fix: harden post-stop reentry lockdown

tests/unit/test_backtest_service.py

@@ -590,19 +590,47 @@ class TestSimulatePortfolio:
             None,
             "hold",
             30,
-            reentry_cooldown_days=5,
+            reentry_cooldown_sessions=5,
         )
 
         assert baseline is not None and baseline["trades"] == 2
         assert cooldown is not None and cooldown["trades"] == 1
         assert cooldown["skipped_cooldown"] == 1
-        assert cooldown["reentry_cooldown_days"] == 5
+        assert cooldown["reentry_cooldown_sessions"] == 5
+
+    def test_initial_stop_cooldown_unlocks_exactly_after_session_five(self):
+        closes = [100.0, 94.0, 96.0, 96.0, 96.0, 96.0, 97.0, 98.0]
+        prices = {"AAA": _sim_prices(self.ORD, closes)}
+        candidates = [
+            _sim_cand("AAA", self.ORD, entry=100.0, stop=95.0, target=120.0),
+            # Four completed sessions since the stop: still locked.
+            _sim_cand("AAA", self.ORD + 5, entry=96.0, stop=90.0, target=115.0),
+            # Five completed sessions since the stop: first permitted re-entry.
+            _sim_cand("AAA", self.ORD + 6, entry=97.0, stop=90.0, target=118.0),
+        ]
+
+        sim = bt._simulate_portfolio(
+            candidates,
+            prices,
+            None,
+            "hold",
+            30,
+            reentry_cooldown_sessions=5,
+            include_trades=True,
+        )
+
+        assert sim is not None
+        assert sim["trades"] == 2
+        assert sim["skipped_cooldown"] == 1
+        assert sim["trade_details"][1]["entry_date"] == date.fromordinal(
+            self.ORD + 6
+        ).isoformat()
 
     def test_production_monitor_applies_live_reentry_lockdown(self, monkeypatch):
         def fake_simulator(*_args, **kwargs):
             return {
                 "trades": 0,
-                "applied_reentry_lockdown": kwargs.get("reentry_cooldown_days", 0),
+                "applied_reentry_lockdown": kwargs.get("reentry_cooldown_sessions", 0),
             }
 
         monkeypatch.setattr(bt, "_simulate_portfolio", fake_simulator)

tests/unit/test_paper_trade_service.py

@@ -48,6 +48,74 @@ async def test_create_and_list_open(session):
     assert row["current_price"] == 110.0  # marked to the latest close
 
 
+async def test_create_trade_enforces_post_stop_lockdown_at_service_boundary(session):
+    blocked_id = await _seed(session, "LOCKQ", close=100.0)
+    released_id = await _seed(session, "FREEQ", close=100.0)
+    today = date.today()
+    market_sessions = [
+        today - timedelta(days=8),
+        today - timedelta(days=7),
+        today - timedelta(days=6),
+        today - timedelta(days=3),
+        today - timedelta(days=2),
+        today - timedelta(days=1),
+    ]
+    for market_date in market_sessions:
+        session.add(BenchmarkPrice(symbol="SPY", date=market_date, close=400.0))
+
+    def stopped_trade(ticker_id: int, closed_on: date) -> PaperTrade:
+        return PaperTrade(
+            user_id=1,
+            ticker_id=ticker_id,
+            direction="long",
+            entry_price=100.0,
+            shares=10.0,
+            stop_loss=95.0,
+            target=115.0,
+            status="closed",
+            opened_at=datetime.combine(
+                closed_on - timedelta(days=1), datetime.min.time(), tzinfo=timezone.utc
+            ),
+            close_price=95.0,
+            closed_at=datetime.combine(
+                closed_on, datetime.min.time(), tzinfo=timezone.utc
+            ),
+            close_reason="stop",
+        )
+
+    session.add_all(
+        [
+            stopped_trade(blocked_id, market_sessions[1]),
+            stopped_trade(released_id, market_sessions[0]),
+        ]
+    )
+    await session.commit()
+
+    with pytest.raises(ValidationError, match="1 market session remaining"):
+        await svc.create_trade(
+            session,
+            1,
+            symbol="LOCKQ",
+            direction="long",
+            entry_price=100.0,
+            shares=10.0,
+            stop_loss=95.0,
+            target=115.0,
+        )
+
+    trade = await svc.create_trade(
+        session,
+        1,
+        symbol="FREEQ",
+        direction="long",
+        entry_price=100.0,
+        shares=10.0,
+        stop_loss=95.0,
+        target=115.0,
+    )
+    assert trade.ticker_id == released_id
+
+
 async def test_close_uses_current_price(session):
     await _seed(session, "AAA", close=112.0)
     trade = await svc.create_trade(session, 1, symbol="AAA", direction="long",

tests/unit/test_rr_scanner_preservation.py

@@ -20,6 +20,7 @@ from hypothesis import given, settings, HealthCheck, strategies as st
 from sqlalchemy import func, select
 from sqlalchemy.ext.asyncio import AsyncSession
 
+from app.models.benchmark_price import BenchmarkPrice
 from app.models.ohlcv import OHLCVRecord
 from app.models.paper_trade import PaperTrade
 from app.models.signal_context_snapshot import SignalContextSnapshot
@@ -625,21 +626,37 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
     db_session.add_all([blocked, released, trailing])
     await db_session.flush()
 
-    # Six synthetic stored market sessions D0..D5. A stop on D0 has five
-    # later sessions and is released; a stop on D1 has only four and is not.
-    market_sessions = [today - timedelta(days=offset) for offset in range(5, -1, -1)]
+    # Six SPY sessions D0..D5 form the canonical market calendar. A stop on
+    # D0 has five later sessions and is released; a stop on D1 has only four.
+    market_sessions = [
+        today - timedelta(days=8),
+        today - timedelta(days=7),
+        today - timedelta(days=6),
+        today - timedelta(days=3),
+        today - timedelta(days=2),
+        today - timedelta(days=1),
+    ]
     for market_date in market_sessions:
         db_session.add(
-            OHLCVRecord(
-                ticker_id=blocked.id,
+            BenchmarkPrice(
+                symbol="SPY",
                 date=market_date,
-                open=100.0,
-                high=101.0,
-                low=99.0,
-                close=100.0,
-                volume=1_000,
+                close=400.0,
             )
         )
+    # A bar from an unrelated/scanner-specific calendar must not release the
+    # ticker one session early. The old universe-wide DISTINCT query did.
+    db_session.add(
+        OHLCVRecord(
+            ticker_id=blocked.id,
+            date=today,
+            open=100.0,
+            high=101.0,
+            low=99.0,
+            close=100.0,
+            volume=1_000,
+        )
+    )
 
     for ticker in (blocked, released, trailing):
         db_session.add(
@@ -699,6 +716,14 @@ async def test_get_trade_setups_applies_five_session_initial_stop_lockdown(
     assert "STOP4" not in available_symbols
     assert {"STOP5", "TRAILQ"}.issubset(available_symbols)
 
+    annotated = await get_trade_setups(
+        db_session,
+        symbol="STOP4",
+        include_reentry_lockdown=True,
+    )
+    assert len(annotated) == 1
+    assert annotated[0]["reentry_lockdown_remaining_sessions"] == 1
+
 
 async def _seed_stale_setup_with_current_scores(db_session: AsyncSession) -> TradeSetup:
     """Stored setup frozen at scan time (conf 82, neutral) vs. current context