dennisthiessen/signal-platform
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix: gate setups on SEC filing completeness

Browse Source
This commit is contained in:
dennisthiessen
2026-08-03 23:47:07 +02:00
parent 7d703ea524
commit 3a6900d45a
11 changed files with 723 additions and 56 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/unit/test_fundamentals_quality_service.py
+113
View File
@@ -0,0 +1,113 @@
from __future__ import annotations
import json
from datetime import date, datetime, timezone
from app.models.data_import_run import DataImportRun
from app.models.fundamental_snapshot import FundamentalSnapshot
from app.models.sec_filing_gap import SecFilingGap
from app.models.settings import SystemSetting
from app.models.ticker import Ticker
from app.services import fundamentals_quality_service
async def test_latest_sec_validation_blocks_deferred_and_no_history_ciks(
db_session,
):
missing = Ticker(symbol="MISSING", cik="0000000001")
no_history = Ticker(symbol="NEWREG", cik="0000000002")
healthy = Ticker(symbol="HEALTHY", cik="0000000003")
db_session.add_all([missing, no_history, healthy])
await db_session.flush()
db_session.add(
SystemSetting(
key="fundamental_data_sec_dolt_cutover_enabled",
value="true",
)
)
db_session.add(
DataImportRun(
source="sec_facts",
status="deferred",
validation_json=json.dumps({
"missing_xbrl": [{"cik": missing.cik, "accession": "MISSING-Q"}],
"no_xbrl_filings": [{"cik": no_history.cik}],
}),
started_at=datetime.now(timezone.utc),
)
)
await db_session.flush()
assert await fundamentals_quality_service.blocked_ticker_ids(db_session) == {
missing.id,
no_history.id,
}
async def test_sec_quality_gate_is_inactive_before_cutover(db_session):
ticker = Ticker(symbol="SHADOW", cik="0000000042")
db_session.add(ticker)
await db_session.flush()
now = datetime.now(timezone.utc)
db_session.add(
SecFilingGap(
cik=ticker.cik,
accession="SHADOW-Q",
form="10-Q",
index_date=date.today(),
reason="not_in_companyfacts",
first_seen_at=now,
last_attempted_at=now,
)
)
await db_session.flush()
assert await fundamentals_quality_service.blocked_ticker_ids(db_session) == set()
async def test_promoted_gap_is_blocked_during_queue_migration_bootstrap(db_session):
ticker = Ticker(symbol="HIST", cik="0000000043")
db_session.add_all([
ticker,
SystemSetting(
key="fundamental_data_sec_dolt_cutover_enabled",
value="true",
),
DataImportRun(
source="sec_facts",
status="promoted",
validation_json=json.dumps({
"missing_xbrl": [{"cik": ticker.cik, "accession": "HIST-Q"}],
}),
started_at=datetime.now(timezone.utc),
),
DataImportRun(
source="sec_facts",
status="promoted",
validation_json=json.dumps({"missing_xbrl": []}),
started_at=datetime.now(timezone.utc),
),
])
await db_session.flush()
assert await fundamentals_quality_service.blocked_ticker_ids(db_session) == {
ticker.id
}
db_session.add(
FundamentalSnapshot(
cik=ticker.cik,
accession="HIST-Q",
form="10-Q",
filed_date=date.today(),
accepted_at=datetime.now(timezone.utc),
period_end=date.today(),
fiscal_year=date.today().year,
fiscal_period="Q2",
)
)
await db_session.flush()
assert await fundamentals_quality_service.blocked_ticker_ids(db_session) == set()
tests/unit/test_rr_scanner_preservation.py
+41
View File
@@ -23,6 +23,8 @@ from sqlalchemy.ext.asyncio import AsyncSession
from app.models.ohlcv import OHLCVRecord
from app.models.paper_trade import PaperTrade
from app.models.signal_context_snapshot import SignalContextSnapshot
from app.models.sec_filing_gap import SecFilingGap
from app.models.settings import SystemSetting
from app.models.sr_level import SRLevel
from app.models.ticker import Ticker
from app.models.trade_setup import TradeSetup
@@ -513,6 +515,45 @@ async def test_get_trade_setups_excludes_stale_rows(db_session: AsyncSession):
assert stale_rows == []
@pytest.mark.asyncio
async def test_get_trade_setups_hides_active_sec_filing_gap(
db_session: AsyncSession,
):
now = datetime.now(timezone.utc)
ticker = Ticker(symbol="SECWAIT", cik="0000000042")
db_session.add(ticker)
await db_session.flush()
db_session.add_all([
SystemSetting(
key="fundamental_data_sec_dolt_cutover_enabled",
value="true",
),
SecFilingGap(
cik=ticker.cik,
accession="0000000042-26-000001",
form="10-Q",
index_date=date.today(),
