add Telegram alerts: qualified setups, S/R proximity, score drops, daily digest

Closes the action loop — instead of polling the dashboard, the platform pushes actionable signals to Telegram. New hourly 'alerts' job dispatches four toggleable triggers, deduped via a new alert_log table (cooldown-based for qualified/S-R/digest, watermark-based for score deterioration). Admin → Settings gains a Telegram panel (write-only bot token, chat ID, per-trigger toggles, Send Test). Credentials follow DB > env precedence (TELEGRAM_BOT_TOKEN / _CHAT_ID). Backend: alert_service + AlertLog model + migration 005, scheduler job, admin endpoints/schema. Frontend: AlertSettings panel, hooks, api, types. Deploy: run alembic upgrade (new alert_log table). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-14 19:42:18 +02:00
parent 9d0bef369f
commit 5d41ccac1c
17 changed files with 976 additions and 2 deletions
@@ -0,0 +1,404 @@
+"""Telegram alerts: notify on actionable signals so the dashboard isn't a
+poll-only tool.
+
+Triggers (each toggleable):
+  - qualified setups: a (symbol, direction) setup that clears the activation gate
+  - watchlist S/R proximity: a watched ticker's price entering a strong S/R zone
+  - score deterioration: a watched ticker's composite dropping sharply vs a
+    running watermark
+  - daily digest: one end-of-day summary
+
+Dedup is via the AlertLog table: cooldown-based for the first two and the digest,
+watermark-based for score drops. Telegram credentials follow the usual
+precedence DB > env; the bot token is write-only (never returned on read).
+"""
+
+from __future__ import annotations
+
+import logging
+from datetime import datetime, timedelta, timezone
+from types import SimpleNamespace
+
+import httpx
+from sqlalchemy import select
+from sqlalchemy.ext.asyncio import AsyncSession
+
+from app.config import settings
+from app.models.alert import AlertLog
+from app.models.ohlcv import OHLCVRecord
+from app.models.score import CompositeScore
+from app.models.settings import SystemSetting
+from app.models.sr_level import SRLevel
+from app.models.ticker import Ticker
+from app.models.watchlist import WatchlistEntry
+from app.services.admin_service import get_activation_config, update_setting
+from app.services.qualification import best_target_probability, setup_qualifies
+from app.services.rr_scanner_service import get_trade_setups
+
+logger = logging.getLogger(__name__)
+
+# SystemSetting keys
+KEY_ENABLED = "alerts_enabled"
+KEY_TOKEN = "alerts_telegram_bot_token"
+KEY_CHAT_ID = "alerts_telegram_chat_id"
+KEY_QUALIFIED = "alerts_qualified_enabled"
+KEY_SR = "alerts_sr_proximity_enabled"
+KEY_SCORE_DROP = "alerts_score_drop_enabled"
+KEY_DIGEST = "alerts_digest_enabled"
+
+_BOOL_DEFAULTS = {
+    KEY_ENABLED: False,
+    KEY_QUALIFIED: True,
+    KEY_SR: True,
+    KEY_SCORE_DROP: True,
+    KEY_DIGEST: True,
+}
+
+# Tunables (kept as constants for now; promote to settings if needed)
+SR_PROXIMITY_PCT = 2.0      # within this % of a strong level → alert
+SR_MIN_STRENGTH = 60        # only strong levels are alert-worthy
+SCORE_DROP_POINTS = 15.0    # composite drop vs watermark that triggers an alert
+COOLDOWN_HOURS = 72         # don't re-send the same key within this window
+DIGEST_HOUR_UTC = 22        # send the daily digest on the first run at/after this hour
+
+WATERMARK_TYPE = "score_watermark"
+
+
+def _as_bool(value: str | None, default: bool) -> bool:
+    if value is None:
+        return default
+    return value.strip().lower() == "true"
+
+
+async def _settings_map(db: AsyncSession) -> dict[str, str]:
+    keys = [KEY_ENABLED, KEY_TOKEN, KEY_CHAT_ID, KEY_QUALIFIED, KEY_SR, KEY_SCORE_DROP, KEY_DIGEST]
+    result = await db.execute(select(SystemSetting).where(SystemSetting.key.in_(keys)))
+    return {s.key: s.value for s in result.scalars().all()}
+
+
+async def _resolve(db: AsyncSession) -> dict:
+    stored = await _settings_map(db)
+
+    db_token = (stored.get(KEY_TOKEN) or "").strip()
+    if db_token:
+        token, token_source = db_token, "database"
+    elif settings.telegram_bot_token:
+        token, token_source = settings.telegram_bot_token, "environment"
+    else:
+        token, token_source = "", "none"
+
+    chat_id = (stored.get(KEY_CHAT_ID) or "").strip() or (settings.telegram_chat_id or "").strip()
+
+    return {
