Make live signal reads non-mutating

app/routers/scores.py

@@ -54,7 +54,7 @@ async def read_score(
     _user=Depends(require_access),
     db: AsyncSession = Depends(get_db),
 ) -> APIEnvelope:
-    """Get composite + dimension scores for a symbol. Recomputes stale scores."""
+    """Get the latest persisted composite + dimension scores for a symbol."""
     result = await get_score(db, symbol)
 
     data = ScoreResponse(
@@ -94,6 +94,7 @@ async def read_rankings(
             RankingEntry(
                 symbol=r["symbol"],
                 composite_score=r["composite_score"],
+                composite_stale=r.get("composite_stale", False),
                 dimensions=[
                     DimensionScoreResponse(**d) for d in r["dimensions"]
                 ],

app/routers/trades.py

@@ -97,7 +97,6 @@ async def get_ticker_trade_setups(
         db,
         symbol=symbol,
         live_recommendation=True,
-        recompute_scores=True,
     )
     data = []
     for row in rows:

app/schemas/score.py

@@ -78,6 +78,7 @@ class RankingEntry(BaseModel):
 
     symbol: str
     composite_score: float
+    composite_stale: bool = False
     dimensions: list[DimensionScoreResponse] = []
 
 

app/schemas/trade_setup.py

@@ -26,6 +26,14 @@ class RecommendationSummaryResponse(BaseModel):
     composite_score: float
 
 
+class TradeSetupContextAsOfResponse(BaseModel):
+    setup_detected_at: datetime
+    score_computed_at: datetime | None = None
+    sentiment_at: datetime | None = None
+    price_date: date | None = None
+    price_updated_at: datetime | None = None
+
+
 class TradeSetupResponse(BaseModel):
     """A single trade setup detected by the R:R scanner."""
 
@@ -49,4 +57,5 @@ class TradeSetupResponse(BaseModel):
     evaluated_at: datetime | None = None
     current_price: float | None = None
     momentum_percentile: float | None = None
+    context_as_of: TradeSetupContextAsOfResponse | None = None
     recommendation_summary: RecommendationSummaryResponse | None = None

app/services/rr_scanner_service.py

@@ -28,6 +28,7 @@ from app.models.trade_setup import TradeSetup
 from app.services.indicator_service import _extract_ohlcv, compute_atr
 from app.services.price_service import query_ohlcv
 from app.services.recommendation_service import (
+    _risk_level_from_conflicts,
     build_recommendation_snapshot,
     enhance_trade_setup,
     get_recommendation_config,
@@ -84,29 +85,6 @@ async def _get_latest_sentiment(db: AsyncSession, ticker_id: int) -> str | None:
     return row.classification if row else None
 
 
-async def _refresh_score_context_for_symbols(
-    db: AsyncSession,
-    symbols: set[str],
-) -> None:
-    """Refresh provider-free scores so live recommendation summaries match the page."""
-    if not symbols:
-        return
-
-    from app.services import scoring_service
-
-    refreshed = False
-    for symbol in sorted(symbols):
-        try:
-            await scoring_service.compute_all_dimensions(db, symbol)
-            await scoring_service.compute_composite_score(db, symbol)
-            refreshed = True
-        except Exception:
-            logger.exception("Error refreshing live score context for %s", symbol)
-
-    if refreshed:
-        await db.commit()
-
-
 async def _apply_live_recommendation_context(
     db: AsyncSession,
     setup_rows: list[tuple[TradeSetup, str]],
@@ -122,10 +100,7 @@ async def _apply_live_recommendation_context(
 
     ticker_ids = {setup.ticker_id for setup, _ in setup_rows}
     setups_by_id = {setup.id: setup for setup, _ in setup_rows}
-
-    directions_by_ticker: dict[int, set[str]] = {}
-    for setup, _ in setup_rows:
-        directions_by_ticker.setdefault(setup.ticker_id, set()).add(setup.direction.lower())
+    directions_by_ticker = await _latest_available_directions_by_ticker(db, ticker_ids)
 
