fix: gate setups on SEC filing completeness

app/services/rr_scanner_service.py

@@ -27,6 +27,7 @@ from app.models.signal_context_snapshot import SignalContextSnapshot
 from app.models.ticker import Ticker
 from app.models.trade_setup import TradeSetup
 from app.services.indicator_service import _extract_ohlcv, compute_atr
+from app.services import fundamentals_quality_service
 from app.services.price_service import query_ohlcv
 from app.services.qualification import setup_qualifies
 from app.services.sr_service import detect_gate_target_ladder
@@ -526,6 +527,7 @@ async def scan_ticker(
     primary_min_rr: float | None = None,
     gate_levels_override: list[Any] | None = None,
     scan_run_id: str | None = None,
+    fundamentals_eligible: bool | None = None,
 ) -> list[TradeSetup]:
     """Scan a single ticker for trade setups meeting the R:R threshold.
 
@@ -542,6 +544,17 @@ async def scan_ticker(
     """
     ticker = await _get_ticker(db, symbol)
 
+    if fundamentals_eligible is None:
+        fundamentals_eligible = await fundamentals_quality_service.ticker_is_eligible(
+            db, ticker.id
+        )
+    if not fundamentals_eligible:
+        logger.info(
+            "Skipping %s: unresolved or unavailable SEC fundamentals",
+            ticker.symbol,
+        )
+        return []
+
     if primary_min_rr is None:
         primary_min_rr = PRIMARY_TARGET_MIN_RR
 
@@ -726,6 +739,19 @@ async def scan_all_tickers(
     ticker_rows = [(int(ticker_id), symbol) for ticker_id, symbol in result.all()]
     total = len(ticker_rows)
 
+    # Data-quality failures are not weak signals: they make a ticker ineligible.
+    # Resolve once for the universe scan and pass the decision into scan_ticker.
+    try:
+        fundamentals_blocked_ids = (
+            await fundamentals_quality_service.blocked_ticker_ids(db)
+        )
+    except Exception:
+        await db.rollback()
+        logger.exception(
+            "Could not resolve fundamentals quality; blocking this scan closed"
+        )
+        fundamentals_blocked_ids = {ticker_id for ticker_id, _ in ticker_rows}
+
     # Gate-reset observations must use the same runtime activation settings as
     # the live setup list. If the config cannot be loaded, scan normally but do
     # not mutate reset state from an evaluation whose rules are unknown.
@@ -765,6 +791,12 @@ async def scan_all_tickers(
     for index, (ticker_id, symbol) in enumerate(ticker_rows):
         if progress_callback is not None:
             progress_callback(index, total, symbol)
+        if ticker_id in fundamentals_blocked_ids:
+            logger.info(
+                "Skipping %s: unresolved or unavailable SEC fundamentals",
+                symbol,
+            )
+            continue
         # Refresh Structural S/R once, then scores. get_sr_levels is read-only;
         # without this recalculate the score path would see yesterday's zones.
         # A refresh failure still scans the ticker: qualification re-gates on
@@ -795,6 +827,7 @@ async def scan_all_tickers(
                 volatility_percentile=(ranks.get(symbol) or {}).get("volatility_percentile"),
                 primary_min_rr=PRIMARY_TARGET_MIN_RR,
                 scan_run_id=scan_run_id,
+                fundamentals_eligible=True,
             )
             all_setups.extend(setups)
             if activation is not None:
@@ -882,6 +915,16 @@ async def get_trade_setups(
         stmt = stmt.where(TradeSetup.recommended_action == recommended_action)
     excluded_ticker_ids: set[int] = set()
     reentry_gate_locks: dict[int, datetime] = {}
+    try:
+        excluded_ticker_ids.update(
+            await fundamentals_quality_service.blocked_ticker_ids(db)
+        )
+    except Exception:
+        await db.rollback()
+        logger.exception(
+            "Could not resolve fundamentals quality; hiding actionable setups"
+        )
+        return []
     if exclude_open_trade_tickers:
         # Manual book only. The shadow book holds the *top-ranked* names by
         # construction, so letting its positions hide setups would leave the