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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"""Tests for sentiment-collection scoping (``_get_sentiment_priority_tickers``).
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The activation gate qualifies setups on 12-1 momentum percentile, a different
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axis than composite score. These tests pin the fix that adds the gate's momentum
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leaders to the sentiment relevant-set so a freshly-qualifying ticker isn't left
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without sentiment.
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"""
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from __future__ import annotations
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from datetime import date, datetime, timedelta, timezone
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import pytest
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from app import scheduler
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from app.models.ohlcv import OHLCVRecord
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from app.models.settings import SystemSetting
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from app.models.ticker import Ticker
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@pytest.fixture
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async def session():
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from tests.conftest import _test_session_factory
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async with _test_session_factory() as s:
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yield s
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async def _seed_history(session, symbol: str, rate: float, n: int = 280) -> Ticker:
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"""Seed a ticker with a full year+ of daily closes growing at ``rate``."""
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t = Ticker(symbol=symbol)
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session.add(t)
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await session.flush()
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base = date(2024, 1, 1)
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for i in range(n):
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close = 100.0 * (rate ** i)
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session.add(OHLCVRecord(
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ticker_id=t.id,
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date=base + timedelta(days=i),
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open=close, high=close, low=close, close=close,
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volume=1_000_000,
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))
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await session.commit()
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return t
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async def _set_min_momentum(session, value: str) -> None:
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session.add(SystemSetting(
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key="activation_min_momentum_percentile",
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value=value,
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updated_at=datetime.now(timezone.utc),
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))
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await session.commit()
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async def test_momentum_leader_is_included_without_composite_or_watchlist(session):
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"""A top-percentile momentum ticker is fetched even when it has no composite
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score, no watchlist entry, and no open trade — the case that previously left
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qualifying setups with no sentiment."""
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await _seed_history(session, "LEADER", rate=1.010) # strong uptrend → pct 100
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await _seed_history(session, "LAGGARD", rate=0.999) # declining → pct 0
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await _set_min_momentum(session, "80")
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symbols = await scheduler._get_sentiment_priority_tickers(session)
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assert "LEADER" in symbols
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# Below the gate's percentile and not otherwise relevant → not fetched.
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assert "LAGGARD" not in symbols
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async def test_momentum_leaders_skipped_when_gate_disabled(session):
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"""With the momentum gate off (min percentile 0), the leader is no longer
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pulled in solely on momentum — scoping falls back to the base relevant set."""
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await _seed_history(session, "LEADER", rate=1.010)
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await _seed_history(session, "LAGGARD", rate=0.999)
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await _set_min_momentum(session, "0")
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symbols = await scheduler._get_sentiment_priority_tickers(session)
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assert "LEADER" not in symbols
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assert "LAGGARD" not in symbols
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