     dim_result = await db.execute(
         select(DimensionScore).where(DimensionScore.ticker_id.in_(ticker_ids))
@@ -166,10 +141,13 @@ async def _apply_live_recommendation_context(
         comp = composites.get(ticker_id)
         if comp is not None:
             live_row["composite_score"] = float(comp.score)
+            live_row["context_as_of"]["score_computed_at"] = comp.computed_at
 
         dimension_scores = dims_by_ticker.get(ticker_id)
+        sentiment = sentiments.get(ticker_id)
+        if sentiment is not None:
+            live_row["context_as_of"]["sentiment_at"] = sentiment.timestamp
         if dimension_scores:
-            sentiment = sentiments.get(ticker_id)
             snapshot = build_recommendation_snapshot(
                 dimension_scores=dimension_scores,
                 sentiment_classification=sentiment.classification if sentiment else None,
@@ -181,13 +159,59 @@ async def _apply_live_recommendation_context(
             live_row["confidence_score"] = round(float(snapshot[confidence_key]), 2)
             live_row["recommended_action"] = snapshot["action"]
             live_row["reasoning"] = snapshot["reasoning"]
-            live_row["risk_level"] = snapshot["risk_level"]
+            setup_conflicts = _setup_specific_conflicts(live_row.get("conflict_flags", []))
+            live_conflicts = [str(item) for item in snapshot["conflicts"]]
+            live_row["conflict_flags"] = live_conflicts + setup_conflicts
+            live_row["risk_level"] = _risk_level_from_conflicts(live_row["conflict_flags"])
 
         live_rows.append(live_row)
 
     return live_rows
 
 
+def _setup_specific_conflicts(conflicts: list[str]) -> list[str]:
+    signal_prefixes = (
+        "sentiment-technical:",
+        "sentiment-momentum:",
+        "momentum-technical:",
+        "fundamental-technical:",
+    )
+    return [
+        str(conflict)
+        for conflict in conflicts
+        if not str(conflict).startswith(signal_prefixes)
+    ]
+
+
+async def _latest_available_directions_by_ticker(
+    db: AsyncSession,
+    ticker_ids: set[int],
+) -> dict[int, set[str]]:
+    if not ticker_ids:
+        return {}
+
+    result = await db.execute(
+        select(TradeSetup)
+        .where(TradeSetup.ticker_id.in_(ticker_ids))
+        .order_by(
+            TradeSetup.ticker_id,
+            TradeSetup.direction,
+            TradeSetup.detected_at.desc(),
+            TradeSetup.id.desc(),
+        )
+    )
+    latest_by_key: set[tuple[int, str]] = set()
+    directions: dict[int, set[str]] = {}
+    for setup in result.scalars().all():
+        direction = setup.direction.lower()
+        key = (setup.ticker_id, direction)
+        if key in latest_by_key:
+            continue
+        latest_by_key.add(key)
+        directions.setdefault(setup.ticker_id, set()).add(direction)
+    return directions
+
+
 def _json_default(value):
     if isinstance(value, (datetime, date)):
         return value.isoformat()
@@ -550,7 +574,6 @@ async def get_trade_setups(
     recommended_action: str | None = None,
     symbol: str | None = None,
     live_recommendation: bool = False,
-    recompute_scores: bool = False,
 ) -> list[dict]:
     """Get latest stored trade setups, optionally filtered."""
     stmt = (
@@ -589,12 +612,7 @@ async def get_trade_setups(
         reverse=True,
     )
 
-    if recompute_scores:
-        await _refresh_score_context_for_symbols(
-            db, {ticker_symbol for _, ticker_symbol in latest_rows}
-        )
-
-    prices = await _latest_closes(db, {s.ticker_id for s, _ in latest_rows})
+    prices = await _latest_price_context(db, {s.ticker_id for s, _ in latest_rows})
     rows_out = [
         _trade_setup_to_dict(setup, ticker_symbol, prices.get(setup.ticker_id))
         for setup, ticker_symbol in latest_rows
@@ -623,8 +641,8 @@ async def get_trade_setups(
     return rows_out
 
