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>
This commit is contained in:
2026-07-20 23:44:41 +02:00
co-authored by Claude Fable 5
parent 29715ef3d1
commit ba2df8b9fd
17 changed files with 1334 additions and 40 deletions
+2
View File
@@ -5,6 +5,7 @@ import { AlertSettings } from '../components/admin/AlertSettings';
import { SentimentProviderSettings } from '../components/admin/SentimentProviderSettings';
import { DataCleanup } from '../components/admin/DataCleanup';
import { JobControls } from '../components/admin/JobControls';
import { PerformanceSettings } from '../components/admin/PerformanceSettings';
import { PipelineReadinessPanel } from '../components/admin/PipelineReadinessPanel';
import { SystemEventsPanel } from '../components/admin/SystemEventsPanel';
import { RecommendationSettings } from '../components/admin/RecommendationSettings';
@@ -36,6 +37,7 @@ export default function AdminPage() {
<div className="space-y-4">
<ActivationSettings />
<ExitPolicySettings />
<PerformanceSettings />
<AlertSettings />
<SentimentProviderSettings />
<TickerUniverseBootstrap />