feat: require gate reset before post-stop reentry

This commit is contained in:
2026-07-17 19:30:40 +02:00
parent 1a6f82bf6d
commit 5155d00d9e
18 changed files with 577 additions and 278 deletions
+59 -17
View File
@@ -28,8 +28,12 @@ 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.price_service import query_ohlcv
from app.services.qualification import setup_qualifies
from app.services.sr_service import detect_gate_target_ladder
from app.services.trade_policy import get_reentry_lockdowns
from app.services.trade_policy import (
get_reentry_gate_locks,
observe_reentry_gate_transitions,
)
from app.services.recommendation_service import (
_risk_level_from_conflicts,
build_recommendation_snapshot,
@@ -700,12 +704,24 @@ async def scan_all_tickers(
``progress_callback(processed, total, current_symbol)`` is invoked as each
ticker is scanned so callers (e.g. the scheduler) can surface live progress.
"""
# Plain strings, not Ticker instances: the rollbacks below expire any ORM
# objects held across them, and touching an expired attribute afterwards
# Plain ids/strings, not Ticker instances: the rollbacks below expire any
# ORM objects held across them, and touching an expired attribute afterwards
# triggers sync lazy-loading, which raises on an AsyncSession.
result = await db.execute(select(Ticker.symbol).order_by(Ticker.symbol))
symbols = list(result.scalars().all())
total = len(symbols)
result = await db.execute(select(Ticker.id, Ticker.symbol).order_by(Ticker.symbol))
ticker_rows = [(int(ticker_id), symbol) for ticker_id, symbol in result.all()]
total = len(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.
activation: dict | None = None
try:
from app.services.admin_service import get_activation_config
activation = await get_activation_config(db)
except Exception:
await db.rollback()
logger.exception("Activation config load for re-entry gate reset failed")
# Rank the universe up front so each new setup carries both the residual
# activation gate percentile and the promoted production ordering score.
@@ -721,7 +737,10 @@ async def scan_all_tickers(
ranks = {}
all_setups: list[TradeSetup] = []
for index, symbol in enumerate(symbols):
evaluated_ticker_ids: set[int] = set()
qualified_ticker_ids: set[int] = set()
gate_observation_started_at = datetime.now(timezone.utc)
for index, (ticker_id, symbol) in enumerate(ticker_rows):
if progress_callback is not None:
progress_callback(index, total, symbol)
# Refresh scores first so the scheduled scan works off current data.
@@ -754,10 +773,33 @@ async def scan_all_tickers(
primary_min_rr=PRIMARY_TARGET_MIN_RR,
)
all_setups.extend(setups)
if activation is not None:
try:
if any(setup_qualifies(setup, activation) for setup in setups):
qualified_ticker_ids.add(ticker_id)
evaluated_ticker_ids.add(ticker_id)
except Exception:
logger.exception(
"Gate-reset qualification observation failed for %s", symbol
)
except Exception:
await db.rollback()
logger.exception("Error scanning ticker %s", symbol)
if activation is not None:
transitioned_ticker_ids = await observe_reentry_gate_transitions(
db,
evaluated_ticker_ids=evaluated_ticker_ids,
qualified_ticker_ids=qualified_ticker_ids,
observed_at=gate_observation_started_at,
)
await db.commit()
if transitioned_ticker_ids:
logger.info(
"Updated post-stop gate-reset state for %d ticker(s)",
len(transitioned_ticker_ids),
)
if progress_callback is not None and total:
progress_callback(total, total, "")
@@ -772,8 +814,8 @@ async def get_trade_setups(
symbol: str | None = None,
live_recommendation: bool = False,
exclude_open_trade_tickers: bool = False,
exclude_reentry_lockdown_tickers: bool = False,
include_reentry_lockdown: bool = False,
exclude_reentry_gate_locked_tickers: bool = False,
include_reentry_gate_lock: bool = False,
) -> list[dict]:
"""Get latest stored trade setups, optionally filtered.
@@ -798,7 +840,7 @@ async def get_trade_setups(
if recommended_action is not None and not live_recommendation:
stmt = stmt.where(TradeSetup.recommended_action == recommended_action)
excluded_ticker_ids: set[int] = set()
reentry_lockdowns: dict[int, int] = {}
reentry_gate_locks: dict[int, datetime] = {}
if exclude_open_trade_tickers:
open_trade_result = await db.execute(
select(PaperTrade.ticker_id)
@@ -808,10 +850,10 @@ async def get_trade_setups(
excluded_ticker_ids.update(
ticker_id for ticker_id, in open_trade_result.all()
)
if exclude_reentry_lockdown_tickers or include_reentry_lockdown:
reentry_lockdowns = await get_reentry_lockdowns(db)
if exclude_reentry_lockdown_tickers:
excluded_ticker_ids.update(reentry_lockdowns)
if exclude_reentry_gate_locked_tickers or include_reentry_gate_lock:
reentry_gate_locks = await get_reentry_gate_locks(db)
if exclude_reentry_gate_locked_tickers:
excluded_ticker_ids.update(reentry_gate_locks)
if excluded_ticker_ids:
stmt = stmt.where(~TradeSetup.ticker_id.in_(excluded_ticker_ids))
@@ -866,14 +908,14 @@ async def get_trade_setups(
),
reverse=True,
)
if include_reentry_lockdown:
if include_reentry_gate_lock:
ticker_by_setup_id = {
setup.id: setup.ticker_id for setup, _ in latest_rows
}
for row in rows_out:
ticker_id = ticker_by_setup_id.get(row["id"])
row["reentry_lockdown_remaining_sessions"] = (
reentry_lockdowns.get(ticker_id) if ticker_id is not None else None
row["reentry_gate_reset_required"] = (
ticker_id in reentry_gate_locks if ticker_id is not None else False
)
return rows_out