = 10.0
def _action_direction(action: str | None) -> str:
if not action or action == "NEUTRAL":
@@ -46,6 +55,19 @@ def primary_target_probability(setup: Any) -> float | None:
return best if best > 0 else None
def primary_target_is_projected(setup: Any) -> bool:
"""Whether the setup's headline target is a blue-sky measured-move projection.
Prefers the starred primary; falls back to any projected target when none is
explicitly flagged primary (matches primary_target_probability's fallback).
"""
targets = getattr(setup, "targets", None) or []
for target in targets:
if isinstance(target, dict) and target.get("is_primary"):
return bool(target.get("projected"))
return any(isinstance(t, dict) and t.get("projected") for t in targets)
def live_risk_reward(setup: Any, current_price: float) -> float | None:
"""R:R recomputed from the CURRENT price, not the (possibly stale) entry.
@@ -102,6 +124,18 @@ def setup_qualifies(setup: Any, config: dict) -> bool:
momentum_percentile = getattr(setup, "momentum_percentile", None)
if momentum_percentile is None or momentum_percentile < min_pct:
return False
# Projected (blue-sky) targets clear a stricter bar than S/R-anchored ones,
# independent of the general momentum gate above: long-only, strong residual
# momentum, and a higher confidence floor. The target has no S/R validation,
# so we only trust it for high-momentum breakout continuations.
if primary_target_is_projected(setup):
if (getattr(setup, "direction", "long") or "long").lower() != "long":
return False
momentum_percentile = getattr(setup, "momentum_percentile", None)
if momentum_percentile is None or momentum_percentile < PROJECTED_MIN_MOMENTUM_PERCENTILE:
return False
if (setup.confidence_score or 0.0) < config["min_confidence"] + PROJECTED_CONFIDENCE_MARGIN:
return False
# A setup is actionable only when the live ticker action points in the same
# direction. NEUTRAL means no clear signal; an opposite action means the
# setup is counter-bias. ``exclude_neutral`` defaults on; callers that omit