Revert blue-sky projection; keep played-out setup UX

A local backtest (offline prod snapshot, 506 tickers) evaluated blue-sky
projected targets under the PRODUCTION exit (3x ATR trailing + 30d max hold,
paper_trade_service DEFAULT_EXIT_MODE="atr_trailing"). Blue-sky setups are
dilutive: the qualified book scored 328% return / Sharpe 1.84 / DD -21.0%
WITHOUT them vs 300% / 1.58 / -18.7% WITH them. They rank high on momentum by
construction, so they grab slots from S/R setups that catch bigger runs under
a trailing-stop exit (only ~2pp worse drawdown doesn't justify the lost return
and Sharpe).

Reverts the scanner/TargetGenerator measured-move projection, the stricter
projected activation gate, the frontend qualification mirror, the `projected`
type field, and the projected tests -- all backend files are now byte-identical
to the pre-blue-sky commit.

Keeps the played-out "No current setup" UX (RecommendationPanel): when price
has run past the target (played out) or through the stop (invalidated), the
panel shows a plain no-setup state instead of a stale actionable card. This is
frontend-only (reads last close + existing setup fields) and is what actually
fixes the reported stale-below-price bug -- no backend change or rescan needed.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-07-08 22:03:25 +02:00
co-authored by Claude Opus 4.8
parent 294d935030
commit 65d2dae62a
8 changed files with 25 additions and 416 deletions
-34
View File
@@ -16,15 +16,6 @@ from typing import Any
HIGH_CONVICTION_ACTIONS = {"LONG_HIGH", "SHORT_HIGH"} HIGH_CONVICTION_ACTIONS = {"LONG_HIGH", "SHORT_HIGH"}
# A projected (blue-sky) target has no S/R validation — it is a measured-move
# extension used when nothing sits overhead. Because that is exactly the kind of
# unvalidated target the gate exists to distrust, a projected setup clears a
# STRICTER bar than an S/R-anchored one, regardless of whether the general
# momentum gate is active: long-only (breakout continuation), strong residual
# momentum, and a higher confidence floor. Mirrored in frontend/src/lib/qualification.ts.
PROJECTED_MIN_MOMENTUM_PERCENTILE = 90.0
PROJECTED_CONFIDENCE_MARGIN = 10.0
def _action_direction(action: str | None) -> str: def _action_direction(action: str | None) -> str:
if not action or action == "NEUTRAL": if not action or action == "NEUTRAL":
@@ -55,19 +46,6 @@ def primary_target_probability(setup: Any) -> float | None:
return best if best > 0 else None return best if best > 0 else None
def primary_target_is_projected(setup: Any) -> bool:
"""Whether the setup's headline target is a blue-sky measured-move projection.
Prefers the starred primary; falls back to any projected target when none is
explicitly flagged primary (matches primary_target_probability's fallback).
"""
targets = getattr(setup, "targets", None) or []
for target in targets:
if isinstance(target, dict) and target.get("is_primary"):
return bool(target.get("projected"))
return any(isinstance(t, dict) and t.get("projected") for t in targets)
def live_risk_reward(setup: Any, current_price: float) -> float | None: def live_risk_reward(setup: Any, current_price: float) -> float | None:
"""R:R recomputed from the CURRENT price, not the (possibly stale) entry. """R:R recomputed from the CURRENT price, not the (possibly stale) entry.
@@ -124,18 +102,6 @@ def setup_qualifies(setup: Any, config: dict) -> bool:
momentum_percentile = getattr(setup, "momentum_percentile", None) momentum_percentile = getattr(setup, "momentum_percentile", None)
if momentum_percentile is None or momentum_percentile < min_pct: if momentum_percentile is None or momentum_percentile < min_pct:
