fix: harden post-stop reentry lockdown

This commit is contained in:
2026-07-17 14:17:57 +02:00
parent 1e9f2dc4fb
commit bc50ba9136
13 changed files with 318 additions and 81 deletions
+35 -10
View File
@@ -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