fix: select shadow book setups by scan run id, not a time window
The run-id marker proved which scan wrote last, but the shadow book still selected setups by detected_at >= scan_start. An overlapping manual scan could insert rows in that same window; if the pipeline's scan wrote the marker last its id matched and the shadow book proceeded, then swept in -- or ranked highest -- a manual-scan row. The identity check gated entry but selection did not. Carry the run id onto the rows. Migration 025 adds an indexed trade_setups.scan_run_id. scan_all_tickers computes one id per run (pipeline's when a step, else fresh), passes it to scan_ticker which stamps every row after enhancement, and writes the same id to the completion marker. The shadow book selects WHERE scan_run_id == the matched id, so a concurrent scan's rows are excluded by identity regardless of their detected_at. The now-unused STARTED marker is dropped; COMPLETED (freshness) and RUN_ID (identity) remain. Decisive test: the pipeline's id matches, but a same-window manual row with a higher rank is present and is excluded -- only the pipeline's own row is traded. A time-window select would have swept it in and ranked it first. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@@ -47,13 +47,11 @@ from app.services.recommendation_service import (
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logger = logging.getLogger(__name__)
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# Boundary of the most recent *successful* scan. Written together, only when
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# scan_all_tickers completes: STARTED bounds which setups belong to the run
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# (detected_at >= STARTED), COMPLETED gives its freshness, and RUN_ID identifies
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# the pipeline invocation that produced it (or a fresh id for a manual scan).
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# The shadow book matches RUN_ID exactly rather than trusting timestamps, so a
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# concurrent manual scan cannot be mistaken for the pipeline's own.
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KEY_LAST_SCAN_STARTED = "last_scan_run_started_at"
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# Markers of the most recent *successful* scan, written together only when
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# scan_all_tickers completes. COMPLETED gives its freshness; RUN_ID identifies
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# the run — the same id stamped on every setup row it produced. The shadow book
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# matches RUN_ID exactly and then selects setups by that id, so neither a
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# concurrent manual scan nor a stale prior run can be mistaken for it.
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KEY_LAST_SCAN_COMPLETED = "last_scan_run_completed_at"
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KEY_LAST_SCAN_RUN_ID = "last_scan_run_id"
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@@ -527,6 +525,7 @@ async def scan_ticker(
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volatility_percentile: float | None = None,
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primary_min_rr: float | None = None,
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gate_levels_override: list[Any] | None = None,
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scan_run_id: str | None = None,
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) -> list[TradeSetup]:
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"""Scan a single ticker for trade setups meeting the R:R threshold.
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@@ -693,6 +692,9 @@ async def scan_ticker(
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enhanced_setups.append(setup)
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for setup in enhanced_setups:
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# Stamp identity after enhancement so it survives regardless of how the
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# enhancer rebuilds the row; the shadow book selects its batch by this.
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setup.scan_run_id = scan_run_id
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db.add(setup)
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await db.commit()
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@@ -753,6 +755,13 @@ async def scan_all_tickers(
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evaluated_ticker_ids: set[int] = set()
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qualified_ticker_ids: set[int] = set()
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gate_observation_started_at = datetime.now(timezone.utc)
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# One id for the whole run: stamped on every setup row and written to the
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# completion marker, so the shadow book can select this run's batch by
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# identity. From the pipeline when run as its scan step; a fresh id (never
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# matching any pipeline's) when triggered standalone.
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from app.services import pipeline_run
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scan_run_id = pipeline_run.current() or pipeline_run.new_run_id()
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for index, (ticker_id, symbol) in enumerate(ticker_rows):
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if progress_callback is not None:
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progress_callback(index, total, symbol)
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@@ -785,6 +794,7 @@ async def scan_all_tickers(
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strategy_rank=(ranks.get(symbol) or {}).get("strategy_rank"),
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volatility_percentile=(ranks.get(symbol) or {}).get("volatility_percentile"),
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primary_min_rr=PRIMARY_TARGET_MIN_RR,
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scan_run_id=scan_run_id,
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)
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all_setups.extend(setups)
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if activation is not None:
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@@ -823,22 +833,14 @@ async def scan_all_tickers(
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if progress_callback is not None and total:
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progress_callback(total, total, "")
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# Record the run boundary only now that the scan has completed, stamped with
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# the run id of the pipeline this scan ran inside (or a fresh id when run
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# standalone — a manual scan then can never match a pipeline's expected id).
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# All three markers are written in one commit so a reader sees a consistent
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# (started, completed, run_id) triple, and a hard failure above leaves the
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# previous, now-superseded, markers in place.
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from app.services import pipeline_run
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run_id = pipeline_run.current() or pipeline_run.new_run_id()
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await settings_store.upsert_setting(
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db, KEY_LAST_SCAN_STARTED, gate_observation_started_at.isoformat()
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)
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# Publish the run markers only now that the scan has completed: COMPLETED for
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# freshness and RUN_ID (the same id stamped on this run's setup rows) for
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# identity, in one commit. A hard failure above leaves the previous,
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# now-superseded, markers in place — so the shadow book will not match.
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await settings_store.upsert_setting(
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db, KEY_LAST_SCAN_COMPLETED, datetime.now(timezone.utc).isoformat()
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)
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await settings_store.upsert_setting(db, KEY_LAST_SCAN_RUN_ID, run_id)
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await settings_store.upsert_setting(db, KEY_LAST_SCAN_RUN_ID, scan_run_id)
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await db.commit()
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return all_setups
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