return False return False
# Projected (blue-sky) targets clear a stricter bar than S/R-anchored ones,
# independent of the general momentum gate above: long-only, strong residual
# momentum, and a higher confidence floor. The target has no S/R validation,
# so we only trust it for high-momentum breakout continuations.
if primary_target_is_projected(setup):
if (getattr(setup, "direction", "long") or "long").lower() != "long":
return False
momentum_percentile = getattr(setup, "momentum_percentile", None)
if momentum_percentile is None or momentum_percentile < PROJECTED_MIN_MOMENTUM_PERCENTILE:
return False
if (setup.confidence_score or 0.0) < config["min_confidence"] + PROJECTED_CONFIDENCE_MARGIN:
return False
# A setup is actionable only when the live ticker action points in the same # A setup is actionable only when the live ticker action points in the same
# direction. NEUTRAL means no clear signal; an opposite action means the # direction. NEUTRAL means no clear signal; an opposite action means the
# setup is counter-bias. ``exclude_neutral`` defaults on; callers that omit # setup is counter-bias. ``exclude_neutral`` defaults on; callers that omit
+5 -60
View File
@@ -44,16 +44,6 @@ _MODERATE_MAX_ATR = 4.6
# the same tolerance the chart and alerts use, so S/R is one model app-wide. # the same tolerance the chart and alerts use, so S/R is one model app-wide.
_SR_ZONE_TOLERANCE = 0.02 _SR_ZONE_TOLERANCE = 0.02
# Measured-move projection used when a ticker has NO S/R level overhead in the
# trade direction (genuine blue-sky, e.g. a stock at all-time highs). Without
# this the scanner produces no setup and the last (now stale) one lingers. The
# projected target sits this many ATRs from entry, so with the default 1.5-ATR
# stop it is a clean 2:1 R:R. Projected targets carry no touch history, so they
# take near-zero strength (small probability haircut via the strength magnet) and
# face a stricter activation bar — see app/services/qualification.py.
PROJECTED_TARGET_ATR_MULTIPLE = 3.0
PROJECTED_TARGET_STRENGTH = 10.0
def _clamp(value: float, low: float, high: float) -> float: def _clamp(value: float, low: float, high: float) -> float:
return max(low, min(high, value)) return max(low, min(high, value))
@@ -320,43 +310,7 @@ class TargetGenerator:
) )
if not candidates: if not candidates:
# No S/R level in the trade direction cleared the ATR distance return []
# filter. If there is genuinely NO S/R overhead at all (blue-sky,
# e.g. all-time highs), project a measured-move target so a breakout
# name still yields a setup. When overhead S/R DOES exist but was
# merely too close/far to qualify, produce nothing as before — we
# never project a target through real, nearby resistance.
#
# Check both the level's tag AND its price. Zone representatives are
# typed relative to entry, so a resistance cluster straddling entry
# counts as overhead even if its near edge sits just below (which
# keeps this aligned with the scanner's raw ``levels_above`` gate);
# the price comparison covers raw levels for other callers.
has_overhead = any(
(direction == "long" and (lv.type == "resistance" or lv.price_level > entry_price))
or (direction == "short" and (lv.type == "support" or lv.price_level < entry_price))
for lv in sr_levels
)
if has_overhead:
return []
projected_price = (
entry_price + PROJECTED_TARGET_ATR_MULTIPLE * atr_value
if direction == "long"
else entry_price - PROJECTED_TARGET_ATR_MULTIPLE * atr_value
)
reward = abs(projected_price - entry_price)
return [
{
"price": float(projected_price),
"distance_from_entry": float(reward),
"distance_atr_multiple": float(reward / atr_value),
"rr_ratio": float(reward / risk),
"classification": "Moderate",
"sr_level_id": -1,
"sr_strength": float(PROJECTED_TARGET_STRENGTH),
"projected": True,
}
]
# Select up to 5 targets that SPAN the distance range, instead of the # Select up to 5 targets that SPAN the distance range, instead of the
# top-5 by quality (which biases toward far, high-R:R levels and buries # top-5 by quality (which biases toward far, high-R:R levels and buries
@@ -496,11 +450,9 @@ def _choose_recommended_action(
"""Pick the ticker action — but only recommend a direction you can trade. """Pick the ticker action — but only recommend a direction you can trade.
A direction is recommendable only if a tradeable setup exists for it A direction is recommendable only if a tradeable setup exists for it
(``available_directions``). A strong LONG bias on a stock with no tradeable (``available_directions``). So a strong LONG bias on a stock at all-time
long setup does NOT yield LONG_HIGH; it falls through to NEUTRAL, and the highs — where the scanner can build no long target — does NOT yield
reasoning explains why. (At genuine all-time highs the scanner now projects a LONG_HIGH; it falls through to NEUTRAL, and the reasoning explains why.
measured-move long target, so blue-sky names can be recommendable; a name
capped just under resistance — with no ≥threshold R:R — still cannot.)