 
-async def _latest_closes(db: AsyncSession, ticker_ids: set[int]) -> dict[int, float]:
-    """Most recent close per ticker — used to judge a setup's current relevance."""
+async def _latest_price_context(db: AsyncSession, ticker_ids: set[int]) -> dict[int, dict]:
+    """Most recent daily OHLCV row per ticker for live price context."""
     if not ticker_ids:
         return {}
     latest = (
@@ -633,7 +651,12 @@ async def _latest_closes(db: AsyncSession, ticker_ids: set[int]) -> dict[int, fl
         .group_by(OHLCVRecord.ticker_id)
         .subquery()
     )
-    stmt = select(OHLCVRecord.ticker_id, OHLCVRecord.close).join(
+    stmt = select(
+        OHLCVRecord.ticker_id,
+        OHLCVRecord.close,
+        OHLCVRecord.date,
+        OHLCVRecord.created_at,
+    ).join(
         latest,
         and_(
             OHLCVRecord.ticker_id == latest.c.ticker_id,
@@ -641,7 +664,23 @@ async def _latest_closes(db: AsyncSession, ticker_ids: set[int]) -> dict[int, fl
         ),
     )
     result = await db.execute(stmt)
-    return {tid: float(close) for tid, close in result.all()}
+    return {
+        tid: {
+            "current_price": float(close),
+            "price_date": price_date,
+            "price_updated_at": created_at,
+        }
+        for tid, close, price_date, created_at in result.all()
+    }
+
+
+async def _latest_closes(db: AsyncSession, ticker_ids: set[int]) -> dict[int, float]:
+    """Most recent close per ticker, kept for callers that only need price."""
+    price_context = await _latest_price_context(db, ticker_ids)
+    return {
+        ticker_id: context["current_price"]
+        for ticker_id, context in price_context.items()
+    }
 
 
 async def get_trade_setup_history(
@@ -658,16 +697,28 @@ async def get_trade_setup_history(
     result = await db.execute(stmt)
     rows = result.all()
 
-    prices = await _latest_closes(db, {s.ticker_id for s, _ in rows})
+    prices = await _latest_price_context(db, {s.ticker_id for s, _ in rows})
     return [
         _trade_setup_to_dict(setup, ticker_symbol, prices.get(setup.ticker_id))
         for setup, ticker_symbol in rows
     ]
 
 
-def _trade_setup_to_dict(setup: TradeSetup, symbol: str, current_price: float | None = None) -> dict:
+def _trade_setup_to_dict(setup: TradeSetup, symbol: str, price_context: dict | None = None) -> dict:
     targets: list[dict] = []
     conflicts: list[str] = []
+    current_price = (
+        float(price_context["current_price"])
+        if price_context and price_context.get("current_price") is not None
+        else None
+    )
+    context_as_of = {
+        "setup_detected_at": setup.detected_at,
+        "score_computed_at": None,
+        "sentiment_at": None,
+        "price_date": price_context.get("price_date") if price_context else None,
+        "price_updated_at": price_context.get("price_updated_at") if price_context else None,
+    }
 
     if setup.targets_json:
         try:
@@ -706,4 +757,5 @@ def _trade_setup_to_dict(setup: TradeSetup, symbol: str, current_price: float |
         "evaluated_at": setup.evaluated_at,
         "current_price": current_price,
         "momentum_percentile": setup.momentum_percentile,
+        "context_as_of": context_as_of,
     }

app/services/scoring_service.py

@@ -2,8 +2,8 @@
 
 Computes dimension scores (technical, sr_quality, sentiment, fundamental,
 momentum) each 0-100, composite score as weighted average of available
-dimensions with re-normalized weights, staleness marking/recomputation
-on demand, and weight update triggers full recomputation.
+dimensions with re-normalized weights, staleness marking, explicit refresh
+paths, and weight update triggers full recomputation.
 """
 
 from __future__ import annotations
@@ -765,73 +765,37 @@ async def compute_composite_score(
 async def get_score(
     db: AsyncSession, symbol: str
 ) -> dict:
-    """Get composite + all dimension scores for a ticker.
+    """Read composite + dimension scores for a ticker without recomputing.
 
