Add activation thresholds: qualified-signal defaults and views
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Admin-configurable thresholds (min R:R, default 2.0; min confidence,
default 70%) defining what counts as an actionable signal:

- Admin Settings: new Activation Thresholds panel
  (GET/PUT /admin/settings/activation)
- GET /trades/activation exposes values to all users with access
- Signals/Setups: filters initialize from activation values
- Track Record: "Qualified signals only" toggle (default on) via
  min_rr/min_confidence params on /trades/performance; the
  confidence breakdown always covers the full population so the
  thresholds can be validated against outcomes
- Dashboard: "Qualified" metric and qualified-first Top Setups
- Outcome evaluator unchanged: every setup is still evaluated

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
2026-06-12 18:16:04 +02:00
parent d139dd0390
commit 6da65b8d8f
20 changed files with 440 additions and 29 deletions
+23 -3
View File
@@ -178,12 +178,20 @@ def _confidence_bucket(score: float | None) -> str | None:
return None
async def get_performance_stats(db: AsyncSession) -> dict:
async def get_performance_stats(
db: AsyncSession,
min_rr: float | None = None,
min_confidence: float | None = None,
) -> dict:
"""Aggregate outcome statistics over all evaluated trade setups.
avg_r is the expectancy per trade in R-multiples (win = +rr_ratio,
loss = -1R, expired = 0R). A positive avg_r means the signals have
been profitable on a risk-adjusted basis.
min_rr / min_confidence filter the overall, direction and action
breakdowns. The confidence breakdown deliberately stays unfiltered:
it is the instrument for validating the thresholds themselves.
"""
result = await db.execute(
select(TradeSetup).where(TradeSetup.actual_outcome.is_not(None))
@@ -195,14 +203,26 @@ async def get_performance_stats(db: AsyncSession) -> dict:
)
pending_count = len(pending_result.scalars().all())
def qualifies(setup: TradeSetup) -> bool:
if min_rr is not None and setup.rr_ratio < min_rr:
return False
if min_confidence is not None and (setup.confidence_score or 0.0) < min_confidence:
return False
return True
qualified = [s for s in evaluated if qualifies(s)]
by_direction: dict[str, list[TradeSetup]] = {}
by_action: dict[str, list[TradeSetup]] = {}
by_confidence: dict[str, list[TradeSetup]] = {}
for setup in evaluated:
for setup in qualified:
by_direction.setdefault(setup.direction, []).append(setup)
action = setup.recommended_action or "NONE"
by_action.setdefault(action, []).append(setup)
# Confidence buckets always cover the full evaluated population
for setup in evaluated:
bucket = _confidence_bucket(setup.confidence_score)
if bucket is not None:
by_confidence.setdefault(bucket, []).append(setup)
@@ -210,7 +230,7 @@ async def get_performance_stats(db: AsyncSession) -> dict:
bucket_order = [label for label, _, _ in _CONFIDENCE_BUCKETS]
return {
"overall": _bucket_stats(evaluated),
"overall": _bucket_stats(qualified),
"pending": pending_count,
"by_direction": {k: _bucket_stats(v) for k, v in sorted(by_direction.items())},
"by_action": {k: _bucket_stats(v) for k, v in sorted(by_action.items())},