Optimize signal read paths and enforce score invariants

app/services/alert_service.py

@@ -17,11 +17,12 @@ from __future__ import annotations
 
 import logging
 import math
+from collections import defaultdict
 from datetime import datetime, timedelta, timezone
 from types import SimpleNamespace
 
 import httpx
-from sqlalchemy import select
+from sqlalchemy import func, select
 from sqlalchemy.ext.asyncio import AsyncSession
 
 from app.config import settings
@@ -257,17 +258,6 @@ def _log_alert(db: AsyncSession, alert_type: str, key: str, value: float | None
     )
 
 
-async def _watermark(db: AsyncSession, symbol: str) -> float | None:
-    result = await db.execute(
-        select(AlertLog.value)
-        .where(AlertLog.alert_type == WATERMARK_TYPE, AlertLog.dedup_key == symbol)
-        .order_by(AlertLog.created_at.desc())
-        .limit(1)
-    )
-    row = result.first()
-    return row[0] if row else None
-
-
 # ---------------------------------------------------------------------------
 # Trigger collectors
 # ---------------------------------------------------------------------------
@@ -407,17 +397,49 @@ async def _collect_sr_proximity(db: AsyncSession) -> list[tuple[str, str]]:
     single alert. Scoped to the watchlist only — qualified tickers already get
     their own 'qualified setup' alert, so S/R on them would be redundant.
     """
+    watchlist = await _watchlist_tickers(db)
+    if not watchlist:
+        return []
+
+    ticker_ids = [ticker_id for ticker_id, _ in watchlist]
+    latest_dates = (
+        select(
+            OHLCVRecord.ticker_id,
+            func.max(OHLCVRecord.date).label("latest_date"),
+        )
+        .where(OHLCVRecord.ticker_id.in_(ticker_ids))
+        .group_by(OHLCVRecord.ticker_id)
+        .subquery()
+    )
+    prices_result = await db.execute(
+        select(OHLCVRecord.ticker_id, OHLCVRecord.close).join(
+            latest_dates,
+            (OHLCVRecord.ticker_id == latest_dates.c.ticker_id)
+            & (OHLCVRecord.date == latest_dates.c.latest_date),
+        )
+    )
+    prices = {ticker_id: float(close) for ticker_id, close in prices_result.all()}
+
+    levels_result = await db.execute(
+        select(SRLevel).where(SRLevel.ticker_id.in_(ticker_ids))
+    )
+    levels_by_ticker: dict[int, list[dict]] = defaultdict(list)
+    for level in levels_result.scalars():
+        levels_by_ticker[level.ticker_id].append(
+            {
+                "price_level": level.price_level,
+                "strength": level.strength,
+                "type": level.type,
+            }
+        )
+
     out: list[tuple[str, str]] = []
-    for tid, symbol in await _watchlist_tickers(db):
-        price = await _latest_close(db, tid)
+    for tid, symbol in watchlist:
+        price = prices.get(tid)
         if not price:
             continue
 
-        levels_result = await db.execute(select(SRLevel).where(SRLevel.ticker_id == tid))
-        levels = [
-            {"price_level": lv.price_level, "strength": lv.strength, "type": lv.type}
-            for lv in levels_result.scalars().all()
-        ]
+        levels = levels_by_ticker[tid]
         if not levels:
             continue
 
@@ -445,17 +467,54 @@ async def _collect_score_drops(db: AsyncSession) -> list[tuple[str, str]]:
     doesn't re-fire; let the watermark rise with the score so the next drop is
     measured from the new high.
     """
-    out: list[tuple[str, str]] = []
-    for tid, symbol in await _watchlist_tickers(db):
-        comp_result = await db.execute(
-            select(CompositeScore.score).where(CompositeScore.ticker_id == tid)
-        )
-        row = comp_result.first()
-        if row is None or row[0] is None:
-            continue
-        current = float(row[0])
+    watchlist = await _watchlist_tickers(db)
+    if not watchlist:
+        return []
 
-        base = await _watermark(db, symbol)
+    ticker_ids = [ticker_id for ticker_id, _ in watchlist]
+    symbols = [symbol for _, symbol in watchlist]
+    scores_result = await db.execute(
+        select(CompositeScore.ticker_id, CompositeScore.score).where(
+            CompositeScore.ticker_id.in_(ticker_ids)
+        )
+    )
+    scores = {ticker_id: float(score) for ticker_id, score in scores_result.all()}
+
+    ranked_watermarks = (
+        select(
+            AlertLog.dedup_key,
+            AlertLog.value,
+            func.row_number()
+            .over(
+                partition_by=AlertLog.dedup_key,
+                order_by=(AlertLog.created_at.desc(), AlertLog.id.desc()),
+            )
+            .label("rank"),
+        )
+        .where(
+            AlertLog.alert_type == WATERMARK_TYPE,
+            AlertLog.dedup_key.in_(symbols),
+        )
+        .subquery()
+    )
+    watermarks_result = await db.execute(
+        select(ranked_watermarks.c.dedup_key, ranked_watermarks.c.value).where(
+            ranked_watermarks.c.rank == 1
+        )
+    )
+    watermarks = {
+        symbol: float(value)
+        for symbol, value in watermarks_result.all()
+        if value is not None
+    }
+
+    out: list[tuple[str, str]] = []
+    for tid, symbol in watchlist:
+        current = scores.get(tid)
+        if current is None:
+            continue
+
+        base = watermarks.get(symbol)
         if base is None:
             _log_alert(db, WATERMARK_TYPE, symbol, value=current)  # seed, no alert
             continue