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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@@ -169,13 +169,13 @@ async def _shadow_user_id(db: AsyncSession) -> int | None:
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return int(row[0]) if row else None
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async def _last_scan_start(
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async def _scan_run_to_trade(
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db: AsyncSession,
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*,
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now: datetime,
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expected_run_id: str | None = None,
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) -> datetime | None:
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"""Start of the scan we may act on, or None if there is none.
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) -> str | None:
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"""The run id whose setups the shadow book may act on, or None.
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* ``expected_run_id`` set (pipeline step): the stored run id must match it
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exactly. This is the airtight guarantee — a scan that was disabled or
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@@ -184,27 +184,25 @@ async def _last_scan_start(
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stamps its own id even when it finishes last, so neither can be mistaken
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for the pipeline's own scan. Timestamp order alone cannot tell them apart.
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* ``expected_run_id`` None (direct Admin trigger): fall back to the freshness
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window. There is no pipeline scan to bind to, so acting on a recent scan is
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the operator's explicit choice.
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window on the last scan's own id. There is no pipeline scan to bind to, so
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acting on a recent scan is the operator's explicit choice.
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The three markers are written in one commit, so the returned STARTED belongs
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to the same run as the matched RUN_ID and correctly bounds its setups.
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Setups are then selected by ``scan_run_id`` equal to the returned id, so a
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concurrent scan's rows in the same time window are excluded by identity.
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"""
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from app.services import rr_scanner_service as rr
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started = _parse_dt(await settings_store.get_value(db, rr.KEY_LAST_SCAN_STARTED))
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completed = _parse_dt(
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await settings_store.get_value(db, rr.KEY_LAST_SCAN_COMPLETED)
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)
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run_id = await settings_store.get_value(db, rr.KEY_LAST_SCAN_RUN_ID)
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if started is None or completed is None:
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if completed is None or not run_id:
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return None
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if expected_run_id is not None:
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if not run_id or run_id != expected_run_id:
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return None
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elif now - completed > MAX_SCAN_AGE:
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return run_id if run_id == expected_run_id else None
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if now - completed > MAX_SCAN_AGE:
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return None
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return started
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return run_id
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def _parse_dt(raw: str | None) -> datetime | None:
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@@ -223,13 +221,13 @@ async def _todays_qualified_setups(
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now: datetime,
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expected_run_id: str | None = None,
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) -> list[TradeSetup]:
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"""Long-only qualified setups from the scan that just ran, best rank first.
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"""Long-only qualified setups from the scan we may act on, best rank first.
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Order matters here, and matches the review's requirement:
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1. Take only rows from the current run (``detected_at >= scan start``). The
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previous run's setups sit ~24h earlier and are excluded, so a stale row
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can never be traded even if it once qualified.
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1. Take only rows the matched scan produced (``scan_run_id == run id``). A
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previous run, or a manual scan overlapping in time, carries a different
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id and is excluded by identity — not by a time window it could write into.
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2. Keep long only. The validated strategy is long-only, but the gate permits
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shorts when ``min_momentum_percentile`` is 0 (a legal admin setting), and
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the cash accounting assumes longs — so this is enforced here, not left to
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@@ -239,14 +237,12 @@ async def _todays_qualified_setups(
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the reverse.
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4. Qualify, then rank by ``strategy_rank`` (unranked sort last).
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"""
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run_start = await _last_scan_start(
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db, now=now, expected_run_id=expected_run_id
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)
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if run_start is None:
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run_id = await _scan_run_to_trade(db, now=now, expected_run_id=expected_run_id)
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if run_id is None:
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return []
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result = await db.execute(
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select(TradeSetup).where(TradeSetup.detected_at >= run_start)
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select(TradeSetup).where(TradeSetup.scan_run_id == run_id)
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)
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rows = [s for s in result.scalars() if (s.direction or "long") == "long"]
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@@ -285,7 +281,7 @@ async def open_shadow_positions(
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``expected_run_id`` binds this run to the scan that stamped that exact id
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(the pipeline's own scan), so a scan that failed in this pipeline — or a
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concurrent manual scan that finished last — cannot substitute for it. See
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``_last_scan_start``.
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``_scan_run_to_trade``.
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"""
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summary = {
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"opened": 0,
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