+        "enabled": _as_bool(stored.get(KEY_ENABLED), _BOOL_DEFAULTS[KEY_ENABLED]),
+        "token": token,
+        "token_source": token_source,
+        "chat_id": chat_id,
+        "qualified": _as_bool(stored.get(KEY_QUALIFIED), _BOOL_DEFAULTS[KEY_QUALIFIED]),
+        "sr": _as_bool(stored.get(KEY_SR), _BOOL_DEFAULTS[KEY_SR]),
+        "score_drop": _as_bool(stored.get(KEY_SCORE_DROP), _BOOL_DEFAULTS[KEY_SCORE_DROP]),
+        "digest": _as_bool(stored.get(KEY_DIGEST), _BOOL_DEFAULTS[KEY_DIGEST]),
+    }
+
+
+async def get_alert_config(db: AsyncSession) -> dict:
+    """Public config — never includes the raw bot token."""
+    r = await _resolve(db)
+    return {
+        "enabled": r["enabled"],
+        "telegram_chat_id": r["chat_id"],
+        "bot_token_configured": bool(r["token"]),
+        "bot_token_source": r["token_source"],
+        "qualified_enabled": r["qualified"],
+        "sr_proximity_enabled": r["sr"],
+        "score_drop_enabled": r["score_drop"],
+        "digest_enabled": r["digest"],
+    }
+
+
+async def update_alert_config(
+    db: AsyncSession,
+    *,
+    enabled: bool | None = None,
+    bot_token: str | None = None,
+    telegram_chat_id: str | None = None,
+    qualified_enabled: bool | None = None,
+    sr_proximity_enabled: bool | None = None,
+    score_drop_enabled: bool | None = None,
+    digest_enabled: bool | None = None,
+) -> dict:
+    """Persist config. An empty/omitted bot_token leaves the stored token intact."""
+    bool_updates = {
+        KEY_ENABLED: enabled,
+        KEY_QUALIFIED: qualified_enabled,
+        KEY_SR: sr_proximity_enabled,
+        KEY_SCORE_DROP: score_drop_enabled,
+        KEY_DIGEST: digest_enabled,
+    }
+    for key, val in bool_updates.items():
+        if val is not None:
+            await update_setting(db, key, "true" if val else "false")
+
+    if telegram_chat_id is not None:
+        await update_setting(db, KEY_CHAT_ID, telegram_chat_id.strip())
+
+    if bot_token:  # only overwrite when a non-empty token is supplied
+        await update_setting(db, KEY_TOKEN, bot_token.strip())
+
+    return await get_alert_config(db)
+
+
+# ---------------------------------------------------------------------------
+# Telegram transport
+# ---------------------------------------------------------------------------
+
+async def _send(client: httpx.AsyncClient, token: str, chat_id: str, text: str) -> None:
+    resp = await client.post(
+        f"https://api.telegram.org/bot{token}/sendMessage",
+        json={
+            "chat_id": chat_id,
+            "text": text,
+            "parse_mode": "HTML",
+            "disable_web_page_preview": True,
+        },
+    )
+    resp.raise_for_status()
+
+
+# ---------------------------------------------------------------------------
+# Dedup helpers
+# ---------------------------------------------------------------------------
+
+async def _recently_alerted(
+    db: AsyncSession, alert_type: str, key: str, cooldown_hours: int = COOLDOWN_HOURS
+) -> bool:
+    cutoff = datetime.now(timezone.utc) - timedelta(hours=cooldown_hours)
+    result = await db.execute(
+        select(AlertLog.id)
+        .where(
+            AlertLog.alert_type == alert_type,
+            AlertLog.dedup_key == key,
+            AlertLog.created_at > cutoff,
+        )
+        .limit(1)
+    )
+    return result.first() is not None
+
+
+def _log_alert(db: AsyncSession, alert_type: str, key: str, value: float | None = None) -> None:
+    db.add(
+        AlertLog(
+            alert_type=alert_type,
+            dedup_key=key,
+            value=value,
+            created_at=datetime.now(timezone.utc),
+        )
+    )
+
+
+async def _watermark(db: AsyncSession, symbol: str) -> float | None:
+    result = await db.execute(
+        select(AlertLog.value)
+        .where(AlertLog.alert_type == WATERMARK_TYPE, AlertLog.dedup_key == symbol)
+        .order_by(AlertLog.created_at.desc())
+        .limit(1)
+    )
+    row = result.first()
+    return row[0] if row else None
+
+
+# ---------------------------------------------------------------------------
+# Trigger collectors
+# ---------------------------------------------------------------------------
+
+async def _watchlist_tickers(db: AsyncSession) -> list[tuple[int, str]]:
+    """Distinct tickers across all watchlists (single-user app → one chat)."""
