fix: guarantee shadow scan freshness, long-only, user-scoped setup list
Second review round on the shadow book; all three findings were real. - Scan freshness is now proven, not assumed. Pipeline steps run and fail independently, so a disabled or failed scan step still let the shadow step run on the newest *stored* setups -- a prior session's picks at stale prices. scan_all_tickers now records a run boundary (last_scan_run_started_at / _completed_at) only on successful completion; the shadow book refuses to trade unless COMPLETED is fresh and selects only setups with detected_at >= the run start. Deduplication to the latest row per ticker now happens BEFORE qualification, so a newer unqualified row suppresses an older qualified one rather than the reverse. - Shadow selection is hard long-only. setup_qualifies only enforces long-only when min_momentum_percentile > 0, but 0 is a legal admin setting, and the cash accounting assumes long positions -- so the constraint is enforced in shadow selection regardless of gate config. - The personal setup list excludes only the caller's own open positions. get_trade_setups gained exclude_open_trade_user_id; the trades route passes the authenticated user, while the Telegram broadcast stays global since it has no single owner. New tests cover stale/absent scan markers, prior-run exclusion, newer unqualified suppressing older qualified, long-only under a disabled gate, and both sides of the user-scoped exclusion. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@@ -30,6 +30,7 @@ from app.services.indicator_service import _extract_ohlcv, compute_atr
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from app.services.price_service import query_ohlcv
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from app.services.qualification import setup_qualifies
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from app.services.sr_service import detect_gate_target_ladder
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from app.services import settings_store
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from app.services.trade_policy import (
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MANUAL_BOOK,
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SHADOW_BOOK,
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@@ -46,6 +47,13 @@ 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 only when
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# scan_all_tickers completes, so a consumer can tell a scan actually ran this
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# pipeline pass (freshness of COMPLETED) and which setups belong to it
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# (detected_at >= STARTED). The shadow book relies on both.
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KEY_LAST_SCAN_STARTED = "last_scan_run_started_at"
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KEY_LAST_SCAN_COMPLETED = "last_scan_run_completed_at"
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STRATEGY_VERSION = "residual_highvol_80_20_atr_trail3_v1"
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# A setup counts as live only while the daily scan keeps re-emitting it. The
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@@ -812,6 +820,19 @@ 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. The shadow
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# book refuses to trade unless COMPLETED is fresh (proving a scan ran in this
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# pipeline pass, not a prior session) and selects only setups from this run
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# (detected_at >= STARTED). Written after the loop so a hard failure above
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# leaves the previous, now-stale, marker in place.
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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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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 db.commit()
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return all_setups
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@@ -823,6 +844,7 @@ async def get_trade_setups(
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symbol: str | None = None,
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live_recommendation: bool = False,
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exclude_open_trade_tickers: bool = False,
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exclude_open_trade_user_id: int | None = None,
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exclude_reentry_gate_locked_tickers: bool = False,
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include_reentry_gate_lock: bool = False,
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) -> list[dict]:
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@@ -855,11 +877,19 @@ async def get_trade_setups(
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# construction, so letting its positions hide setups would leave the
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# discretionary list picking over leftovers — and would bias the very
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# shadow-vs-manual comparison the shadow book exists to measure.
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open_trade_result = await db.execute(
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open_trade_stmt = (
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select(PaperTrade.ticker_id)
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.where(PaperTrade.status == "open", PaperTrade.book == MANUAL_BOOK)
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.distinct()
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)
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# Scope to one user for the personal setup list (don't hide a name just
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# because someone else holds it); leave it global for the Telegram
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# broadcast, which has no single owner.
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if exclude_open_trade_user_id is not None:
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open_trade_stmt = open_trade_stmt.where(
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PaperTrade.user_id == exclude_open_trade_user_id
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)
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open_trade_result = await db.execute(open_trade_stmt)
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excluded_ticker_ids.update(
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ticker_id for ticker_id, in open_trade_result.all()
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)
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