Withhold stale-score trade recommendations

This commit is contained in:
2026-07-11 16:56:52 +02:00
parent 292b9934b1
commit 727b147c81
3 changed files with 115 additions and 1 deletions
+44 -1
View File
@@ -13,7 +13,7 @@ import logging
from collections.abc import Callable
from datetime import date, datetime, timedelta, timezone
from sqlalchemy import and_, func, select
from sqlalchemy import and_, func, select, update
from sqlalchemy.ext.asyncio import AsyncSession
from app.exceptions import NotFoundError
@@ -58,6 +58,28 @@ async def _get_ticker(db: AsyncSession, symbol: str) -> Ticker:
return ticker
async def _mark_ticker_scores_stale(db: AsyncSession, symbol: str) -> None:
"""Prevent a failed refresh from being presented as a current signal."""
result = await db.execute(
select(Ticker.id).where(Ticker.symbol == symbol.strip().upper())
)
ticker_id = result.scalar_one_or_none()
if ticker_id is None:
raise NotFoundError(f"Ticker not found: {symbol.strip().upper()}")
await db.execute(
update(DimensionScore)
.where(DimensionScore.ticker_id == ticker_id)
.values(is_stale=True)
)
await db.execute(
update(CompositeScore)
.where(CompositeScore.ticker_id == ticker_id)
.values(is_stale=True)
)
await db.commit()
def _compute_quality_score(
rr: float,
strength: int,
@@ -116,8 +138,11 @@ async def _apply_live_recommendation_context(
select(DimensionScore).where(DimensionScore.ticker_id.in_(ticker_ids))
)
dims_by_ticker: dict[int, dict[str, float]] = {}
stale_score_ticker_ids: set[int] = set()
for ds in dim_result.scalars().all():
dims_by_ticker.setdefault(ds.ticker_id, {})[ds.dimension] = float(ds.score)
if ds.is_stale:
stale_score_ticker_ids.add(ds.ticker_id)
comp_result = await db.execute(
select(CompositeScore)
@@ -153,6 +178,18 @@ async def _apply_live_recommendation_context(
live_row["composite_score"] = float(comp.score)
live_row["context_as_of"]["score_computed_at"] = comp.computed_at
if (
comp is None
or comp.is_stale
or ticker_id in stale_score_ticker_ids
):
live_row["confidence_score"] = None
live_row["recommended_action"] = "NEUTRAL"
live_row["reasoning"] = "Score refresh pending; recommendation withheld."
live_row["risk_level"] = "High"
live_rows.append(live_row)
continue
dimension_scores = dims_by_ticker.get(ticker_id)
sentiment = sentiments.get(ticker_id)
if sentiment is not None:
@@ -591,6 +628,12 @@ async def scan_all_tickers(
except Exception:
await db.rollback()
logger.exception("Error refreshing scores for %s", symbol)
try:
await _mark_ticker_scores_stale(db, symbol)
except Exception:
await db.rollback()
logger.exception("Could not mark scores stale for %s", symbol)
continue
try:
setups = await scan_ticker(
@@ -689,6 +689,31 @@ async def test_live_recommendation_payload_uses_current_score_and_sentiment(
assert persisted.reasoning == old_reasoning
@pytest.mark.asyncio
async def test_live_recommendation_withholds_stale_scores(
db_session: AsyncSession,
):
stale_setup = await _seed_stale_setup_with_current_scores(db_session)
composite = (
await db_session.execute(
select(CompositeScore).where(CompositeScore.ticker_id == stale_setup.ticker_id)
)
).scalar_one()
composite.is_stale = True
await db_session.flush()
rows = await get_trade_setups(
db_session,
symbol="TTWO",
live_recommendation=True,
)
assert len(rows) == 1
assert rows[0]["confidence_score"] is None
assert rows[0]["recommended_action"] == "NEUTRAL"
assert rows[0]["reasoning"] == "Score refresh pending; recommendation withheld."
@pytest.mark.asyncio
async def test_live_recommendation_filters_apply_to_live_values(
db_session: AsyncSession,
+46
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@@ -3,7 +3,10 @@
from __future__ import annotations
import pytest
from datetime import datetime, timezone
from sqlalchemy import select
from app.models.score import CompositeScore, DimensionScore
from app.models.ticker import Ticker
from app.services import rr_scanner_service, scoring_service
from tests.conftest import _test_session_factory # type: ignore
@@ -42,6 +45,49 @@ async def test_scan_proceeds_when_score_refresh_fails(session, monkeypatch):
assert setups == []
async def test_scan_marks_scores_stale_when_refresh_fails(session, monkeypatch):
ticker = Ticker(symbol="AAA")
session.add(ticker)
await session.flush()
now = datetime.now(timezone.utc)
session.add_all([
DimensionScore(
ticker_id=ticker.id,
dimension="technical",
score=70.0,
is_stale=False,
computed_at=now,
),
CompositeScore(
ticker_id=ticker.id,
score=70.0,
is_stale=False,
weights_json="{}",
computed_at=now,
),
])
await session.commit()
async def _boom(db, symbol):
raise RuntimeError("scoring unavailable")
async def _fake_scan_ticker(db, symbol, *args, **kwargs):
comp = (
await db.execute(select(CompositeScore).where(CompositeScore.ticker_id == ticker.id))
).scalar_one()
dimensions = (
await db.execute(select(DimensionScore).where(DimensionScore.ticker_id == ticker.id))
).scalars().all()
assert comp.is_stale is True
assert all(score.is_stale for score in dimensions)
return []
monkeypatch.setattr(scoring_service, "compute_all_dimensions", _boom)
monkeypatch.setattr(rr_scanner_service, "scan_ticker", _fake_scan_ticker)
await rr_scanner_service.scan_all_tickers(session)
async def test_scan_error_does_not_stop_later_tickers(session, monkeypatch):
session.add_all([Ticker(symbol="AAA"), Ticker(symbol="BBB")])
await session.commit()