+    result = await db.execute(
+        select(WatchlistEntry.ticker_id, Ticker.symbol)
+        .join(Ticker, WatchlistEntry.ticker_id == Ticker.id)
+        .where(WatchlistEntry.entry_type != "dismissed")
+        .distinct()
+    )
+    return [(tid, sym) for tid, sym in result.all()]
+
+
+async def _qualified_setups(db: AsyncSession) -> list[dict]:
+    setups = await get_trade_setups(db)
+    config = await get_activation_config(db)
+    return [s for s in setups if setup_qualifies(SimpleNamespace(**s), config)]
+
+
+def _format_qualified(s: dict) -> str:
+    prob = best_target_probability(SimpleNamespace(**s))
+    arrow = "🟢" if s["direction"] == "long" else "🔴"
+    return (
+        f"{arrow} <b>{s['symbol']} {s['direction'].upper()}</b> — qualified setup\n"
+        f"entry {s['entry_price']:.2f} → target {s['target']:.2f} "
+        f"(R:R {s['rr_ratio']:.1f}:1)\n"
+        f"confidence {(s.get('confidence_score') or 0):.0f}% · P(target) {prob:.0f}%"
+    )
+
+
+async def _collect_qualified(db: AsyncSession) -> list[tuple[str, str]]:
+    out: list[tuple[str, str]] = []
+    for s in await _qualified_setups(db):
+        key = f"qualified:{s['symbol']}:{s['direction']}"
+        out.append((key, _format_qualified(s)))
+    return out
+
+
+async def _latest_close(db: AsyncSession, ticker_id: int) -> float | None:
+    result = await db.execute(
+        select(OHLCVRecord.close)
+        .where(OHLCVRecord.ticker_id == ticker_id)
+        .order_by(OHLCVRecord.date.desc())
+        .limit(1)
+    )
+    row = result.first()
+    return float(row[0]) if row else None
+
+
+async def _collect_sr_proximity(db: AsyncSession) -> list[tuple[str, str]]:
+    out: list[tuple[str, str]] = []
+    for tid, symbol in await _watchlist_tickers(db):
+        price = await _latest_close(db, tid)
+        if not price:
+            continue
+        levels_result = await db.execute(
+            select(SRLevel).where(
+                SRLevel.ticker_id == tid,
+                SRLevel.strength >= SR_MIN_STRENGTH,
+            )
+        )
+        for lv in levels_result.scalars().all():
+            dist_pct = abs(price - lv.price_level) / price * 100
+            if dist_pct <= SR_PROXIMITY_PCT:
+                key = f"sr:{symbol}:{lv.price_level:.2f}"
+                out.append((
+                    key,
+                    f"📍 <b>{symbol}</b> approaching {lv.type} at {lv.price_level:.2f} "
+                    f"(now {price:.2f}, {dist_pct:.1f}% away)",
+                ))
+    return out
+
+
+async def _collect_score_drops(db: AsyncSession) -> list[tuple[str, str]]:
+    """Returns drop messages and (as a side effect) advances watermarks.
+
+    Watermark = the reference composite. Alert when current drops
+    SCORE_DROP_POINTS below it, then rebaseline to current so a single slide
+    doesn't re-fire; let the watermark rise with the score so the next drop is
+    measured from the new high.
