fix: scope sentiment collection to the gate's momentum leaders
Qualified setups could carry no sentiment because the sentiment job scoped its relevant-set to watchlist + open trades + top-N composite score, while the activation gate qualifies on 12-1 momentum percentile — a different axis. A top-momentum ticker outside the composite top-N never got sentiment, so the R:R scan enhanced it as neutral. Add the gate's momentum leaders (percentile >= activation min_momentum_percentile) to the sentiment relevant-set so scope tracks the gate. Best-effort: a momentum or config failure falls back to the base set rather than aborting collection. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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+29
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@@ -218,9 +218,10 @@ async def _get_sentiment_priority_tickers(db: AsyncSession) -> list[str]:
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"""Symbols to fetch sentiment for, budgeted to stay in the free search tier.
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Scope: only tickers that matter — watchlist + open paper trades + top-N by
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composite score. Skip any refreshed within ``sentiment_fresh_hours``. Cap the
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run at ``sentiment_max_per_run``, oldest/missing first. Once the relevant set
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is fresh, runs make zero grounded searches until it ages out.
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composite score + the momentum leaders the activation gate qualifies on. Skip
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any refreshed within ``sentiment_fresh_hours``. Cap the run at
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``sentiment_max_per_run``, oldest/missing first. Once the relevant set is
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fresh, runs make zero grounded searches until it ages out.
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"""
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from app.models.paper_trade import PaperTrade
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from app.models.score import CompositeScore
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@@ -244,6 +245,31 @@ async def _get_sentiment_priority_tickers(db: AsyncSession) -> list[str]:
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)
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relevant.update(r[0] for r in top.all())
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# Momentum leaders: the tickers that can clear the activation gate, which
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# selects the top ``min_momentum_percentile`` slice by 12-1 momentum — a
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# different axis than composite score. The gate qualifies setups on this
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# percentile, so without including them a freshly-qualifying ticker carries no
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# sentiment and gets enhanced as neutral. Pre-fetching their sentiment here (in
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# the daily pipeline, sentiment runs right after the OHLCV refresh) means the
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# following R:R scan reads real sentiment for the setups it qualifies.
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# Best-effort: a momentum/config failure must not stop sentiment collection.
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try:
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from app.services import momentum_service
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from app.services.admin_service import get_activation_config
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activation = await get_activation_config(db)
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min_pct = float(activation.get("min_momentum_percentile", 0.0))
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if min_pct > 0:
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percentiles = await momentum_service.compute_momentum_percentiles(db)
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leaders = [sym for sym, pct in percentiles.items() if pct >= min_pct]
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if leaders:
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rows = await db.execute(
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select(Ticker.id).where(Ticker.symbol.in_(leaders))
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)
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relevant.update(r[0] for r in rows.all())
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except Exception:
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logger.exception("Sentiment momentum-leader scoping failed; using base relevant set")
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if not relevant:
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return []
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