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
+20 -42
View File
@@ -20,7 +20,6 @@ from hypothesis import given, settings, HealthCheck, strategies as st
from sqlalchemy import func, select
from sqlalchemy.ext.asyncio import AsyncSession
from app.models.benchmark_price import BenchmarkPrice
from app.models.ohlcv import OHLCVRecord
from app.models.paper_trade import PaperTrade
from app.models.signal_context_snapshot import SignalContextSnapshot
@@ -609,11 +608,10 @@ async def test_get_trade_setups_can_exclude_tickers_with_open_paper_trades(
@pytest.mark.asyncio
async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
async def test_get_trade_setups_applies_initial_stop_gate_reset_lock(
db_session: AsyncSession,
):
now = datetime.now(timezone.utc)
today = now.date()
if await db_session.get(User, 1) is None:
db_session.add(
User(id=1, username="u", password_hash="x", role="user", has_access=True)
@@ -626,38 +624,6 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
db_session.add_all([blocked, released, trailing])
await db_session.flush()
# Six SPY sessions D0..D5 form the canonical market calendar. A stop on
# D0 has five later sessions and is released; a stop on D1 has only four.
market_sessions = [
today - timedelta(days=8),
today - timedelta(days=7),
today - timedelta(days=6),
today - timedelta(days=3),
today - timedelta(days=2),
today - timedelta(days=1),
]
for market_date in market_sessions:
db_session.add(
BenchmarkPrice(
symbol="SPY",
date=market_date,
close=400.0,
)
)
# A bar from an unrelated/scanner-specific calendar must not release the
# ticker one session early. The old universe-wide DISTINCT query did.
db_session.add(
OHLCVRecord(
ticker_id=blocked.id,
date=today,
open=100.0,
high=101.0,
low=99.0,
close=100.0,
volume=1_000,
)
)
for ticker in (blocked, released, trailing):
db_session.add(
TradeSetup(
@@ -672,7 +638,13 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
)
)
def closed_trade(ticker: Ticker, closed_on: date, reason: str) -> PaperTrade:
def closed_trade(
ticker: Ticker,
reason: str,
*,
gate_reset_complete: bool = False,
) -> PaperTrade:
closed_on = now.date() - timedelta(days=10)
return PaperTrade(
user_id=1,
ticker_id=ticker.id,
@@ -690,13 +662,19 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
closed_on, datetime.min.time(), tzinfo=timezone.utc
),
close_reason=reason,
reentry_gate_failed_at=(
now - timedelta(days=9) if gate_reset_complete else None
),
reentry_gate_requalified_at=(
now - timedelta(days=8) if gate_reset_complete else None
),
)
db_session.add_all(
[
closed_trade(blocked, market_sessions[1], "stop"),
closed_trade(released, market_sessions[0], "stop"),
closed_trade(trailing, market_sessions[-1], "trailing"),
closed_trade(blocked, "stop"),
closed_trade(released, "stop", gate_reset_complete=True),
closed_trade(trailing, "trailing"),
]
)
await db_session.flush()
@@ -710,7 +688,7 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
row["symbol"]
for row in await get_trade_setups(
db_session,
exclude_reentry_lockdown_tickers=True,
exclude_reentry_gate_locked_tickers=True,
)
}
assert "STOP4" not in available_symbols
@@ -719,10 +697,10 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
annotated = await get_trade_setups(
db_session,
symbol="STOP4",
include_reentry_lockdown=True,
include_reentry_gate_lock=True,
)
assert len(annotated) == 1
assert annotated[0]["reentry_lockdown_remaining_sessions"] == 1
assert annotated[0]["reentry_gate_reset_required"] is True
async def _seed_stale_setup_with_current_scores(db_session: AsyncSession) -> TradeSetup: