feat: shadow book + shadow-vs-manual performance comparison
The manual paper book only contains trades taken by hand, inside a 20
minute window, on days someone was available. The backtest that validated
this strategy auto-takes the top-ranked qualified setups up to capacity
every session. The forward record was therefore measuring strategy plus
discretion plus availability -- and degrading silently on busy days.
The shadow book closes that gap: it mirrors the backtest's selection rule
(top strategy_rank qualified, up to capacity, 1% fixed-fractional risk)
and shares the manual book's exit policy, so the only difference between
the two books is which setups get taken. Selection ordering reuses the
strategy_rank the scanner already stores rather than recomputing it, so
the two cannot drift apart. It runs as a near-close pipeline step right
after the scan, marking entries at the same prices a human would see.
Gate-reset re-entry state is now scoped per book -- the books diverge as
soon as their entries differ, and each must see only its own stops.
Performance view rewritten around the comparison:
- three series (shadow, manual, SPY) from a new endpoint
- SPY changes from a per-trade cost-basis counterfactual to plain
buy-and-hold %, since one line has to serve two books
- headline stats are R-multiples, not currency: the books size
differently, so only R compares across them
- configurable start date, because the strategy has been revised
repeatedly and pre-cutover trades ran under rules that no longer
exist
Migration 024 also repairs the numeric weekday crons written by 023,
rewriting only rows still holding the broken form so hand-corrected
settings survive. Its literals are inlined because bound parameters
render as NULL under 'alembic upgrade --sql'.
The shadow book is opt-in and writes nothing until enabled. Verify its
first selections match a backtest of that day's cross-section before
trusting any point on the curve.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@@ -5,6 +5,7 @@ import { AlertSettings } from '../components/admin/AlertSettings';
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import { SentimentProviderSettings } from '../components/admin/SentimentProviderSettings';
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import { DataCleanup } from '../components/admin/DataCleanup';
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import { JobControls } from '../components/admin/JobControls';
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import { PerformanceSettings } from '../components/admin/PerformanceSettings';
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import { PipelineReadinessPanel } from '../components/admin/PipelineReadinessPanel';
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import { SystemEventsPanel } from '../components/admin/SystemEventsPanel';
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import { RecommendationSettings } from '../components/admin/RecommendationSettings';
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@@ -36,6 +37,7 @@ export default function AdminPage() {
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<div className="space-y-4">
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<ActivationSettings />
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<ExitPolicySettings />
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<PerformanceSettings />
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<AlertSettings />
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<SentimentProviderSettings />
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<TickerUniverseBootstrap />
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