redesign activation gate to expected value + make pipelines cron-configurable
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Diagnosing "no qualified signals for 5 days": setups were generated but none
qualified. The gate required BOTH a high min_rr (2.0) AND a high
min_target_probability (60), which became contradictory after the Jun-15
probability recalibration — probability already embeds R:R via the 1/(rr+1) ruin
term, so high-R:R targets are inherently low-probability and nothing cleared both.

Gate is now expected value (R): p*rr - (1-p) from the primary target's
probability. R:R and confidence stay as floors; high-conviction / exclude-conflicts
/ min-target-probability become optional tighteners (default off). Defaults:
min_expected_value=0.15, min_rr=1.2, min_confidence=55. EV is only enforced when
computable. Migration 009 clears stored activation_* rows so the new defaults
apply. Backtest sweeps min_expected_value instead of target probability.

Scheduling: pipelines are now cron-configurable in Admin -> Jobs. daily_pipeline
(full, default 0 7 * * *) plus a new light intraday_pipeline (OHLCV + outcome eval,
default hourly US session) that keeps prices/live-R:R current without setup churn.
Fundamentals on its own early weekly cron. Timezone configurable (default
Europe/Berlin). Moving interval->CronTrigger also fixes the restart-deferral bug
where an interval job's countdown resets on every process restart.

319 backend unit tests pass; frontend tsc clean.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-23 14:46:38 +02:00
parent d53b4ffb57
commit c34f3cb1a4
22 changed files with 777 additions and 171 deletions
@@ -161,18 +161,19 @@ export function BacktestPanel() {
{report.sweep && report.sweep.length > 0 && (
<div>
<p className="mb-2 text-xs font-medium uppercase tracking-widest text-gray-500">
Min target-probability sweep
Min expected-value sweep
</p>
<p className="mb-2 text-[11px] text-gray-500">
How many setups qualify and how they perform at each gate threshold (other
gate conditions held fixed). Lower = more trades, watch that expectancy holds.
Your current setting is highlighted; set it in Admin Settings Activation.
How many setups qualify and how they perform at each expected-value gate (other
gate conditions held fixed). EV is in R: 0.15 means +0.15× your risk per trade on
average. Lower = more trades, watch that expectancy holds. Your current setting is
highlighted; set it in Admin Settings Activation.
</p>
<div className="glass overflow-x-auto">
<table className="w-full text-sm">
<thead>
<tr className="border-b border-white/[0.06] text-left text-xs uppercase tracking-wider text-gray-500">
<th className="px-4 py-2.5">Min Target Prob</th>
<th className="px-4 py-2.5">Min EV (R)</th>
<th className="px-4 py-2.5 text-right">Qualified</th>
<th className="px-4 py-2.5 text-right">Wins</th>
<th className="px-4 py-2.5 text-right">Losses</th>
@@ -183,12 +184,12 @@ export function BacktestPanel() {
</thead>
<tbody>
{report.sweep.map((row) => {
const current = Math.abs(row.min_target_probability - report.min_target_probability) < 0.5;
const current = Math.abs(row.min_expected_value - report.min_expected_value) < 0.001;
return (
<tr key={row.min_target_probability} className={`border-b border-white/[0.04] ${current ? 'bg-blue-400/10' : ''}`}>
<tr key={row.min_expected_value} className={`border-b border-white/[0.04] ${current ? 'bg-blue-400/10' : ''}`}>
<td className="num px-4 py-2.5 text-gray-200">
{current && <span className="mr-1 text-blue-300"></span>}
{row.min_target_probability}%
{row.min_expected_value.toFixed(2)}
</td>
<td className="num px-4 py-2.5 text-right text-gray-200">{row.total}</td>
<td className="num px-4 py-2.5 text-right text-emerald-400">{row.wins}</td>