""" """
high = float(config.get("recommendation_high_confidence_threshold", 70.0)) high = float(config.get("recommendation_high_confidence_threshold", 70.0))
moderate = float(config.get("recommendation_moderate_confidence_threshold", 50.0)) moderate = float(config.get("recommendation_moderate_confidence_threshold", 50.0))
@@ -706,14 +658,7 @@ async def enhance_trade_setup(
# Per-setup conflicts (target availability is specific to this setup) # Per-setup conflicts (target availability is specific to this setup)
setup_conflicts = list(conflicts) setup_conflicts = list(conflicts)
primary_projected = bool(primary is not None and primary.get("projected")) if len(targets) < 3:
if primary_projected:
# Blue-sky: no overhead S/R to anchor to. Flag it so the target's basis
# is explicit rather than looking like a normal S/R level.
setup_conflicts.append(
"projected-target: No overhead resistance — target is an ATR measured-move projection"
)
elif len(targets) < 3:
setup_conflicts.append("target-availability: Fewer than 3 valid S/R targets available") setup_conflicts.append("target-availability: Fewer than 3 valid S/R targets available")
# Action and reasoning are ticker-level: they consider both directions and # Action and reasoning are ticker-level: they consider both directions and
+20 -39
View File
@@ -29,7 +29,6 @@ from app.models.trade_setup import TradeSetup
from app.services.indicator_service import _extract_ohlcv, compute_atr from app.services.indicator_service import _extract_ohlcv, compute_atr
from app.services.price_service import query_ohlcv from app.services.price_service import query_ohlcv
from app.services.recommendation_service import ( from app.services.recommendation_service import (
PROJECTED_TARGET_ATR_MULTIPLE,
_risk_level_from_conflicts, _risk_level_from_conflicts,
build_recommendation_snapshot, build_recommendation_snapshot,
enhance_trade_setup, enhance_trade_setup,
@@ -68,16 +67,6 @@ def _compute_quality_score(
return w_rr * norm_rr + w_strength * norm_strength + w_proximity * norm_proximity return w_rr * norm_rr + w_strength * norm_strength + w_proximity * norm_proximity
def _projected_target(direction: str, entry_price: float, atr_value: float) -> float:
"""Measured-move target for a blue-sky direction (no overhead S/R).
Mirrors the projection in recommendation_service so the scanner's emission
decision and the enhanced target agree.
"""
move = PROJECTED_TARGET_ATR_MULTIPLE * atr_value
return entry_price + move if direction == "long" else entry_price - move
async def _get_dimension_scores(db: AsyncSession, ticker_id: int) -> dict[str, float]: async def _get_dimension_scores(db: AsyncSession, ticker_id: int) -> dict[str, float]:
result = await db.execute( result = await db.execute(
select(DimensionScore).where(DimensionScore.ticker_id == ticker_id) select(DimensionScore).where(DimensionScore.ticker_id == ticker_id)
@@ -439,13 +428,13 @@ async def scan_ticker(
now = datetime.now(timezone.utc) now = datetime.now(timezone.utc)
setups: list[TradeSetup] = [] setups: list[TradeSetup] = []
stop = entry_price - (atr_value * atr_multiplier) if levels_above:
risk = entry_price - stop stop = entry_price - (atr_value * atr_multiplier)
if risk > 0: risk = entry_price - stop
best_candidate_rr = 0.0 if risk > 0:
best_candidate_target = 0.0
if levels_above:
best_quality = 0.0 best_quality = 0.0
best_candidate_rr = 0.0
best_candidate_target = 0.0
for lv in levels_above: for lv in levels_above:
reward = lv.price_level - entry_price reward = lv.price_level - entry_price
if reward <= 0: if reward <= 0:
@@ -459,29 +448,21 @@ async def scan_ticker(
best_quality = quality best_quality = quality
best_candidate_rr = rr best_candidate_rr = rr
best_candidate_target = lv.price_level best_candidate_target = lv.price_level
else:
# Blue-sky: no resistance overhead. Project a measured-move target so
# a breakout name still yields a setup (it faces a stricter gate).
projected = _projected_target("long", entry_price, atr_value)
projected_rr = (projected - entry_price) / risk
if projected_rr >= rr_threshold:
best_candidate_rr = projected_rr
best_candidate_target = projected
if best_candidate_rr > 0: if best_candidate_rr > 0:
setups.append(TradeSetup( setups.append(TradeSetup(
ticker_id=ticker.id, ticker_id=ticker.id,
direction="long", direction="long",
entry_price=round(entry_price, 4), entry_price=round(entry_price, 4),
stop_loss=round(stop, 4), stop_loss=round(stop, 4),
target=round(best_candidate_target, 4), target=round(best_candidate_target, 4),
rr_ratio=round(best_candidate_rr, 4), rr_ratio=round(best_candidate_rr, 4),
composite_score=round(composite_score, 4), composite_score=round(composite_score, 4),
detected_at=now, detected_at=now,
momentum_percentile=momentum_percentile, momentum_percentile=momentum_percentile,
strategy_rank=strategy_rank, strategy_rank=strategy_rank,
volatility_percentile=volatility_percentile, volatility_percentile=volatility_percentile,
)) ))
if levels_below: if levels_below:
stop = entry_price + (atr_value * atr_multiplier) stop = entry_price + (atr_value * atr_multiplier)
@@ -103,7 +103,6 @@ function TargetTable({ setup }: { setup: TradeSetup }) {
<td className="py-2 pr-3 text-gray-300"> <td className="py-2 pr-3 text-gray-300">
{target.is_primary && <span className="mr-1 text-blue-300"></span>} {target.is_primary && <span className="mr-1 text-blue-300"></span>}
{target.classification} {target.classification}
{target.projected && <span className="ml-1 text-sky-400">(projected)</span>}
</td> </td>
<td className="py-2 pr-3 font-mono text-gray-200">{formatPrice(target.price)}</td> <td className="py-2 pr-3 font-mono text-gray-200">{formatPrice(target.price)}</td>
<td className="py-2 pr-3 font-mono text-gray-200">{formatPercent((target.distance_from_entry / setup.entry_price) * 100)}</td> <td className="py-2 pr-3 font-mono text-gray-200">{formatPercent((target.distance_from_entry / setup.entry_price) * 100)}</td>
@@ -130,7 +129,6 @@ function SetupCard({ setup, action, currentPrice, risk, regime }: { setup?: Trad
const drift = entryDrift(setup, currentPrice); const drift = entryDrift(setup, currentPrice);
const sizing = positionSize(risk.accountSize, risk.riskPct, setup.entry_price, setup.stop_loss); const sizing = positionSize(risk.accountSize, risk.riskPct, setup.entry_price, setup.stop_loss);
const counterTrend = regime ? isCounterTrend(setup.direction, regime.label) : false; const counterTrend = regime ? isCounterTrend(setup.direction, regime.label) : false;
const primaryProjected = setup.targets?.some((t) => t.is_primary && t.projected) ?? false;
// When price has run to/past the target (played out) or through the stop // When price has run to/past the target (played out) or through the stop
// (invalidated), there is no fresh setup — show a plain "no current setup" // (invalidated), there is no fresh setup — show a plain "no current setup"
@@ -205,11 +203,6 @@ function SetupCard({ setup, action, currentPrice, risk, regime }: { setup?: Trad
</p> </p>
)} )}
{primaryProjected && (
<p className="text-[11px] text-sky-400">
Blue-sky: no resistance overhead target is an ATR measured-move projection, not an S/R level.
</p>
)}
{drift && drift.status === 'invalidated' && ( {drift && drift.status === 'invalidated' && (
<p className="text-[11px] text-red-400"> <p className="text-[11px] text-red-400">
Price ({formatPrice(currentPrice!)}) is past the stop this setup is invalidated. Price ({formatPrice(currentPrice!)}) is past the stop this setup is invalidated.
-24
View File
@@ -2,20 +2,6 @@ import type { ActivationConfig, TradeSetup } from './types';
const HIGH_CONVICTION_ACTIONS = new Set(['LONG_HIGH', 'SHORT_HIGH']); const HIGH_CONVICTION_ACTIONS = new Set(['LONG_HIGH', 'SHORT_HIGH']);
// Projected (blue-sky) targets clear a stricter bar than S/R-anchored ones —
// long-only, strong momentum, higher confidence floor. Mirrors the constants in
// app/services/qualification.py; keep the two in sync.
