fix: align production defaults and close review parity gaps

Ship greenfield min_rr=2.0 and conf=0, read-only Structural S/R, indicator
cache invalidation, and UI/gate language that treats GTL as screening not exit.
Align strategy_rank missing-vol fallback live vs backtest, single-source
PRIMARY_TARGET_MIN_RR, expand prod parity tests, and drop dead FE clients.
This commit is contained in:
2026-07-18 13:03:22 +02:00
parent e07da0f8f0
commit b0e33e1606
25 changed files with 429 additions and 221 deletions
+8 -4
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@@ -1,11 +1,15 @@
"""Trade setup outcome evaluation service.
Closes the feedback loop on R:R scanner setups: walks daily OHLCV bars
after detection and records whether the stop or the target was hit first.
Diagnostic barrier resolution for scanner setups: walks daily OHLCV bars
after detection and records whether the gate target or the stop was hit first.
This is **not** the production exit model. Live paper trades and the portfolio
monitor use ATR trail / max hold and never exit at the gate target. Track-record
stats from this path measure gate-level plumbing, not ATR-trail book expectancy.
Outcome semantics (entry is the close at detection time, i.e. market entry):
- target_hit: target reached before the stop
- stop_hit: stop reached before the target
- target_hit: gate target reached before the stop
- stop_hit: stop reached before the gate target
- ambiguous: stop AND target both within the same daily bar — with daily
granularity the order is unknowable, counted as a loss in stats
- expired: neither level hit within ``max_bars`` trading days