-    Recomputes stale dimensions on demand, then recomputes composite.
-    Returns a dict suitable for ScoreResponse, including dimension breakdowns
-    and composite breakdown with re-normalization info.
+    GET endpoints use this path, so it must not mutate persisted score context.
+    Scheduled/manual write paths are responsible for refreshing scores.
     """
     ticker = await _get_ticker(db, symbol)
     weights = await _get_weights(db)
 
-    # Check for stale dimension scores and recompute them
-    result = await db.execute(
-        select(DimensionScore).where(DimensionScore.ticker_id == ticker.id)
-    )
-    dim_scores = {ds.dimension: ds for ds in result.scalars().all()}
-
-    for dim in DIMENSIONS:
-        ds = dim_scores.get(dim)
-        if ds is None or ds.is_stale:
-            await compute_dimension_score(db, symbol, dim)
-
-    # Check composite staleness
-    comp_result = await db.execute(
-        select(CompositeScore).where(CompositeScore.ticker_id == ticker.id)
-    )
-    comp = comp_result.scalar_one_or_none()
-
-    if comp is None or comp.is_stale:
-        await compute_composite_score(db, symbol, weights)
-
-    await db.commit()
-
-    # Re-fetch everything fresh
     result = await db.execute(
         select(DimensionScore).where(DimensionScore.ticker_id == ticker.id)
     )
     dim_scores_list = list(result.scalars().all())
+    dim_scores = {ds.dimension: ds for ds in dim_scores_list}
 
     comp_result = await db.execute(
         select(CompositeScore).where(CompositeScore.ticker_id == ticker.id)
     )
     comp = comp_result.scalar_one_or_none()
 
-    # Compute breakdowns for each dimension by calling the dimension computers
-    breakdowns: dict[str, dict | None] = {}
-    for dim in DIMENSIONS:
-        try:
-            raw_result = await _DIMENSION_COMPUTERS[dim](db, symbol)
-            if isinstance(raw_result, tuple) and len(raw_result) == 2:
-                breakdowns[dim] = raw_result[1]
-            else:
-                breakdowns[dim] = None
-        except Exception:
-            breakdowns[dim] = None
-
-    # Build dimension entries with breakdowns
     dimensions = []
     missing = []
     available_dims: list[str] = []
     for dim in DIMENSIONS:
-        found = next((ds for ds in dim_scores_list if ds.dimension == dim), None)
+        found = dim_scores.get(dim)
         if found is not None and not found.is_stale and found.score is not None:
             dimensions.append({
                 "dimension": found.dimension,
                 "score": found.score,
                 "is_stale": found.is_stale,
                 "computed_at": found.computed_at,
-                "breakdown": breakdowns.get(dim),
+                "breakdown": None,
             })
             w = weights.get(dim, 0.0)
             if w > 0:
@@ -845,7 +809,7 @@ async def get_score(
                     "score": found.score,
                     "is_stale": found.is_stale,
                     "computed_at": found.computed_at,
-                    "breakdown": breakdowns.get(dim),
+                    "breakdown": None,
                 })
 
     # Build composite breakdown: the non-sentiment base (re-normalized weighted
@@ -925,31 +889,13 @@ async def get_rankings(db: AsyncSession) -> dict:
             dims[ds.ticker_id][ds.dimension] = ds
         return comps, dims
 
-    # Two bulk reads instead of ~4 queries per ticker.
     comps, dims_by_ticker = await _load_scores()
 
-    # Lazily recompute any stale/missing scores (kept fresh by the daily scan;
-    # this self-heals tickers that aged out between scans), committing once.
-    recomputed = False
-    for ticker in tickers:
-        comp = comps.get(ticker.id)
-        if comp is None or comp.is_stale:
-            dim_scores = dims_by_ticker.get(ticker.id, {})
-            for dim in DIMENSIONS:
-                ds = dim_scores.get(dim)
-                if ds is None or ds.is_stale:
-                    await compute_dimension_score(db, ticker.symbol, dim)
-            await compute_composite_score(db, ticker.symbol, weights)
-            recomputed = True
-
-    if recomputed:
-        await db.commit()
-        comps, dims_by_ticker = await _load_scores()
-
     rankings = [
         {
             "symbol": ticker.symbol,
             "composite_score": comp.score,
+            "composite_stale": comp.is_stale,
             "dimensions": [
                 {
                     "dimension": ds.dimension,