const PROJECTED_MIN_MOMENTUM_PERCENTILE = 90;
const PROJECTED_CONFIDENCE_MARGIN = 10;
/** Whether the setup's headline target is a blue-sky measured-move projection. */
export function primaryTargetIsProjected(setup: TradeSetup): boolean {
const targets = setup.targets ?? [];
const primary = targets.find((t) => t.is_primary);
if (primary) return Boolean(primary.projected);
return targets.some((t) => t.projected);
}
function actionDirection(action: TradeSetup['recommended_action']): 'long' | 'short' | 'neutral' { function actionDirection(action: TradeSetup['recommended_action']): 'long' | 'short' | 'neutral' {
if (!action || action === 'NEUTRAL') return 'neutral'; if (!action || action === 'NEUTRAL') return 'neutral';
if (action.startsWith('LONG')) return 'long'; if (action.startsWith('LONG')) return 'long';
@@ -65,16 +51,6 @@ export function qualifiesSetup(setup: TradeSetup, config: ActivationConfig): boo
return false; return false;
} }
} }
// Projected (blue-sky) targets clear a stricter bar than S/R-anchored ones,
// independent of the general momentum gate: long-only, strong momentum, higher
// confidence floor. Mirrors app/services/qualification.py.
if (primaryTargetIsProjected(setup)) {
if (setup.direction !== 'long') return false;
if (setup.momentum_percentile == null || setup.momentum_percentile < PROJECTED_MIN_MOMENTUM_PERCENTILE) {
return false;
}
if ((setup.confidence_score ?? 0) < config.min_confidence + PROJECTED_CONFIDENCE_MARGIN) return false;
}
// NEUTRAL = "no clear setup"; an opposite action means this setup is counter-bias. // NEUTRAL = "no clear setup"; an opposite action means this setup is counter-bias.
if (config.exclude_neutral) { if (config.exclude_neutral) {
const actionDir = actionDirection(setup.recommended_action); const actionDir = actionDirection(setup.recommended_action);
-2
View File
@@ -577,8 +577,6 @@ export interface TradeTarget {
sr_level_id: number; sr_level_id: number;
sr_strength: number; sr_strength: number;
is_primary?: boolean; is_primary?: boolean;
/** Blue-sky measured-move target (no overhead S/R); sr_level_id is -1. */
projected?: boolean;
} }
export interface RecommendationSummary { export interface RecommendationSummary {
-201
View File
@@ -1,201 +0,0 @@
"""Tests for blue-sky projected targets.
When a ticker has NO S/R level overhead in the trade direction (e.g. a stock at
all-time highs), the scanner would otherwise produce no setup and the last stale
one would linger. Instead we project a measured-move (ATR) target so a breakout
name still yields a setup — one that faces a stricter activation bar. These
tests cover the target generator's projection rule and the scanner emission.
"""
from __future__ import annotations
from datetime import date, datetime, timedelta, timezone
from types import SimpleNamespace
import pytest
from sqlalchemy.ext.asyncio import AsyncSession
from app.models.ohlcv import OHLCVRecord
from app.models.score import CompositeScore
from app.models.sr_level import SRLevel
from app.models.ticker import Ticker
from app.services.recommendation_service import (
PROJECTED_TARGET_ATR_MULTIPLE,
PROJECTED_TARGET_STRENGTH,
target_generator,
)
from app.services.rr_scanner_service import scan_ticker
def _lvl(price: float, type_: str, strength: int = 50, id_: int = 1) -> SimpleNamespace:
return SimpleNamespace(id=id_, price_level=price, type=type_, strength=strength)
class TestGenerateTargetsProjection:
"""target_generator.generate_targets(direction, entry, stop, sr_levels, atr)."""
def test_blue_sky_long_projects_target(self):
