fix: grandfather pre-cutover stop episodes

app/services/trade_policy.py

@@ -5,7 +5,7 @@ from __future__ import annotations
 from collections.abc import Iterable
 from datetime import datetime, timezone
 
-from sqlalchemy import select
+from sqlalchemy import func, select
 from sqlalchemy.ext.asyncio import AsyncSession
 
 from app.models.paper_trade import PaperTrade
@@ -16,27 +16,35 @@ async def _latest_initial_stop_trades(
     *,
     closed_before: datetime | None = None,
 ) -> dict[int, PaperTrade]:
-    """Return the most recent initial-stop trade for each ticker."""
-    stmt = (
-        select(PaperTrade)
+    """Return a ticker's latest closed trade only when it was an initial stop."""
+    ranked_stmt = (
+        select(
+            PaperTrade.id.label("trade_id"),
+            func.row_number()
+            .over(
+                partition_by=PaperTrade.ticker_id,
+                order_by=(PaperTrade.closed_at.desc(), PaperTrade.id.desc()),
+            )
+            .label("recency"),
+        )
         .where(
             PaperTrade.status == "closed",
-            PaperTrade.close_reason == "stop",
             PaperTrade.closed_at.is_not(None),
         )
-        .order_by(
-            PaperTrade.ticker_id.asc(),
-            PaperTrade.closed_at.desc(),
-            PaperTrade.id.desc(),
-        )
     )
     if closed_before is not None:
-        stmt = stmt.where(PaperTrade.closed_at <= closed_before)
+        ranked_stmt = ranked_stmt.where(PaperTrade.closed_at <= closed_before)
+    ranked = ranked_stmt.subquery()
+    stmt = (
+        select(PaperTrade)
+        .join(ranked, ranked.c.trade_id == PaperTrade.id)
+        .where(
+            ranked.c.recency == 1,
+            PaperTrade.close_reason == "stop",
+        )
+    )
     result = await db.execute(stmt)
-    latest: dict[int, PaperTrade] = {}
-    for trade in result.scalars():
-        latest.setdefault(trade.ticker_id, trade)
-    return latest
+    return {trade.ticker_id: trade for trade in result.scalars()}
 
 
 async def get_reentry_gate_locks(db: AsyncSession) -> dict[int, datetime]: