Activation gate: primary target probability floor (>= 20%)

A qualified setup's primary target must now clear MIN_TARGET_PROBABILITY
(20%), shared with the primary-selection floor in recommendation_service
and mirrored in the frontend gate. Closes the read-time hole where a
stale pre-c7a198b row starring a far lottery target (probability pinned
at the 3% clamp floor, R:R inflated by the same distance) qualified
forever: the scanner emits no replacement row and live R:R never decays.

A/B backtest vs c7a198b baseline (same July-3 snapshot): 7 of 1096
qualified setups removed; qualified net avg R 0.202 -> 0.207, hold
Sharpe 2.00 -> 2.02, CAGR +48.8% -> +49.6%, max DD unchanged at -15.8%.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
2026-07-11 09:31:28 +02:00
co-authored by Claude Fable 5
parent 924c474624
commit 8f411435ee
4 changed files with 55 additions and 9 deletions
+5 -4
View File
@@ -13,6 +13,7 @@ from app.models.settings import SystemSetting
from app.models.sr_level import SRLevel
from app.models.ticker import Ticker
from app.models.trade_setup import TradeSetup
from app.services.qualification import MIN_TARGET_PROBABILITY
from app.services.sr_service import cluster_sr_zones
logger = logging.getLogger(__name__)
@@ -575,10 +576,10 @@ def build_recommendation_snapshot(
PRIMARY_TARGET_MIN_RR = 1.5
# Below this the target is a lottery ticket: under the two-barrier model a
# fair-race 1.5:1 target sits near ~34% before drift adjustments, so 20% only
# excludes targets the model itself considers long shots.
PRIMARY_TARGET_MIN_PROBABILITY = 20.0
# Below this the target is a lottery ticket. Shared with the activation gate
# (qualification.MIN_TARGET_PROBABILITY) so the primary selection and the gate
# agree on what counts as a probability-backed target.
PRIMARY_TARGET_MIN_PROBABILITY = MIN_TARGET_PROBABILITY
def _select_primary_target(