# Entry 100, stop 97 (risk 3), ATR 2 — no resistance overhead at all.
targets = target_generator.generate_targets(
direction="long",
entry_price=100.0,
stop_loss=97.0,
sr_levels=[_lvl(90.0, "support"), _lvl(85.0, "support")],
atr_value=2.0,
)
assert len(targets) == 1
t = targets[0]
assert t["projected"] is True
assert t["sr_level_id"] == -1
assert t["sr_strength"] == PROJECTED_TARGET_STRENGTH
# 100 + 3 ATR (=6) = 106; reward 6 / risk 3 = 2.0 R:R
assert t["price"] == pytest.approx(100.0 + PROJECTED_TARGET_ATR_MULTIPLE * 2.0)
assert t["rr_ratio"] == pytest.approx(2.0)
def test_blue_sky_with_no_levels_at_all_projects(self):
targets = target_generator.generate_targets(
direction="long", entry_price=100.0, stop_loss=97.0, sr_levels=[], atr_value=2.0,
)
assert len(targets) == 1 and targets[0]["projected"] is True
def test_overhead_resistance_too_close_does_not_project(self):
# A resistance 0.5 ATR above (< 1.0 ATR min distance) is filtered out as a
# candidate — but it IS real overhead, so we must NOT project through it.
targets = target_generator.generate_targets(
direction="long",
entry_price=100.0,
stop_loss=97.0,
sr_levels=[_lvl(101.0, "resistance")],
atr_value=2.0,
)
assert targets == []
def test_normal_overhead_resistance_is_not_projected(self):
targets = target_generator.generate_targets(
direction="long",
entry_price=100.0,
stop_loss=97.0,
sr_levels=[_lvl(106.0, "resistance", strength=80)],
atr_value=2.0,
)
assert len(targets) == 1
assert not targets[0].get("projected")
assert targets[0]["sr_level_id"] == 1
def test_resistance_tagged_straddle_does_not_project(self):
# A resistance-tagged zone rep whose near edge sits just BELOW entry still
# means real overhead — never project through it, even though its price is
# under entry and it isn't a valid candidate.
targets = target_generator.generate_targets(
direction="long",
entry_price=100.0,
stop_loss=97.0,
sr_levels=[_lvl(99.5, "resistance"), _lvl(90.0, "support")],
atr_value=2.0,
)
assert targets == []
def test_blue_sky_short_projects_below(self):
targets = target_generator.generate_targets(
direction="short",
entry_price=100.0,
stop_loss=103.0,
sr_levels=[_lvl(110.0, "resistance")],
atr_value=2.0,
)
assert len(targets) == 1
assert targets[0]["projected"] is True
assert targets[0]["price"] == pytest.approx(100.0 - PROJECTED_TARGET_ATR_MULTIPLE * 2.0)
# ---------------------------------------------------------------------------
# Scanner emission
# ---------------------------------------------------------------------------
@pytest.fixture
async def scan_session() -> AsyncSession:
from tests.conftest import _test_session_factory
async with _test_session_factory() as session:
yield session
def _make_bars(ticker_id: int, num_bars: int = 20, base_close: float = 100.0):
bars = []
start = date(2024, 1, 1)
for i in range(num_bars):
close = base_close + (i % 3 - 1) * 0.5
bars.append(OHLCVRecord(
ticker_id=ticker_id,
date=start + timedelta(days=i),
open=close - 0.3,
high=close + 1.0,
low=close - 1.0,
close=close,
volume=100_000,
))
return bars
@pytest.mark.asyncio
async def test_scan_emits_projected_long_when_blue_sky(scan_session: AsyncSession):
"""A ticker with only support below entry (no overhead) yields a projected long."""
ticker = Ticker(symbol="BLUESKY")
scan_session.add(ticker)
await scan_session.flush()
scan_session.add_all(_make_bars(ticker.id, num_bars=20, base_close=100.0))
# Only support levels below entry — nothing overhead.
scan_session.add_all([
SRLevel(ticker_id=ticker.id, price_level=95.0, type="support", strength=80,
detection_method="pivot_point"),
SRLevel(ticker_id=ticker.id, price_level=90.0, type="support", strength=60,
detection_method="pivot_point"),
])
scan_session.add(CompositeScore(
ticker_id=ticker.id, score=70.0, is_stale=False, weights_json="{}",
computed_at=datetime.now(timezone.utc),
))
await scan_session.commit()
setups = await scan_ticker(scan_session, "BLUESKY", rr_threshold=1.5, atr_multiplier=1.5)
long_setups = [s for s in setups if s.direction == "long"]
assert len(long_setups) == 1, "blue-sky ticker should still yield a long setup"
long_setup = long_setups[0]
# Target is the measured-move projection, well above entry, R:R ~2.0.
assert long_setup.target > long_setup.entry_price
assert long_setup.rr_ratio == pytest.approx(2.0, abs=0.05)
primary = [t for t in long_setup.targets if t.get("is_primary")]
assert primary and primary[0]["projected"] is True
assert primary[0]["sr_level_id"] == -1
assert any("projected-target" in c for c in long_setup.conflict_flags)
@pytest.mark.asyncio
async def test_scan_does_not_project_when_resistance_overhead(scan_session: AsyncSession):
"""With a normal resistance overhead, the long target is that S/R level, not a projection."""