+    """
+    out: list[tuple[str, str]] = []
+    for tid, symbol in await _watchlist_tickers(db):
+        comp_result = await db.execute(
+            select(CompositeScore.score).where(CompositeScore.ticker_id == tid)
+        )
+        row = comp_result.first()
+        if row is None or row[0] is None:
+            continue
+        current = float(row[0])
+
+        base = await _watermark(db, symbol)
+        if base is None:
+            _log_alert(db, WATERMARK_TYPE, symbol, value=current)  # seed, no alert
+            continue
+        if current <= base - SCORE_DROP_POINTS:
+            out.append((
+                f"scoredrop:{symbol}",
+                f"🔻 <b>{symbol}</b> composite score fell to {current:.0f} (from {base:.0f})",
+            ))
+            _log_alert(db, WATERMARK_TYPE, symbol, value=current)  # rebaseline
+        elif current > base:
+            _log_alert(db, WATERMARK_TYPE, symbol, value=current)  # track the rise
+    return out
+
+
+async def _collect_digest(db: AsyncSession) -> tuple[str, str] | None:
+    now = datetime.now(timezone.utc)
+    if now.hour < DIGEST_HOUR_UTC:
+        return None
+    key = f"digest:{now.date().isoformat()}"
+    if await _recently_alerted(db, "digest", key, cooldown_hours=20):
+        return None
+
+    qualified = await _qualified_setups(db)
+    lines = [f"📊 <b>Daily digest</b> — {now.date().isoformat()}"]
+    if qualified:
+        top = sorted(qualified, key=lambda s: s["rr_ratio"], reverse=True)[:5]
+        lines.append(f"{len(qualified)} qualified setup(s):")
+        for s in top:
+            lines.append(
+                f"• {s['symbol']} {s['direction'].upper()} "
+                f"R:R {s['rr_ratio']:.1f}:1, conf {(s.get('confidence_score') or 0):.0f}%"
+            )
+    else:
+        lines.append("No qualified setups today.")
+    return key, "\n".join(lines)
+
+
+# ---------------------------------------------------------------------------
+# Dispatch
+# ---------------------------------------------------------------------------
+
+async def dispatch_alerts(db: AsyncSession) -> dict:
+    """Gather all enabled triggers, dedup, and push to Telegram. Job entrypoint."""
+    cfg = await _resolve(db)
+    if not cfg["enabled"]:
+        return {"status": "disabled", "sent": 0}
+    if not cfg["token"] or not cfg["chat_id"]:
+        return {"status": "no_credentials", "sent": 0}
+
+    outgoing: list[tuple[str, str, str]] = []  # (alert_type, key, text)
+
+    if cfg["qualified"]:
+        for key, text in await _collect_qualified(db):
+            if not await _recently_alerted(db, "qualified", key):
+                outgoing.append(("qualified", key, text))
+
+    if cfg["sr"]:
+        for key, text in await _collect_sr_proximity(db):
+            if not await _recently_alerted(db, "sr_proximity", key):
+                outgoing.append(("sr_proximity", key, text))
+
+    if cfg["score_drop"]:
+        # also seeds/advances watermarks as a side effect
+        for key, text in await _collect_score_drops(db):
+            outgoing.append(("score_drop", key, text))
+
+    if cfg["digest"]:
+        digest = await _collect_digest(db)
+        if digest is not None:
+            outgoing.append(("digest", digest[0], digest[1]))
+
+    sent = 0
+    if outgoing:
+        async with httpx.AsyncClient(timeout=15) as client:
+            for alert_type, key, text in outgoing:
+                try:
+                    await _send(client, cfg["token"], cfg["chat_id"], text)
+                    _log_alert(db, alert_type, key)
+                    sent += 1
+                except Exception:
+                    logger.exception("Failed to send alert %s", key)
+
+    await db.commit()  # persist watermark seeds/advances and sent-logs
+    return {"status": "ok", "sent": sent, "candidates": len(outgoing)}
+
+
+async def send_test_alert(db: AsyncSession) -> dict:
+    """Send a fixed message to verify Telegram credentials."""
+    cfg = await _resolve(db)
+    if not cfg["token"] or not cfg["chat_id"]:
+        return {"ok": False, "error": "Bot token and chat ID must both be configured."}
+    try:
+        async with httpx.AsyncClient(timeout=15) as client:
+            await _send(
+                client, cfg["token"], cfg["chat_id"],
+                "✅ <b>Signal Platform</b> — test alert. Notifications are wired up correctly.",
+            )
+        return {"ok": True}
+    except Exception as exc:
+        logger.warning("Test alert failed: %s", exc)
+        return {"ok": False, "error": str(exc)}