reason="not_in_companyfacts",
first_seen_at=now,
last_attempted_at=now,
),
TradeSetup(
ticker_id=ticker.id,
direction="long",
entry_price=100.0,
stop_loss=97.0,
target=109.0,
rr_ratio=3.0,
composite_score=70.0,
confidence_score=80.0,
detected_at=now,
),
])
await db_session.flush()
assert await get_trade_setups(db_session, symbol="SECWAIT") == []
@pytest.mark.asyncio
async def test_get_trade_setups_can_exclude_tickers_with_open_paper_trades(
db_session: AsyncSession,
tests/unit/test_rr_scanner_scan_all.py
+23
View File
@@ -108,3 +108,26 @@ async def test_scan_error_does_not_stop_later_tickers(session, monkeypatch):
await rr_scanner_service.scan_all_tickers(session)
assert scanned == ["AAA", "BBB"]
async def test_scan_skips_ticker_with_incomplete_sec_fundamentals(
session, monkeypatch
):
ticker = Ticker(symbol="BLOCKED", cik="0000000001")
session.add(ticker)
await session.commit()
async def _blocked(db):
return {ticker.id}
async def _unexpected_scan(*args, **kwargs):
raise AssertionError("fundamentals-incomplete ticker was scanned")
monkeypatch.setattr(
rr_scanner_service.fundamentals_quality_service,
"blocked_ticker_ids",
_blocked,
)
monkeypatch.setattr(rr_scanner_service, "scan_ticker", _unexpected_scan)
assert await rr_scanner_service.scan_all_tickers(session) == []
tests/unit/test_sec_fundamentals_importer.py
+50 -1
View File
@@ -15,6 +15,7 @@ from sqlalchemy.ext.asyncio import AsyncSession, async_sessionmaker, create_asyn
from app.database import Base
import app.models # noqa: F401
from app.models.fundamental_snapshot import FundamentalSnapshot
from app.models.sec_filing_gap import SecFilingGap
from app.models.system_event import SystemEvent
from app.models.ticker import Ticker
from app.services.data_import import (
@@ -374,7 +375,7 @@ async def test_recovers_facts_misfiled_under_coregistrant(engine):
# Stamped to the issuer that filed, NOT the co-registrant whose file it came from.
assert q2.cik == "0000320193"
assert q2.revenue == 254940 and q2.shares_outstanding == 14687
assert "coregistrant_recovery" in codes
assert "coregistrant_recovery" not in codes
async def test_coregistrant_recovery_rejects_discontinuous_share_count(engine):
@@ -425,11 +426,59 @@ async def test_unresolved_filing_stops_blocking_after_retry_window(engine):
assert run.source_max_date == date(2026, 5, 2) # and the index advances
summary = json.loads(run.validation_json or "{}")
assert summary["missing_xbrl_count"] == 1 and summary["missing_xbrl_blocking"] == 0
assert await _count(factory, SecFilingGap) == 1
async with factory() as s:
events = (await s.execute(select(SystemEvent))).scalars().all()
unresolved = [e for e in events if e.code == "unresolved_filing"]
assert len(unresolved) == 1 and "GHOST" in unresolved[0].message
assert "automatic SEC retry" in unresolved[0].message
# The next scheduled run retries even though the SEC daily-index revision
# has not changed. Company Facts is a separate SEC product and may catch up
# independently, so the generic revision no-op must not suppress this work.
still_missing_run = await run_import(
_importer(incr, today=date(2026, 5, 11)),
engine=engine,
)
assert still_missing_run.status == STATUS_PROMOTED
assert still_missing_run.revision is None
assert await _count(factory, SecFilingGap) == 1
# A later normal scheduled import retries only the queued issuer. Once SEC
# publishes the accession in Company Facts, it is inserted and unblocked
# without a full-universe reparse or operator action.
cf_ghost = _rev("2025-09-28", "2026-03-28", 254940, 2026, "Q2", "GHOST")
sh_ghost = _shares("2026-04-17", 14687, "GHOST", 2026, "Q2")
healed = FakeSecClient(
tickers={"AAPL": 320193},
companyfacts={
320193: _companyfacts(
[CF_K, CF_Q1, cf_ghost],
[SH_K, SH_Q1, sh_ghost],
)
},
submissions={
320193: _submissions(SUB_FILINGS + [
_filing(
"GHOST",
"10-Q",
"2026-03-28",
"2026-05-01",
"2026-05-01T10:01:00.000Z",
)
])
},
latest_index=date(2026, 5, 2),
)
healed_run = await run_import(
_importer(healed, today=date(2026, 5, 12)),
engine=engine,
)
assert healed_run.status == STATUS_PROMOTED
assert await _count(factory, FundamentalSnapshot) == 3
assert await _count(factory, SecFilingGap) == 0
async def test_non_xbrl_amendment_skipped_not_failed(engine):