ticker = Ticker(symbol="CAPPED")
scan_session.add(ticker)
await scan_session.flush()
scan_session.add_all(_make_bars(ticker.id, num_bars=20, base_close=100.0))
scan_session.add_all([
SRLevel(ticker_id=ticker.id, price_level=106.0, type="resistance", strength=80,
detection_method="pivot_point"),
SRLevel(ticker_id=ticker.id, price_level=95.0, type="support", strength=60,
detection_method="pivot_point"),
])
scan_session.add(CompositeScore(
ticker_id=ticker.id, score=70.0, is_stale=False, weights_json="{}",
computed_at=datetime.now(timezone.utc),
))
await scan_session.commit()
setups = await scan_ticker(scan_session, "CAPPED", rr_threshold=1.5, atr_multiplier=1.5)
long_setups = [s for s in setups if s.direction == "long"]
assert len(long_setups) == 1
primary = [t for t in long_setups[0].targets if t.get("is_primary")]
assert primary and not primary[0].get("projected")
-49
View File
@@ -6,7 +6,6 @@ from types import SimpleNamespace
from app.services.qualification import ( from app.services.qualification import (
best_target_probability, best_target_probability,
primary_target_is_projected,
primary_target_probability, primary_target_probability,
setup_qualifies, setup_qualifies,
) )
@@ -156,54 +155,6 @@ class TestExcludeNeutral:
assert setup_qualifies(_setup(recommended_action="NEUTRAL"), DEFAULT_GATE) is True assert setup_qualifies(_setup(recommended_action="NEUTRAL"), DEFAULT_GATE) is True
def _projected_setup(**kwargs):
"""A setup whose primary (headline) target is a blue-sky projection."""
base = dict(
direction="long",
momentum_percentile=92.0,
confidence_score=80.0,
targets=[{"probability": 30.0, "is_primary": True, "projected": True}],
)
base.update(kwargs)
return _setup(**base)
class TestProjectedTargetGate:
"""Projected targets clear a stricter bar, independent of the momentum gate."""
def test_projected_passes_stricter_bar(self):
# DEFAULT_GATE has the momentum selection OFF, yet the projected block
# still requires strong momentum + higher confidence — and this one clears.
assert setup_qualifies(_projected_setup(), DEFAULT_GATE) is True
def test_projected_fails_below_momentum_floor(self):
assert setup_qualifies(_projected_setup(momentum_percentile=85.0), DEFAULT_GATE) is False
def test_projected_fails_missing_momentum(self):
assert setup_qualifies(_projected_setup(momentum_percentile=None), DEFAULT_GATE) is False
def test_projected_fails_below_raised_confidence_floor(self):
# min_confidence 55 + 10 margin = 65; a 60% confidence projected setup fails
# even though it would clear the plain 55 floor.
assert setup_qualifies(_projected_setup(confidence_score=60.0), DEFAULT_GATE) is False
def test_projected_short_never_qualifies(self):
s = _projected_setup(direction="short", recommended_action="SHORT_HIGH")
assert setup_qualifies(s, DEFAULT_GATE) is False
def test_sr_anchored_setup_unaffected_by_projected_bar(self):
# A normal (non-projected) setup with modest momentum still passes DEFAULT.
assert setup_qualifies(_setup(momentum_percentile=10.0), DEFAULT_GATE) is True
def test_primary_target_is_projected_helper(self):
assert primary_target_is_projected(_projected_setup()) is True
assert primary_target_is_projected(_setup()) is False
def test_projected_flag_falls_back_when_no_primary(self):
s = _setup(targets=[{"probability": 30.0, "projected": True}])
assert primary_target_is_projected(s) is True
class TestBestTargetProbability: class TestBestTargetProbability:
def test_returns_max(self): def test_returns_max(self):
s = _setup(targets=[{"probability": 40.0}, {"probability": 72.0}, {"probability": 55.0}]) s = _setup(targets=[{"probability": 40.0}, {"probability": 72.0}, {"probability": 55.0}])