redesign activation gate to expected value + make pipelines cron-configurable
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>
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@@ -48,6 +48,10 @@ export function qualifiesSetup(setup: TradeSetup, config: ActivationConfig): boo
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return false;
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}
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if ((setup.confidence_score ?? 0) < config.min_confidence) return false;
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// Expected value (R) is the core gate. Only enforced when computable — setups
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// without target probabilities defer to the R:R + confidence floors above.
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const ev = expectedValueR(setup);
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if (ev != null && ev < config.min_expected_value) return false;
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if (config.require_high_conviction && !HIGH_CONVICTION_ACTIONS.has(setup.recommended_action ?? '')) {
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return false;
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}
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@@ -60,7 +64,7 @@ export function qualifiesSetup(setup: TradeSetup, config: ActivationConfig): boo
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/** Short human summary of the active gate, e.g. for tooltips/labels. */
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export function activationSummary(config: ActivationConfig): string {
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const parts = [`R:R ≥ ${config.min_rr.toFixed(1)}`, `conf ≥ ${config.min_confidence.toFixed(0)}%`];
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const parts = [`EV ≥ ${config.min_expected_value.toFixed(2)}R`, `R:R ≥ ${config.min_rr.toFixed(1)}`, `conf ≥ ${config.min_confidence.toFixed(0)}%`];
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if (config.require_high_conviction) parts.push('high-conviction');
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if (config.exclude_conflicts) parts.push('clean');
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if (config.min_target_probability > 0) parts.push(`target ≥ ${config.min_target_probability.toFixed(0)}%`);
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